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2022
Mark Sparse index clones via the sorted ℓ₁-Norm
Kremer, Philipp J. ; Brzyski, Damian ; Bogdan, Małgorzata ^LU and Paterlini, Sandra (2022) In Quantitative Finance 22(2). p.349-366
- Contribution to journal › Article
2018
Mark Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter ; Madsen, Henrik and Lindström, Erik ^LU (2018) In Quantitative Finance 18(1). p.83-95
- Contribution to journal › Article
2017
Mark Calibrating a market model with stochastic volatility to commodity and interest rate risk
Karlsson, Patrik ^LU ; Pilz, Kay and Schlögl, Erik (2017) In Quantitative Finance 17(6). p.907-925
- Contribution to journal › Article

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