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Michael Hanke 0003

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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

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2010 – 2019

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2018
[j6]
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Michael Hanke, Spiridon I. Penev:
Comparing large-sample maximum Sharpe ratios and incremental variable testing. Eur. J. Oper. Res. 265(2): 571-579 (2018)
2017
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Michael Hanke, Spiridon I. Penev, Wolfgang K. Schief, Alex Weissensteiner:
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. Eur. J. Oper. Res. 263(2): 510-523 (2017)
2014
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Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage bounds for financial scenarios. Eur. J. Oper. Res. 236(2): 657-663 (2014)
2013
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Alois Geyer, Michael Hanke, Alex Weissensteiner:
Scenario tree generation and multi-asset financial optimization problems. Oper. Res. Lett. 41(5): 494-498 (2013)
2010
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Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage conditions, scenario trees, and multi-asset financial optimization. Eur. J. Oper. Res. 206(3): 609-613 (2010)

2000 – 2009

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2009
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Alois Geyer, Michael Hanke, Alex Weissensteiner:
A stochastic programming approach for multi-period portfolio optimization. Comput. Manag. Sci. 6(2): 187-208 (2009)

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