Instruct: Given the title of a scientific paper, retrieve paper titles that are cited by the given paper.
Query: continuous time mean variance asset allocation : a time - consistent strategy .
dynamic mean - variance asset allocation ∗ .
Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
Algorithms for portfolio management based on the Newton method
Portfolio Optimization with Mental Accounts
Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation
Portfolio Selection in Stochastic Environments
Dynamic Asset Allocation with Event Risk
Robust portfolios: contributions from operations research and finance
Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection
Optimal switching decisions under stochastic volatility with fast mean reversion
Enhancing Q-Learning for Optimal Asset Allocation
Multistage portfolio optimization with stocks and options
Robust Median Reversion Strategy for Online Portfolio Selection
Robust multiobjective portfolio optimization: A minimax regret approach
Inverse Optimization : A New Perspective on the Black-Litterman Model
The Intuition Behind Black-Litterman Model Portfolios
Portfolio Choice Based on Third-Degree Stochastic Dominance
commodities in dynamic asset allocation : implications of mean reverting commodity prices .
Federal Reserve Bank of St . Louis Working Paper Series Asset Allocation under Multivariate Regime Switching
Universal portfolio selection
European Resuscitation Council guidelines for resuscitation 2010
Management of cardiac health in trastuzumab-treated patients with breast cancer: updated United Kingdom National Cancer Research Institute recommendations for monitoring
Contributions to the Theory of Optimal Control
Deep visual embedding for image classification
Adaptive Orientation Model Fitting for Latent Overlapped Fingerprints Separation