Concepedia

Björn Fastrich

BF

3

Publications

196

Citations

3

H-Index

2010

Active since

Affiliations

Centre for European Economic Research(Current)

Justus-Liebig-Universität Gießen

Giessen School of Theology

Björn Fastrich is an author at Centre for European Economic Research specializing in portfolio optimization, portfolio selection, and management.

Top concepts

Publications per year

2010–2014

3

Publications

3

Constructing optimal sparse portfolios using regularization methods

Björn Fastrich, Sandra Paterlini, Peter Winker · Computational Management Science · 2014 · 107 citations · Full text

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Cardinality versus<i>q</i>-norm constraints for index tracking

Björn Fastrich, Sandra Paterlini, Peter Winker · Quantitative Finance · 2012 · 67 citations · Full text

Robust portfolio optimization with a hybrid heuristic algorithm

Björn Fastrich, Peter Winker · Computational Management Science · 2010 · 22 citations

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