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 |
|---|---|---|
| Forecasting market risk using ultra-high-frequency data and scaling laws Quantitative Finance | 2019-02-06 | Paper |
| A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time Operations Research Letters | 2018-09-28 | Paper |
| Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
| Pansystems ecology, management and knowledge rediscovery Kybernetes | 2010-10-07 | Paper |
| Multi-period portfolio selection for asset-liability management with uncertain investment horizon Journal of Industrial and Management Optimization | 2009-05-26 | Paper |
Research outcomes over time
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