Andrew A. Khomchenko
From MaRDI portal
Person:2204336
Available identifiers
zbMath Open khomchenko.andrew-aMaRDI QIDQ2204336
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 |
|---|---|---|
| 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
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