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Thomas Bjerring
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Feature selection for portfolio optimization
TT Bjerring, O Ross, A Weissensteiner
Annals of Operations Research 256 (1), 21-40, 2017
202017
Portfolio selection under supply chain predictability
TT Bjerring, KM Rasmussen, A Weissensteiner
Computational Management Science 15 (2), 139-159, 2018
12018
Portfolio Optimization of Commodity Futures with Seasonal Components and Higher Moments
T Bjerring, KM Rasmussen, A Weissensteiner
Available at SSRN 2869969, 2016
2016
Tactical Asset Allocation using Stochastic Programming
TT Bjerring
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Articles 1–4