Tempting to formulate the long-term investment strategy for investors who dynamically adjust her portfolio over her lifetime, we are interested to optimize the

We consider a class of dynamic portfolio optimization problems that allow for models of return predictability, transaction costs, and stochastic volatility. Det

We study the problem of optimally liquidating a financial position in a discrete-time model with stochastic volatility and liquidity. We consider the three case

Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, tra