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Publications by Jose Arreola Hernandez

Multivariate Dependence and Portfolio Optimization Algorithms Under Illiquid Market Scenarios

European Journal of Operational Research

Information Systems

Management Science

Computer Science

Operations Research

English

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Portfolio Optimization and Long-Term Dependence

English

Dynamic Portfolio Optimization Across Hidden Market Regimes

Quantitative Finance

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Management Compensation and Market Timing Under Portfolio Constraints

SSRN Electronic Journal

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LP Algorithms for Portfolio Optimization: The PortfolioOptim Package

Numerical Analysis

English

Minimax Portfolio Optimization Under Interval Uncertainty

Journal of Advanced Computational Intelligence and Intelligent Informatics

Computer Vision

Pattern Recognition

Human-Computer Interaction

Artificial Intelligence

English

Using Memetic Algorithms to Improve Portfolio Performance in Static and Dynamic Trading Scenarios

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Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms

SSRN Electronic Journal

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MDP Algorithms for Portfolio Optimization Problems in Pure Jump Markets

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Portfolio Choice With Indivisible and Illiquid Housing Assets: The Case of Spain

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