John M. Mulvey - Publications, H-index & Citations

John M. Mulvey

Princeton University

37H指数

204论文数

7.2K被引数

收录论文 20

发表时间

Dynamic asset allocation with asset-specific regime forecasts 具有特定资产制度预测的动态资产配置

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-09-26

PREAI

Shu, Yizhan; Yu, Chenyu; Mulvey, John M.

Identifying patterns in financial markets: extending the statistical jump model for regime identification

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-05-14

PREAI

Aydinhan, Afsar Onat; Kolm, Petter N.; Mulvey, John M.; Shu, Yizhan

End-to-end risk budgeting portfolio optimization with neural networks 基于神经网络的端到端风险预算投资组合优化

ANNALS OF OPERATIONS RESEARCH

IF4.5

2023-08-26

PREAI

Uysal, A. Sinem; Li, Xiaoyue; Mulvey, John M.

Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks 基于均值-方差和风险平价框架的模型预测控制的多期投资组合优化

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2022-06-01

OAAI

Li, Xiaoyue; Uysal, A. Sinem; Mulvey, John M.

Dynamic allocations for currency futures under switching regimes signals

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2016-08-01

PREAI

Reus, Lorenzo; Mulvey, John M.

Focusing on the worst state for robust investing

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2015-05-01

PREAI

Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J.

Optimal savings management for individuals with defined contribution pension plans

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-05-01

PREAI

Konicz, Agnieszka Karolina; Mulvey, John M.

Dynamic asset allocation for varied financial markets under regime switching framework

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-04-01

PREAI

Bae, Geum Il; Kim, Woo Chang; Mulvey, John M.

Applying CVaR for decentralized risk management of financial companies CVaR在金融公司分散化风险管理中的应用

JOURNAL OF BANKING & FINANCE

IF3.8

2006-02-01

PREAI

Mulvey, JM; Erkan, HG

Financial planning via multi-stage stochastic optimization

COMPUTERS & OPERATIONS RESEARCH

IF4.3

2004-01-01

PREAI

Mulvey, JM; Shetty, B

Parameter estimation in stochastic scenario generation systems

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1999-11-01

PREAI

Mulvey, JM; Rosenbaum, DP; Shetty, B

Linking strategic and tactical planning systems for asset and liability management

ANNALS OF OPERATIONS RESEARCH

IF4.5

1999-01-01

PREAI

Mulvey, JM; Madsen, C; Morin, F

Generating scenarios for global financial planning systems

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1998-06-01

PREAI

Mulvey, J; Rush, R; Sweeney, J

Financial risk management and operations research

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1997-02-01

PREAI

Mulvey, JM; Rosenbaum, DP; Shetty, B

ACCOUNTABILITY AND COMPUTER DECISION SYSTEMS

COMMUNICATIONS OF THE ACM

IF12.2

1995-12-01

OAAI

JOHNSON, DG; MULVEY, JM

INFINITE PROGRAMMING - PROCEEDINGS OF AN INTERNATIONAL-SYMPOSIUM ON INFINITE DIMENSIONAL LINEAR-PROGRAMMING, CHURCHILL-COLLEGE, CAMBRIDGE, UNITED-KINGDOM, SEPTEMBER 7-10, 1984 - ANDERSON,EJ, PHILPOTT,AB

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1986-10-01

PREAI

MULVEY, JM

ESTIMATING JOINT STRATA WEIGHTS FOR POSTSTRATIFICATION

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1986-10-01

PREAI

MULVEY, JM

SOLVING CAPACITATED CLUSTERING PROBLEMS

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1984-12-01

121

PREAI

MULVEY, JM; BECK, MP

PORTFOLIO THEORY AND INVESTMENT MANAGEMENT - DOBBINS,R, WITT,SF

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1984-10-01

PREAI

MULVEY, JM

A CLASSROOM TIME ASSIGNMENT MODEL

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

1982-01-01

PREAI

MULVEY, JM

研究方向