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 |
|---|---|---|
| Lasso-based simulation for high-dimensional multi-period portfolio optimization IMA Journal of Management Mathematics | 2020-09-30 | Paper |
| Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns SIAM Journal on Financial Mathematics | 2020-07-13 | Paper |
Research outcomes over time
This page was built for person: Ka Ho Tsang
