Inaki Rodríguez Longarela

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 2

Top Topics

Decision Makers

Linear Constraints

Portfolio Selection

Financial Markets

Top Venues

Publications

Thierry Post, Inaki Rodríguez Longarela
Risk Arbitrage Opportunities for Stock Index Options. Oper. Res. 69 (1) (2021)
Inaki Rodríguez Longarela
A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints. Manag. Sci. 62 (12) (2016)