Found: 9
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Untangling Universality and Dispelling Myths in Mean–Variance Optimization.
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- Journal of Portfolio Management, 2024, v. 50, n. 8, p. 90, doi. 10.3905/jpm.2024.50.8.090
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- Article
Mean-Variance Optimization for Simulation of Order Flow.
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- Journal of Portfolio Management, 2022, v. 48, n. 6, p. 185, doi. 10.3905/jpm.2022.1.376
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- Article
Best Practices in Research for Quantitative Equity Strategies.
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- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 135, doi. 10.3905/jpm.2016.42.5.135
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- Article
Robust Portfolio Optimization.
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- Journal of Portfolio Management, 2007, v. 33, n. 3, p. 40, doi. 10.3905/jpm.2007.684751
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- Article
New Kids on the Block.
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- Journal of Portfolio Management, 2004, v. 30, p. 42, doi. 10.3905/jpm.2004.442620
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- Article
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book.
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- Mathematical Finance, 2023, v. 33, n. 4, p. 1044, doi. 10.1111/mafi.12413
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- Article
Advances of Machine Learning Approaches for Financial Decision Making and Time-Series Analysis: A Panel Discussion.
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- Journal of Financial Data Science, 2023, v. 5, n. 2, p. 146, doi. 10.3905/jfds.2023.1.123
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- Article
FinEAS: Financial Embedding Analysis of Sentiment.
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- Journal of Financial Data Science, 2022, v. 4, n. 3, p. 45, doi. 10.3905/jfds.2022.1.095
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- Article
Systematic Pricing and Trading of Municipal Bonds.
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- Journal of Financial Data Science, 2022, v. 4, n. 1, p. 87, doi. 10.3905/jfds.2021.1.079
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- Article