A stochastic programming approach for multi-period portfolio optimization. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Comput. Manag. Sci., 2009)

A Q -Learning Approach to Derive Optimal Consumption and Investment Strategies. - Alex Weissensteiner (IEEE Trans. Neural Networks, 2009)

No-arbitrage conditions, scenario trees, and multi-asset financial optimization. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Eur. J. Oper. Res., 2010)

Using the Black-Derman-Toy interest rate model for portfolio optimization. - Alex Weissensteiner (Eur. J. Oper. Res., 2010)

Financial planning for young households. - Anne Marie B. Pedersen; Alex Weissensteiner; Rolf Poulsen (Ann. Oper. Res., 2013)

Scenario tree generation and multi-asset financial optimization problems. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Oper. Res. Lett., 2013)

No-arbitrage bounds for financial scenarios. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Eur. J. Oper. Res., 2014)

Optimal annuity portfolio under inflation risk. - Agnieszka Karolina Konicz; David Pisinger; Alex Weissensteiner (Comput. Manag. Sci., 2015)

Feature selection for portfolio optimization. - Thomas Trier Bjerring; Omri Ross; Alex Weissensteiner (Ann. Oper. Res., 2017)

Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. - Michael Hanke; Spiridon I. Penev; Wolfgang K. Schief; Alex Weissensteiner (Eur. J. Oper. Res., 2017)

Portfolio selection under supply chain predictability. - Thomas Trier Bjerring; Kourosh Marjani Rasmussen; Alex Weissensteiner (Comput. Manag. Sci., 2018)

Asset allocation under predictability and parameter uncertainty using LASSO. - Andrea Rigamonti; Alex Weissensteiner (Comput. Manag. Sci., 2020)