Ostatnie publikacje:

A. Palczewski — Risk minimizing strategies for a portfolio of interest-rate securities, Banach Center Publications, 83 (2008), 195–212. (pdf).

A. Palczewski — Portfolio optimization - a practical approach, ECMI Newsletter No 44 (October 2008), 15–18 (pdf).

A. Palczewski — Risk Minimizing Strategies for Tracking a Stochastic Target. In: Hoemberg D., Troeltzsch F. (eds) System Modeling and Optimization. CSMO 2011. IFIP Advances in Information and Communication Technology, vol 391 (2013). Springer, Berlin, Heidelberg, pp. 188–196.

P. Kowalczyk, A. Palczewski, G. Russo, Z. Walenta — Numerical solutions of the Boltzmann equation: comparison of different algorithms, Eur. J. Mech.-B, 27 (2008), 62–74. (link)

J. Jakubowski, A. Palczewski — Modelling and optimization of fixed income investments, ERCIM News, 78 (July 2009), 23–24. (link).

A. Palczewski, J. Palczewski — Theoretical and empirical estimates of mean-variance portfolio sensitivity, Available at SSRN: (http://ssrn.com/abstract=1553073).

A. Palczewski, J. Palczewski — Theoretical and empirical estimates of mean-variance portfolio sensitivity, Eur. J. Oper. Res., 234 (2014), 402–410.

A. Palczewski, J. Palczewski — Black-Litterman model for continuous distributions, Available at SSRN: (http://ssrn.com/abstract=2744621).

A. Palczewski, J. Palczewski — Black-Litterman model for continuous distributions, Eur. J. Oper. Res., 273 (2019), 708–720.

A. Palczewski, J. Palczewski —Elliptical Black-Litterman portfolio optimization, Available at SSRN: (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2941483).

A. Palczewski —Fast LP algorithms for portfolio optimization, Available at SSRN: (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2951213).

A. Palczewski —LP Algorithms for Portfolio Optimization: The PortfolioOptim Package, R Journal., 10 (1) (2018), 308–327.

B. Grechuk, A. Palczewski, J. Palczewski —On the solution uniqueness in portfolio optimization and risk analysis, Available at arXiv: (https://arxiv.org/abs/1810.11299).


Pełna lista publikacji.





© Andrzej Palczewski