Andrzej Palczewski

According to our database, Andrzej Palczewski authored at least 5 papers between 2009 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

Black-Litterman model for continuous distributions.

Andrzej Palczewski, Jan Palczewski

Eur. J. Oper. Res., 2019

2018

LP Algorithms for Portfolio Optimization: The PortfolioOptim Package.

Andrzej Palczewski

R J., 2018

2014

Theoretical and empirical estimates of mean-variance portfolio sensitivity.

Andrzej Palczewski, Jan Palczewski

Eur. J. Oper. Res., 2014

2011

Risk Minimizing Strategies for Tracking a Stochastic Target.

Andrzej Palczewski

Proceedings of the System Modeling and Optimization, 2011

2009

Modelling and Optimization of Fixed Income Investments.

Jacek Jakubowski, Andrzej Palczewski

ERCIM News, 2009