John Mulvey

Affiliations: 
Operations Research and Financial Engineering Princeton University, Princeton, NJ 
Area:
Operations Research, Finance
Website:
https://mulvey.princeton.edu/about
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"John Mulvey"
Bio:

https://books.google.com/books?id=G3EoAQAAIAAJ

Parents

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James S. Dyer grad student 1975 UCLA (MathTree)
 (Special Structures in Network Models and Associated Applications)

Children

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David Ahlfeld grad student 1987 Princeton
Koray D. Simsek grad student 2004 Princeton
Batur Bicer grad student 2006 Princeton
Hafize G. Erkan grad student 2006 Princeton
Allan J. Thompson grad student 2006 Princeton
Cenk Ural grad student 2006 Princeton
Zhuojuan Zhang grad student 2006 Princeton
Hakan Kaya grad student 2008 Princeton
Mehmet S. Bilgili grad student 2009 Princeton
Lee Ling grad student 2010 Princeton
Astrid U. Prajogo grad student 2011 Princeton
Lorenzo R. Heredia grad student 2013 Princeton
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Publications

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Martellini L, Milhau V, Mulvey J. (2020) Securing Replacement Income with Goal-Based Retirement Investing Strategies The Journal of Retirement. 7: 8-26
Martellini L, Milhau V, Mulvey J. (2019) “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis? The Journal of Portfolio Management. 45: 136-151
Simsek KD, Jeong Kim M, Chang Kim W, et al. (2018) Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle The Journal of Retirement. 5: 73-92
Mulvey JM, Kim WC, Lin C. (2017) Optimizing a portfolio of liquid and illiquid assets International Series in Operations Research and Management Science. 245: 151-175
Liu H, Mulvey J, Zhao T. (2016) A semiparametric graphical modelling approach for large-scale equity selection. Quantitative Finance. 16: 1053-1067
Reus L, Mulvey JM. (2015) Multistage stochastic optimization for private equity investments Journal of Asset Management. 16: 342-362
Kim WC, Kim JH, Mulvey JM, et al. (2015) Focusing on the worst state for robust investing International Review of Financial Analysis. 39: 19-31
Konicz AK, Mulvey JM. (2015) Optimal savings management for individuals with defined contribution pension plans European Journal of Operational Research. 243: 233-247
Mulvey J. (2014) 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
Mulvey JM, Bauerfeind T, Simsek KD, et al. (2011) Performance enhancements for defined benefit pension plans International Series in Operations Research and Management Science. 163: 43-71
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