Björn Fastrich
From MaRDI portal
Person:373172
Available identifiers
zbMath Open fastrich.bjornMaRDI QIDQ373172
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 |
|---|---|---|
| Penalized least squares for optimal sparse portfolio selection | 2020-07-08 | Paper |
| Constructing optimal sparse portfolios using regularization methods | 2015-07-24 | Paper |
| Cardinality versus \(q\)-norm constraints for index tracking | 2015-04-23 | Paper |
| Robust portfolio optimization with a hybrid heuristic algorithm | 2013-10-21 | Paper |
Research outcomes over time
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