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Publications by Marius Ascheberg

When Do Jumps Matter for Portfolio Optimization?

Quantitative Finance
EconomicsEconometricsFinance
2016English

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Portfolio-Optimization Models for Small Investors

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2012English

Optimal Consumption and Portfolio for an Insider in a Market With Jumps

Communications on Stochastic Analysis
StatisticsProbability
2009English

Portfolio Optimization With Metaheuristics

Finance and Market
2017English

Portfolio Optimization Retail Investor

Proceedings of the Voronezh State University of Engineering Technologies
2016English

Large-Scale Portfolio Optimization

Management Science
Management ScienceManagementOperations ResearchStrategy
1984English

LP Algorithms for Portfolio Optimization: The PortfolioOptim Package

R Journal
UncertaintyNumerical AnalysisStatisticsProbability
2018English

Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2009English

Integration of Genetic Algorithm and Particle Swarm Optimization for Investment Portfolio Optimization

Applied Mathematics and Information Sciences
Numerical AnalysisApplied MathematicsAnalysisComputer Science ApplicationsMathematicsComputational Theory
2013English

When Do Price Thresholds Matter in Retail Categories?

Marketing Science
MarketingEconomicsInternational ManagementBusinessEconometrics
2007English

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