International Journal of Financial Engineering and Risk Management (IJFERM) Inderscience Publishers - linking academia, business and industry through research

International Journal of Financial Engineering and Risk Management

Special Issue on: Applications of Optimisation in Finance

Guest Editors: Prof. Woo Chang Kim and Prof. Jang Ho Kim

Pages	Title and author(s)
260-282	Machine learning, economic regimes and portfolio optimisation John M. Mulvey; Han Hao; Nongchao Li DOI: 10.1504/IJFERM.2018.094043
283-307	Multi-period portfolio optimisation with alpha decay Kartik Sivaramakrishnan; Vishv Jeet; Dieter Vandenbussche DOI: 10.1504/IJFERM.2018.094030
308-334	Asset-liability management and goal-based investing for retail business Giorgio Consigli; Massimo Di Tria DOI: 10.1504/IJFERM.2018.094051
335-350	Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds Bennett W. Golub; Maurizio Ferconi; Ananth Madhavan; Alex Ulitsky DOI: 10.1504/IJFERM.2018.094020
351-362	Why your smart beta portfolio might not work Yongjae Lee; Woo Chang Kim DOI: 10.1504/IJFERM.2018.094034