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Publications by ANDRÁS URBÁN

Kernel-Based Semi-Log-Optimal Empirical Portfolio Selection Strategies

International Journal of Theoretical and Applied Finance

English

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Regularized Index-Tracking Optimal Portfolio Selection

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Quantitative Stock Selection Strategies Based on Kernel Principal Component Analysis

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The Optimal Portfolio Selection Model Underg-Expectation

Abstract and Applied Analysis

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Selection of an Optimal Loan and Deposit Portfolio Based on the Bank’s Parametric Model

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Optimal Kernel-Based Dynamic Mode Decomposition

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Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

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Optimal Portfolio Selection of GenCo Under Congestion Risk in Multimarket Environment

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