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 Computational Management Science | 2015-07-24 | Paper |
| Cardinality versus \(q\)-norm constraints for index tracking Quantitative Finance | 2015-04-23 | Paper |
| Robust portfolio optimization with a hybrid heuristic algorithm Computational Management Science | 2013-10-21 | Paper |
Research outcomes over time
This page was built for person: Björn Fastrich
