COVID-19: data-driven dynamic asset allocation in times of pandemic-Reference-Cited by-同舟云学术

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COVID-19: data-driven dynamic asset allocation in times of pandemic

Published:2021 Issue:2 Volume:5 Page:198-227
ISSN:2573-0134
Container-title:Quantitative Finance and Economics
language:
Short-container-title:

Author:

Timonina-Farkas Anna,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Development,Geography, Planning and Development

Reference38 articles.

1. Bellman RE (1956) Dynamic Programming, Princeton University Press, Princeton, New Jersey.

2. Bertsekas DP (1976) Dynamic Programming and Stochastic Control, Academic Press, New York.

3. Bertsekas DP (2007) Dynamic Programming and Optimal Control. Athena Sci 2.

4. Bertsimas D, Shtern S, Sturt B (2020) A data-driven approach to multi-stage stochastic linear optimization. [In press].

5. Boyd S (2009) L1 trend filtering. SIAM Rev.

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2. Can the digital economy improve green total factor productivity? An empirical study based on Chinese urban data;Mathematical Biosciences and Engineering;2023

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4. Information diversity and household portfolio diversification;International Journal of Finance & Economics;2022-04-12

5. Identifying the volatility spillover risks between crude oil prices and China's clean energy market;Electronic Research Archive;2022

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