General superposition strategies and asset allocation by Kaminski, Kathryn Margaret

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Dynamic asset allocation with ambiguous return predictability by Ju, Nengjiu, Miao, Jianjun, Chen, Hui

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Application of robust statistics to asset allocation models by Zhou, Xinfeng

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The Effects of Spending Rules and Asset Allocation on Non-Profit Endowments by Halem, Zachery M., Lo, Andrew W, Matveyev, Egor, Quraishi, Sarah

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Analytic methods for asset allocation with illiquid investments and low-frequency data by Slakter, Adam R

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Asset allocation and asset location : household evidence from the survey of consumer finances by Bergstresser, Daniel, Poterba, James M.

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Beyond real estate : examining global real asset allocation frameworks for institutional investors by Li, Xiangyu

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When Do Investors Freak Out? Machine Learning Predictions of Panic Selling by Elkind, Daniel, Kaminski, Kathryn, Lo, Andrew W., Siah, Kien Wei, Wong, Chi Heem

Subjects: “…deep learning, freaking out, panic selling, stop-loss, tactical asset allocation…”
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Machine Learning and Optimization-Based Modeling for Asset Management by Casey, Justin, Rafavy, Carlos

“…We propose an improvement for the company’s asset management practice by modeling an integrated decision tool which involves evaluation of several machine learning algorithms for demand prediction and mathematical optimization for a centrally-planned asset allocation. We find that a feed-forward neural network (FNN) model with single hidden layer is the best performing predictor for the company’s intermittent product demand and the optimization model is proven to prescribe the most efficient asset allocation given the demand prediction from FNN model.…”
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Essays in consumption and portfolio choice by Rodriguez, Jorge F. (Jorge Federico), 1976-

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Korean institutional investors and real estate investments by Nam, Sangwook, S.M. Massachusetts Institute of Technology

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New statistical techniques for designing future generation retirement and insurance solutions by Zhu, Zhe

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The Wisdom of Twitter Crowds:Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds by Azar, Pablo Daniel, Lo, Andrew W

“…They find that a tweet-based asset allocation strategy outperforms several benchmarks—including a strategy that buys and holds a market index, as well as a comparable dynamic asset allocation strategy that does not use Twitter information.…”
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Active portfolio management adapted for the emerging markets by Nam, Dohyen

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Robust reconnaissance asset planning under uncertainty by Culver, David M. (David Martin)

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Nonprofit disease foundation investments in biotechnology companies : an evaluation of venture philanthropy by Fielding, Sarah (Sarah Tabbals)

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Contracts, not concrete : de-risking private finance of sustainable infrastructure in emerging markets by O'Dea, Liam James

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Multi-objective evolutionary optimization in time-changing environments by Hatzakis, Iason

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Adaptive Markets and the New World Order by Lo, Andrew W.

“…The AMH has several implications, including the possibility of negative risk premiums, alpha converging to beta, and the importance of macro factors and risk budgeting in asset allocation policies.…”
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Shipping : is it a high risk low return business? by Patitsas, Leon S

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