Vasileios E. Kontosakos
From MaRDI portal
Person:2029340
Available identifiers
zbMath Open kontosakos.vasileios-eMaRDI QIDQ2029340
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 | 2023-11-14 | Paper |
| Pricing discretely-monitored double barrier options with small probabilities of execution | 2021-06-03 | Paper |
| Fast quadratic programming for mean-variance portfolio optimisation | 2021-02-08 | Paper |
Research outcomes over time
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