82 citations · 139 across the 14 of their papers we have counts for
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math.OC2023
Rebalance your portfolio without selling
Jay Bartroff
How do you bring your assets as close as possible to your target allocation by only investing a fixed amount of additional funds, and not selling any assets? We look at two version…
math.ST2023
Finite-sample bounds to the normal limit under group sequential sampling
Julian Aronowitz, Jay Bartroff
In group sequential analysis, data is collected and analyzed in batches until pre-defined stopping criteria are met. Inference in the parametric setup typically relies on the limit…