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Publications by Laura Calvet
A SimILS-Based Methodology for a Portfolio Optimization Problem With Stochastic Returns
Lecture Notes in Business Information Processing
Control
Systems Engineering
Information Systems
Business
International Management
Simulation
Management
Management Information Systems
Modeling
Related publications
Portfolio Optimization With Stochastic Dominance Constraints
Journal of Banking and Finance
Economics
Econometrics
Finance
A Review on Ambiguity in Stochastic Portfolio Optimization
Set-Valued and Variational Analysis
Numerical Analysis
Statistics
Probability
Geometry
Applied Mathematics
Analysis
Topology
Stochastic Portfolio Selection Problem With Reliability Criteria
Discrete Dynamics in Nature and Society
Modeling
Simulation
Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Kelly's Criterion in Portfolio Optimization: A Decoupled Problem
Mean-Variance Portfolio Selection Problem With Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework
Statistics, Optimization and Information Computing
Control
Information Systems
Pattern Recognition
Probability
Uncertainty
Computer Vision
Optimization
Statistics
Signal Processing
Artificial Intelligence
A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem
Mathematical Problems in Engineering
Mathematics
Engineering
A Strategy-Proof Test of Portfolio Returns
Quantitative Finance
Economics
Econometrics
Finance
A Three-Stage Optimization Algorithm for the Stochastic Parallel Machine Scheduling Problem With Adjustable Production Rates
Discrete Dynamics in Nature and Society
Modeling
Simulation
