- Machine learning, economic regimes and portfolio optimisation
- Multi-period portfolio optimisation with alpha decay
- Asset-liability management and goal-based investing for retail business
- Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds
- Why your smart beta portfolio might not work
23 August 2018
Special issue published: "Applications of Optimisation in Finance"
International Journal of Financial Engineering and Risk Management 2(4) 2018
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