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Joerg Kalcsics
DR
Reader
,
School of Mathematics
https://orcid.org/0000-0002-5013-3448
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Research output
(38)
Projects
(2)
Similar Profiles
(10)
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Research output
35
Article
2
Conference contribution
1
Working paper
Research output per year
Research output per year
1 results
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(descending)
Publication Year, Title
(ascending)
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Working paper
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2019
Portfolio diversification based on ratios of risk measures
Barkhagen, M.
,
Fleming, B.
,
Quiles, S. G.
,
Gondzio, J.
,
Kalcsics, J.
,
Kroeske, J.
,
Sabanis, S.
&
Staal, A.
,
3 Jun 2019
,
ArXiv
.
Research output
:
Working paper
File
Portfolio Diversification
100%
Global Optimization
66%
Portfolio Return
66%
Mathematical Optimization
66%
Allocation Strategy
33%