Björn Fastrich
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Penalized least squares for optimal sparse portfolio selection | 2020-07-08 | Paper |
| Constructing optimal sparse portfolios using regularization methods Computational Management Science | 2015-07-24 | Paper |
| Cardinality versus \(q\)-norm constraints for index tracking Quantitative Finance | 2015-04-23 | Paper |
| Robust portfolio optimization with a hybrid heuristic algorithm Computational Management Science | 2013-10-21 | Paper |
Research outcomes over time
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