Alex Weissensteiner

According to our database, Alex Weissensteiner authored at least 12 papers between 2009 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Asset allocation under predictability and parameter uncertainty using LASSO.

Andrea Rigamonti, Alex Weissensteiner

Comput. Manag. Sci., 2020

2018

Portfolio selection under supply chain predictability.

Thomas Trier Bjerring, Kourosh Marjani Rasmussen, Alex Weissensteiner

Comput. Manag. Sci., 2018

2017

Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness.

Michael Hanke, Spiridon I. Penev, Wolfgang K. Schief, Alex Weissensteiner

Eur. J. Oper. Res., 2017

Feature selection for portfolio optimization.

Thomas Trier Bjerring, Omri Ross, Alex Weissensteiner

Ann. Oper. Res., 2017

2015

Optimal annuity portfolio under inflation risk.

Agnieszka Karolina Konicz, David Pisinger, Alex Weissensteiner

Comput. Manag. Sci., 2015

2014

No-arbitrage bounds for financial scenarios.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Eur. J. Oper. Res., 2014

2013

Scenario tree generation and multi-asset financial optimization problems.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Oper. Res. Lett., 2013

Financial planning for young households.

Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen

Ann. Oper. Res., 2013

2010

Using the Black-Derman-Toy interest rate model for portfolio optimization.

Alex Weissensteiner

Eur. J. Oper. Res., 2010

No-arbitrage conditions, scenario trees, and multi-asset financial optimization.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Eur. J. Oper. Res., 2010

2009

A Q -Learning Approach to Derive Optimal Consumption and Investment Strategies.

Alex Weissensteiner

IEEE Trans. Neural Networks, 2009

A stochastic programming approach for multi-period portfolio optimization.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Comput. Manag. Sci., 2009