Andrew A. Khomchenko
From MaRDI portal
Person:2204336
Available identifiers
zbMath Open khomchenko.andrew-aMaRDI QIDQ2204336
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Algorithms for \(l_{1}\)-norm minimisation of index tracking error and their performance | 2020-10-15 | Paper |
Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses | 2018-03-26 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Andrew A. Khomchenko