PaperTracking models and the optimal regret distribution in asset allocationRon S. Dembo, Alan J. KingApplied Stochastic Models and Data Analysis
Conference paperRequirements for systemic risk management in the financial sectorDonna N. Dillenberger, Alan J. King, et al.WHPCF 2009
PaperLinear‐quadratic efficient frontiers for portfolio optimizationAlan J. King, David L. JensenApplied Stochastic Models and Data Analysis
PaperUsing multi-agent simulation to understand trading dynamics of a derivatives marketAlan J. King, Olga Streltchenko, et al.Ann. Math. Artif. Intell.