7/07/2026 Portfolio Allocation Bond Portfolio Optimization This paper presents a comprehensive framework for bond portfolio optimization applied to investment universes composed of individual securities.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.
15/01/2012 Portfolio Allocation Social responsibility and mean-variance portfolio selection This paper measures the trade-off between financial efficiency and SRI in the traditional mean-variance optimization