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Dmitri V. Boreiko
Publication Activity (10 Years)
Years Active: 2015-2020
Publications (10 Years): 2
Top Topics
Investment Strategies
Stock Exchange
Sharpe Ratio
Empirical Evidence
Top Venues
Central Eur. J. Oper. Res.
OR
Frontiers Artif. Intell.
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Publications
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Dmitri V. Boreiko
,
Francesca Massarotti
How Risk Profiles of Investors Affect Robo-Advised Portfolios.
Frontiers Artif. Intell.
3 (2020)
Dmitri V. Boreiko
,
Yuri M. Kaniovski
,
Georg Ch. Pflug
Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence.
Central Eur. J. Oper. Res.
24 (4) (2016)
Dmitri V. Boreiko
,
Yuri M. Kaniovski
,
Georg Ch. Pflug
Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices.
OR
(2015)