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Optimization of cardinality constrained portfolios with a hybrid local search algorithm
Maringer, Dietmar
;
Kellerer, Hans
- In:
OR spectrum : quantitative approaches in management
25
(
2003
)
4
,
pp. 481-496
Persistent link: https://www.econbiz.de/10006821034
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2
Anfang gut, alles gut? : Eine empirische Untersuchung über den Fünftageindikator zur Frühprognose auf Aktienmärkten
Fischer, Edwin
;
Keber, Christian
;
Maringer, Dietmar
- In:
Finanzmarkt und Portfolio-Management
16
(
2002
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10006085145
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3
Index tracking with constrained portfolios
Maringer, Dietmar
;
Oyewumi, Olufemi
- In:
International journal of intelligent systems in …
15
(
2007
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10007758012
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4
Global optimization of higher order moments in portfolio selection
Maringer, Dietmar
;
Parpas, Panos
- In:
Journal of global optimization : an international …
43
(
2009
)
2
,
pp. 219-230
Persistent link: https://www.econbiz.de/10008172034
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5
Selecting pair-copulas with downside risk minimisation
Zhang, Jin
;
Maringer, Dietmar
- In:
International journal of financial markets and derivatives
2
(
2011
)
1/2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10009956335
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6
Measuring the Fiscal Revenue Loss of VAT Exemption in Commercial Banking
Genser, Bernd
;
Winker, Peter
- In:
FinanzArchiv : public finance analysis
54
(
1997
)
4
,
pp. 563-585
Persistent link: https://www.econbiz.de/10006734524
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7
Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
Meyer, Mark
;
Winker, Peter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
89
(
2005
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10006545787
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8
BOOK REVIEWS - Optimization Heuristics in Econometrics: Applications of Threshold Accepting
Lev, Benjamin
;
Winker, Peter
- In:
Interfaces : the INFORMS journal on the practice of …
33
(
2003
)
2
,
pp. 77-82
Persistent link: https://www.econbiz.de/10006256384
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9
Modeling spillovers and feedback of international trade in a disequilibrium framework
Beck, Martin
;
Winker, Peter
- In:
Economic modelling
21
(
2004
)
3
,
pp. 445-470
Persistent link: https://www.econbiz.de/10006247883
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10
Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994
Franz, Wolfgang
;
Göggelmann, Klaus
;
Schellhorn, Martin
; …
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
2
,
pp. 247-260
Persistent link: https://www.econbiz.de/10006288269
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