End-to-end risk budgeting portfolio optimization with neural networks
Uysal, A. Sinem, Li, Xiaoyue, Mulvey, John M.
Published in Annals of operations research (01.08.2024)
Published in Annals of operations research (01.08.2024)
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Journal Article
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il, Kim, Woo Chang, Mulvey, John M.
Published in European journal of operational research (16.04.2014)
Published in European journal of operational research (16.04.2014)
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Journal Article
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina, Mulvey, John M.
Published in European journal of operational research (16.05.2015)
Published in European journal of operational research (16.05.2015)
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Journal Article
A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
Mulvey, John M., Martellini, Lionel, Hao, Han, Li, Nongchao
Published in Journal of portfolio management (01.01.2019)
Published in Journal of portfolio management (01.01.2019)
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Journal Article
Competitive Multi-Agent Reinforcement Learning with Self-Supervised Representation
Su, DiJia, Lee, Jason D., Mulvey, John M., Poor, H. Vincent
Published in ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (23.05.2022)
Published in ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (23.05.2022)
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Conference Proceeding
Focusing on the worst state for robust investing
Kim, Woo Chang, Kim, Jang Ho, Mulvey, John M., Fabozzi, Frank J.
Published in International review of financial analysis (01.05.2015)
Published in International review of financial analysis (01.05.2015)
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Journal Article
Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle
Simsek, Koray D., Jeong Kim, Min, Chang Kim, Woo, Mulvey, John M.
Published in The journal of retirement (01.12.2018)
Published in The journal of retirement (01.12.2018)
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Journal Article
Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle
Simsek, Koray D., Kim, Min Jeong, Kim, Woo Chang, Mulvey, John M.
Published in Journal of Investing (01.09.2018)
Published in Journal of Investing (01.09.2018)
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Journal Article
Trade Publication Article
Robust Optimization of Large-Scale Systems
Mulvey, John M, Vanderbei, Robert J, Zenios, Stavros A
Published in Operations research (01.03.1995)
Published in Operations research (01.03.1995)
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Journal Article