| Year |
Citation |
Score |
| 2020 |
Martellini L, Milhau V, Mulvey J. Securing Replacement Income with Goal-Based Retirement Investing Strategies The Journal of Retirement. 7: 8-26. DOI: 10.3905/Jor.2019.1.062 |
0.39 |
|
| 2019 |
Martellini L, Milhau V, Mulvey J. “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis? The Journal of Portfolio Management. 45: 136-151. DOI: 10.3905/Jpm.2019.45.5.136 |
0.364 |
|
| 2018 |
Simsek KD, Jeong Kim M, Chang Kim W, Mulvey JM. Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle The Journal of Retirement. 5: 73-92. DOI: 10.3905/Jor.2018.5.3.073 |
0.764 |
|
| 2017 |
Mulvey JM, Kim WC, Lin C. Optimizing a portfolio of liquid and illiquid assets International Series in Operations Research and Management Science. 245: 151-175. DOI: 10.1007/978-3-319-41613-7_7 |
0.384 |
|
| 2016 |
Liu H, Mulvey J, Zhao T. A semiparametric graphical modelling approach for large-scale equity selection. Quantitative Finance. 16: 1053-1067. PMID 28316507 DOI: 10.1080/14697688.2015.1101149 |
0.341 |
|
| 2015 |
Reus L, Mulvey JM. Multistage stochastic optimization for private equity investments Journal of Asset Management. 16: 342-362. DOI: 10.1057/jam.2015.20 |
0.379 |
|
| 2015 |
Kim WC, Kim JH, Mulvey JM, Fabozzi FJ. Focusing on the worst state for robust investing International Review of Financial Analysis. 39: 19-31. DOI: 10.1016/j.irfa.2015.02.001 |
0.313 |
|
| 2015 |
Konicz AK, Mulvey JM. Optimal savings management for individuals with defined contribution pension plans European Journal of Operational Research. 243: 233-247. DOI: 10.1016/j.ejor.2014.11.016 |
0.435 |
|
| 2014 |
Mulvey J. Factors affecting the demand for long-term care insurance: Issues for Congress Long-Term Care: Considerations and Federal Recommendations For Long-Term Services and Supports. 125-151. |
0.338 |
|
| 2011 |
Mulvey JM, Bauerfeind T, Simsek KD, Vural MT. Performance enhancements for defined benefit pension plans International Series in Operations Research and Management Science. 163: 43-71. DOI: 10.1007/978-1-4419-9586-5_3 |
0.779 |
|
| 2011 |
Mulvey JM, Kim WC. Multistage financial planning models: Integrating stochastic programs and policy simulators International Series in Operations Research and Management Science. 150: 257-275. DOI: 10.1007/978-1-4419-1642-6_12 |
0.301 |
|
| 2010 |
Mulvey JM, Kim WC, Ma Y. Duration-enhancing overlay strategies for defined benefit pension plans Journal of Asset Management. 11: 136-162. DOI: 10.1057/jam.2010.10 |
0.413 |
|
| 2009 |
Mulvey JM, Erkan HG. An enterprise risk management model for supply chains Springer Optimization and Its Applications. 30: 177-189. DOI: 10.1007/978-0-387-88617-6_5 |
0.707 |
|
| 2008 |
Mulvey JM, Simsek KD, Zhang Z, Fabozzi FJ, Pauling WR. Assisting defined-benefit pension plans Operations Research. 56: 1066-1078. DOI: 10.1287/Opre.1080.0526 |
0.785 |
|
| 2008 |
Mulvey JM, Kim WC. Active equity managers in the U.S.: Do the best follow momentum strategies? Journal of Portfolio Management. 34. |
0.303 |
|
| 2007 |
Mulvey JM, Ural C, Zhang Z. Improving performance for long-term investors: Wide diversification, leverage, and overlay strategies Quantitative Finance. 7: 175-187. DOI: 10.1080/14697680701198028 |
0.729 |
|
| 2006 |
