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Metaheuristics for the index tracking problem
Tollo, Giacomo di; Maringer, Dietmar G. - In: Metaheuristics in the service industry, (pp. 127-154). 2009
Persistent link: https://www.econbiz.de/10003852274
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Index mutual fund replication
Zhang, Jin; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 109-130). 2010
Persistent link: https://www.econbiz.de/10009514541
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Statistical arbitrage with genetic programming
Saks, Philip; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 2 ; …, (pp. 9-29). 2009
Persistent link: https://www.econbiz.de/10009515161
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Constrained index tracking under loss aversion using differential evolution
Maringer, Dietmar G. - In: Natural computing in computational finance ; [the …, (pp. 7-24). 2008
Persistent link: https://www.econbiz.de/10009515177
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Risk preferences and loss aversion in portfolio optimization
Maringer, Dietmar G. - In: Computational methods in financial engineering : essays …, (pp. 27-45). 2008
Persistent link: https://www.econbiz.de/10003669427