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 |
|---|---|---|
| Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact Operations Research | 2024-03-12 | Paper |
| Optimal portfolio deleveraging under market impact and margin restrictions European Journal of Operational Research | 2021-11-05 | Paper |
| Indefinite multi-constrained separable quadratic optimization: large-scale efficient solution European Journal of Operational Research | 2019-06-25 | Paper |
| Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time Mathematical Programming. Series A. Series B | 2017-07-21 | Paper |
| An efficient global algorithm for a class of indefinite separable quadratic programs Mathematical Programming. Series A. Series B | 2016-08-25 | Paper |
Research outcomes over time
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