Björn Fastrich

Publication Activity (10 Years)

Years Active: 2012-2015
Publications (10 Years): 1

Top Topics

Inverse Problems

Portfolio Optimization

Problems Involving

Regularization Methods

Top Venues

Comput. Manag. Sci.

Publications

Björn Fastrich, Sandra Paterlini, Peter Winker
Constructing optimal sparse portfolios using regularization methods. Comput. Manag. Sci. 12 (3) (2015)
Björn Fastrich, Peter Winker
Robust portfolio optimization with a hybrid heuristic algorithm. Comput. Manag. Sci. 9 (1) (2012)