Mulvey JM, Simsek KD, Zhang Z. Improving investment performance for pension plans Journal of Asset Management. 7: 93-108. DOI: 10.1057/Palgrave.Jam.2240206 |
0.517 |
|
| 2006 |
Mulvey JM, Erkan HG. Applying CVaR for decentralized risk management of financial companies Journal of Banking and Finance. 30: 627-644. DOI: 10.1016/J.Jbankfin.2005.04.010 |
0.724 |
|
| 2005 |
Mulvey JM, Fabozzi FJ, Pauling WR, Simsek KD, Zhang Z. Modernizing the defined-benefit pension system Journal of Portfolio Management. 31: 73-82. |
0.752 |
|
| 2005 |
Mulvey JM, Thompson J. Statistical learning theory in equity return forecasting Operations Research/ Computer Science Interfaces Series. 29: 213-228. |
0.351 |
|
| 2004 |
Mulvey JM, Shetty B. Financial planning via multi-stage stochastic optimization Computers and Operations Research. 31: 1-20. DOI: 10.1016/S0305-0548(02)00141-7 |
0.499 |
|
| 2004 |
Mulvey JM. Applying optimization technology to portfolio management Journal of Portfolio Management. 30: 162-168+14. |
0.359 |
|
| 2003 |
Mulvey JM, Pauling WR, Madey RE. Advantages of multiperiod portfolio models Journal of Portfolio Management. 29: 35-45+4. |
0.501 |
|
| 2003 |
Mulvey JM, Erkan HG. Risk management of a P/C insurance company scenario generation, simulation and optimization Winter Simulation Conference Proceedings. 1: 364-371. |
0.722 |
|
| 2002 |
Darius D, Ilhan A, Mulvey J, Simsek K, Sircar R. Trend-following hedge funds and multi-period asset allocation Quantitative Finance. 2: 354-361. DOI: 10.1088/1469-7688/2/5/304 |
0.48 |
|
| 2000 |
Rush R, Mulvey JM, Mitchell JE, Willemain TR. Stratified filtered sampling in stochastic optimization Journal of Applied Mathematics and Decision Sciences. 4: 17-38. DOI: 10.1155/S117391260000002X |
0.318 |
|
| 2000 |
Mulvey JM, Gould G, Morgan C. An asset and liability management system for towers Perrin-Tillinghast Interfaces. 30: 96-114. |
0.517 |
|
| 1998 |
Mulvey J, Rush R, Sweeney J. Generating scenarios for global financial planning systems International Journal of Forecasting. 14: 291-298. |
0.328 |
|
| 1997 |
Bai D, Carpenter T, Mulvey J. Making a case for robust optimization models Management Science. 43: 895-907. DOI: 10.1287/Mnsc.43.7.895 |
0.48 |
|
| 1997 |
Maranas CD, Androulakis IP, Floudas CA, Berger AJ, Mulvey JM. Solving long-term financial planning problems via global optimization Journal of Economic Dynamics and Control. 21: 1405-1425. |
0.361 |
|
| 1997 |
Mulvey JM, Rosenbaum DP, Shetty B. Strategic financial risk management and operations research European Journal of Operational Research. 97: 1-16. |
0.463 |
|
| 1996 |
Mulvey JM. Generating scenarios for the Towers Perrin investment system Interfaces. 26: 1-15. |
0.409 |
|
| 1995 |
Mulvey JM, Ziemba WT. Chapter 15 Asset and liability allocation in a global environment Handbooks in Operations Research and Management Science. 9: 435-463. DOI: 10.1016/S0927-0507(05)80059-3 |
0.488 |
|
| 1994 |
Mulvey JM. An Asset-Liability Investment System Interfaces. 24: 22-33. DOI: 10.1287/inte.24.3.22 |
0.344 |
|
| 1989 |
Mulvey JM, Vladimirou H. Stochastic network optimization models for investment planning Annals of Operations Research. 20: 187-217. DOI: 10.1007/BF02216929 |
0.379 |
|
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