In this paper, we consider an optimal portfolio de-leveraging problem, where the objective is to meet specified debt/equity requirements at the minimal executio

The purpose of this research is to investigate devising the optimal position liquidation strategies in financial markets. During the transaction of large block

Top economist Gary Shilling shows you how to prosper in the slow-growing and deflationary times that lie ahead While many investors fear a rapid rise in inflati

Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, inves