Concepedia

Philipp J. Kremer

PJ

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Publications

3

Citations

105

H-Index

3

Active since

2017

Affiliations

EBS University of Business and Law(Current)

University of Wrocław

University of Trento

Lund University

Philipp J. Kremer is an author at EBS University of Business and Law specializing in portfolio optimization, portfolio management, and management.

ORCID

Top concepts

Publications per year

2017–2021

3

Publications

3

Sparse portfolio selection via the sorted ℓ1-Norm

Philipp J. Kremer, Sangkyun Lee, Małgorzata Bogdan et al. · Journal of Banking & Finance · 2019 · 64 citations · Full text

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Risk minimization in multi-factor portfolios: What is the best strategy?

Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini · Annals of Operations Research · 2017 · 24 citations · Full text

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Sparse index clones via the sorted ℓ<sub>1</sub>-Norm

Philipp J. Kremer, Damian Brzyski, Małgorzata Bogdan et al. · Quantitative Finance · 2021 · 17 citations · Full text

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