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Chenyu Yu
Chenyu Yu
Department of Operations Research and Financial Engineering, Princeton University
在 princeton.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Stochastic and private nonconvex outlier-robust PCAs
T Maunu, C Yu, G Lerman
Mathematical and Scientific Machine Learning, 173-188, 2022
62022
Dynamic asset allocation with asset-specific regime forecasts
Y Shu, C Yu, JM Mulvey
Annals of Operations Research, 1-34, 2024
52024
Downside risk reduction using regime-switching signals: A statistical jump model approach
Y Shu, C Yu, JM Mulvey
Journal of Asset Management 25 (5), 493-507, 2024
42024
Regime-aware asset allocation: A statistical jump model approach
Y Shu, C Yu, JM Mulvey
arXiv preprint arXiv:2402.05272, 2024
42024
Black-Litterman End-to-End
J Duraj, C Yu
Available at SSRN 4532798, 2023
12023
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