Alex Weissensteiner

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2026 J jnl
Smoothed semicovariance estimation for portfolio selection.
Ann. Oper. Res.
Davide Ferrari, Sandra Paterlini, Andrea Rigamonti, Alex Weissensteiner
2020 J jnl
Asset allocation under predictability and parameter uncertainty using LASSO.
Comput. Manag. Sci.
Andrea Rigamonti, Alex Weissensteiner
2018 J jnl
Portfolio selection under supply chain predictability.
Comput. Manag. Sci.
Thomas Trier Bjerring, Kourosh Marjani Rasmussen, Alex Weissensteiner
2017 J jnl
Feature selection for portfolio optimization.
Ann. Oper. Res.
Thomas Trier Bjerring, Omri Ross, Alex Weissensteiner
2017 J jnl
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness.
Eur. J. Oper. Res.
Michael Hanke, Spiridon I. Penev, Wolfgang K. Schief, Alex Weissensteiner
2015 J jnl
Optimal annuity portfolio under inflation risk.
Comput. Manag. Sci.
Agnieszka Karolina Konicz, David Pisinger, Alex Weissensteiner
2014 J jnl
No-arbitrage bounds for financial scenarios.
Eur. J. Oper. Res.
Alois Geyer, Michael Hanke, Alex Weissensteiner
2013 J jnl
Financial planning for young households.
Ann. Oper. Res.
Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen
2013 J jnl
Scenario tree generation and multi-asset financial optimization problems.
Oper. Res. Lett.
Alois Geyer, Michael Hanke, Alex Weissensteiner
2010 J jnl
No-arbitrage conditions, scenario trees, and multi-asset financial optimization.
Eur. J. Oper. Res.
Alois Geyer, Michael Hanke, Alex Weissensteiner
2010 J jnl
Using the Black-Derman-Toy interest rate model for portfolio optimization.
Eur. J. Oper. Res.
Alex Weissensteiner
2009 J jnl
A Q -Learning Approach to Derive Optimal Consumption and Investment Strategies.
IEEE Trans. Neural Networks
Alex Weissensteiner
2009 J jnl
A stochastic programming approach for multi-period portfolio optimization.
Comput. Manag. Sci.
Alois Geyer, Michael Hanke, Alex Weissensteiner