Concepedia

Oliver Strub

OS

Statistics

Publications

3

Citations

112

H-Index

3

Active since

2017

Affiliations

University of Bern(Current)

Oliver Strub is an author at University of Bern specializing in finance, operations research, and engineering.

Top concepts

FinanceEngineeringOperations ResearchManagementApproximation TheoryPortfolio ManagementDiscrete OptimizationFinancial EngineeringPortfolio OptimizationQuantitative Management

Publications per year

2017–2018

3

Publications

3

Optimal construction and rebalancing of index-tracking portfolios

Oliver Strub, Philipp Baumann · European Journal of Operational Research · 2017 · 74 citations

Mathematical Programming, Portfolio Optimization, Optimal Construction +9

Tracking and outperforming large stock-market indices

Mario Gnägi, Oliver Strub · Omega · 2018 · 26 citations · Full text

Market Trend, Large Stock-market Indices, Stock Market Prediction +2

A two-stage approach to the UCITS-constrained index-tracking problem

Oliver Strub · Computers & Operations Research · 2018 · 12 citations

Ucits-constrained Index-tracking Problem, Engineering, Optimization Problem +3

1–3 of 3