Philipp J. Kremer

According to our database, Philipp J. Kremer authored at least 2 papers between 2018 and 2025.

Collaborative distances:

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

2025

Sparse graphical modelling for global minimum variance portfolio.

Riccardo Riccobello, Giovanni Bonaccolto, Philipp J. Kremer, Piotr Sobczyk, Malgorzata Bogdan, Sandra Paterlini

Comput. Manag. Sci., December, 2025

2018

Risk minimization in multi-factor portfolios: What is the best strategy?

Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini

Ann. Oper. Res., 2018