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 |
|---|---|---|
| Liquidity-constrained index tracking optimization models Annals of Operations Research | 2024-02-08 | Paper |
| Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming Annals of Operations Research | 2017-12-15 | Paper |
| A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry Optimization and Engineering | 2017-09-08 | Paper |
| Technology selection and capacity investment under uncertainty European Journal of Operational Research | 2015-02-18 | Paper |
| Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
| Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments Operations Research Letters | 2012-08-17 | Paper |
Research outcomes over time
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