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Hassan T. Anis
ORCID
Publication Activity (10 Years)
Years Active: 2021-2023
Publications (10 Years): 3
Top Topics
Risk Factors
Nearest Neighbor
Investment Decisions
Sparse Regression
Top Venues
Comput. Oper. Res.
Appl. Soft Comput.
Eur. J. Oper. Res.
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Publications
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Hassan T. Anis
,
Giorgio Costa
,
Roy H. Kwon
Risk-allocation-based index tracking.
Comput. Oper. Res.
154 (2023)
Hassan T. Anis
,
Roy H. Kwon
Cardinality-constrained risk parity portfolios.
Eur. J. Oper. Res.
302 (1) (2022)
Hassan T. Anis
,
Roy H. Kwon
A sparse regression and neural network approach for financial factor modeling.
Appl. Soft Comput.
113 (Part) (2021)