Erindi Allaj

Orcid: 0000-0002-1112-4418

According to our database¹, Erindi Allaj authored at least 4 papers between 2020 and 2026.

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Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

A four-objective mean-variance-CVaR-ESG model for portfolio selection problem.

[DOI]

J. Comput. Appl. Math., 2026

2021

Measuring variability and association for categorical data.

[DOI]

Fuzzy Sets Syst., 2021

On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?

[DOI]

Commun. Stat. Simul. Comput., 2021

2020

The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation.

[DOI]

Comput. Manag. Sci., 2020