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 |
|---|---|---|
| A data-driven approach for a class of stochastic dynamic optimization problems Computational Optimization and Applications | 2021-12-08 | Paper |
| Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns Annals of Operations Research | 2020-01-20 | Paper |
| A more human-like portfolio optimization approach European Journal of Operational Research | 2018-05-24 | Paper |
Research outcomes over time
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