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Dive into the research topics where John Michael Mulvey is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Dynamic asset allocation with asset-specific regime forecasts
Shu, Y., Yu, C. & Mulvey, J. M., Mar 2025, In: Annals of Operations Research. 346, 1, p. 285-318 34 p., 115558.Research output: Contribution to journal › Article › peer-review
Open Access7 Link opens in a new tab Scopus citations -
Dynamic Factor Allocation Leveraging Regime-Switching Signals
Shu, Y. & Mulvey, J. M., 2025, In: Journal of Portfolio Management. 51, 3, p. 50-72 23 p.Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Scopus citations -
Downside risk reduction using regime-switching signals: a statistical jump model approach
Shu, Y., Yu, C. & Mulvey, J. M., Sep 2024, In: Journal of Asset Management. 25, 5, p. 493-507 15 p.Research output: Contribution to journal › Article › peer-review
5 Link opens in a new tab Scopus citations -
End-to-end risk budgeting portfolio optimization with neural networks
Uysal, A. S., Li, X. & Mulvey, J. M., Aug 2024, In: Annals of Operations Research. 339, 1-2, p. 397-426 30 p.Research output: Contribution to journal › Article › peer-review
Open Access17 Link opens in a new tab Scopus citations -
Identifying patterns in financial markets: extending the statistical jump model for regime identification
Aydınhan, A. O., Kolm, P. N., Mulvey, J. M. & Shu, Y., 2024, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
10 Link opens in a new tab Scopus citations