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A. Dannenberg

1 paper hereh-index 3113 citations5 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PM1
same name
  • A. Dannenberg — 1 paper, h 95

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedPortfolio Optimization Under Uncertainty

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PM2009★ 1 cited

Portfolio Optimization Under Uncertainty

Alex Dannenberg

Classical mean-variance portfolio theory tells us how to construct a portfolio of assets which has the greatest expected return for a given level of return volatility. Utility theo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.