Vasileios E. Kontosakos
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Person:2029340
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 |
|---|---|---|
| Long-term dynamic asset allocation under asymmetric risk preferences European Journal of Operational Research | 2023-11-14 | Paper |
| Pricing discretely-monitored double barrier options with small probabilities of execution European Journal of Operational Research | 2021-06-03 | Paper |
| Fast quadratic programming for mean-variance portfolio optimisation SN Operations Research Forum | 2021-02-08 | Paper |
Research outcomes over time
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