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Michael Hanke

Affiliations:
  • University of Liechtenstein, Institute for Financial Services, Liechtenstein
  • University of Innsbruck, Department of Banking and Finance, Austria (former)


According to our database1, Michael Hanke authored at least 6 papers between 2009 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2018
Comparing large-sample maximum Sharpe ratios and incremental variable testing.
[BibTeX]
[DOI]
Michael Hanke
,
Spiridon I. Penev
Eur. J. Oper. Res., 2018

2017
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness.
[BibTeX]
[DOI]
Michael Hanke
,
Spiridon I. Penev
,
Wolfgang K. Schief
,
Alex Weissensteiner
Eur. J. Oper. Res., 2017

2014
No-arbitrage bounds for financial scenarios.
[BibTeX]
[DOI]
Alois Geyer
,
Michael Hanke
,
Alex Weissensteiner
Eur. J. Oper. Res., 2014

2013
Scenario tree generation and multi-asset financial optimization problems.
[BibTeX]
[DOI]
Alois Geyer
,
Michael Hanke
,
Alex Weissensteiner
Oper. Res. Lett., 2013

2010
No-arbitrage conditions, scenario trees, and multi-asset financial optimization.
[BibTeX]
[DOI]
Alois Geyer
,
Michael Hanke
,
Alex Weissensteiner
Eur. J. Oper. Res., 2010

2009
A stochastic programming approach for multi-period portfolio optimization.
[BibTeX]
[DOI]
Alois Geyer
,
Michael Hanke
,
Alex Weissensteiner
Comput. Manag. Sci., 2009


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