Paper accepted for presentation

Congratulations to our student Yuan Chen and his co-authors Bo Peng, Immanuel Bomze, and Nikolaus Hautsch! Their paper, „Cardinality Constraints Meet Large-scale Portfolio“ has been accepted for presentation at the 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics) in London, from December 14-16, 2024.

Paper: „Cardinality Constraints Meet Large-scale Portfolio“

Authors: Yuan Chen (VGSF), Bo Peng (University of Vienna), Immanuel Bomze (University of Vienna) and Nikolaus Hautsch (University of Vienna, VGSF)