Vasileios E. Kontosakos

According to our database, Vasileios E. Kontosakos authored at least 3 papers between 2020 and 2024.

Collaborative distances:

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

2024

Long-term dynamic asset allocation under asymmetric risk preferences.

Vasileios E. Kontosakos, Soosung Hwang, Vasileios Bill Kallinterakis, Athanasios A. Pantelous

Eur. J. Oper. Res., January, 2024

2021

Pricing discretely-monitored double barrier options with small probabilities of execution.

Vasileios E. Kontosakos, Keegan Mendonca, Athanasios A. Pantelous, Konstantin Zuev

Eur. J. Oper. Res., 2021

2020

Fast Quadratic Programming for Mean-Variance Portfolio Optimisation.

Vasileios E. Kontosakos

Oper. Res. Forum, 2020