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Journal Articles
- 2020
[j12]Andrea Rigamonti
, Alex Weissensteiner:
Asset allocation under predictability and parameter uncertainty using LASSO. Comput. Manag. Sci. 17(2): 179-201 (2020)- 2018
- [j11]Thomas Trier Bjerring, Kourosh Marjani Rasmussen, Alex Weissensteiner:
Portfolio selection under supply chain predictability. Comput. Manag. Sci. 15(2): 139-159 (2018) - 2017
- [j10]Thomas Trier Bjerring, Omri Ross, Alex Weissensteiner:
Feature selection for portfolio optimization. Ann. Oper. Res. 256(1): 21-40 (2017) - [j9]Michael Hanke, Spiridon I. Penev, Wolfgang K. Schief, Alex Weissensteiner:
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. Eur. J. Oper. Res. 263(2): 510-523 (2017) - 2015
- [j8]Agnieszka Karolina Konicz, David Pisinger, Alex Weissensteiner:
Optimal annuity portfolio under inflation risk. Comput. Manag. Sci. 12(3): 461-488 (2015) - 2014
- [j7]Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage bounds for financial scenarios. Eur. J. Oper. Res. 236(2): 657-663 (2014) - 2013
- [j6]Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen:
Financial planning for young households. Ann. Oper. Res. 205(1): 55-76 (2013) - [j5]Alois Geyer, Michael Hanke, Alex Weissensteiner:
Scenario tree generation and multi-asset financial optimization problems. Oper. Res. Lett. 41(5): 494-498 (2013) - 2010
- [j4]Alex Weissensteiner:
Using the Black-Derman-Toy interest rate model for portfolio optimization. Eur. J. Oper. Res. 202(1): 175-181 (2010) - [j3]Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage conditions, scenario trees, and multi-asset financial optimization. Eur. J. Oper. Res. 206(3): 609-613 (2010) - 2009
- [j2]Alois Geyer, Michael Hanke, Alex Weissensteiner:
A stochastic programming approach for multi-period portfolio optimization. Comput. Manag. Sci. 6(2): 187-208 (2009) - [j1]Alex Weissensteiner:
A Q -Learning Approach to Derive Optimal Consumption and Investment Strategies. IEEE Trans. Neural Networks 20(8): 1234-1243 (2009)
Coauthor Index
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