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	Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method Journal article Journal of Computational Finance,2019, volume: 23, issue: 1, pages: 97-127 Authors: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima Favorite \| View/Download：4/0 \| Submit date：2022/08/29 Alternative performance measure Least squares Monte Carlo Multiperiod portfolio optimization Target-based portfolio optimization Two-stage regression
	Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach Journal article Quantitative Finance,2019, volume: 19, issue: 3, pages: 519-532 Authors: Zhang,Rongju; Langrené,Nicolas; Tian,Yu; Zhu,Zili; Klebaner,Fima Favorite \| View/Download：4/0 \| Submit date：2022/08/29 Dynamic portfolio optimization Least squares Monte Carlo Liquidity cost Multi-period asset allocation Permanent market impact Transaction cost
	Dynamic volatility management: From conditional volatility to realized volatility Journal article Journal of Investment Strategies,2019, volume: 8, issue: 2, pages: 37-67 Authors: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili Favorite \| View/Download：2/0 \| Submit date：2022/08/29 Least squares Monte Carlo Multiperiod portfolio management Realized volatility Volatility management Volatility target