Vasileios E. Kontosakos

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 3

Top Topics

Finds An Optimal Solution

Efficient Frontier

Quadratic Program

Top Venues

Eur. J. Oper. Res.

Oper. Res. Forum

Publications

Vasileios E. Kontosakos, Soosung Hwang, Vasileios Bill Kallinterakis, Athanasios A. Pantelous
Long-term dynamic asset allocation under asymmetric risk preferences. Eur. J. Oper. Res. 312 (2) (2024)
Vasileios E. Kontosakos, Keegan Mendonca, Athanasios A. Pantelous, Konstantin Zuev
Pricing discretely-monitored double barrier options with small probabilities of execution. Eur. J. Oper. Res. 290 (1) (2021)
Vasileios E. Kontosakos
Fast Quadratic Programming for Mean-Variance Portfolio Optimisation. Oper. Res. Forum 1 (3) (2020)