Papers

  1. Feature selection for portfolio optimization. Bjerring, Thomas Trier, Omri Ross, and Alex Weissensteiner. Annals of Operations Research 256.1 (2017): 21-40. SSRN
  2. Portfolio selection under supply chain predictability. Bjerring, Thomas Trier, Kourosh Marjani Rasmussen, and Alex Weissensteiner. Computational Management Science 15.2 (2018): 139-159. SSRN
  3. Portfolio Optimization of Commodity Futures with Seasonal Components and Higher Moments. Working Paper SSRN

Ph.D Thesis

Link

Ph.D Defence

YouTube