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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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43
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40
Estimation theory
38
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vector autoregressive process
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impulse responses
15
Empirische Wirtschaftsforschung
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Maringer, Dietmar G.
14
Winker, Peter
9
Fastrich, Björn
5
Paterlini, Sandra
3
Gilli, Manfred
2
Schumann, Enrico
2
Zhang, Jin
2
Di Tollo, Giacomo
1
Fastrich, Bjoern
1
Kellerer, Hans
1
Kontoghiorghes, Erricos John
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Computational Management Science : CMS
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Discussion paper / Universität Erfurt, Staatswissenschaftliche Fakultät
2
Journal of business economics : JBE
2
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2
Advances in Computational Management Science
1
Advances in computational management science
1
Computational Economics
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Computational economics
1
International journal of financial markets and derivatives
1
Metaheuristics in the service industry
1
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
OR spectrum : quantitative approaches in management
1
Research notes / Deutsche Bank Research : working paper series
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The hidden risks of optimising bond portfolios under VaR
Winker, Peter
(
contributor
);
Maringer, Dietmar
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002243451
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Portfolio optimization und different risk constraints with modified memetic algorithms
Maringer, Dietmar G.
;
Winkler, Peter
-
2003
Persistent link: https://www.econbiz.de/10001757557
Saved in:
5
Optimization of cardinality constrained portfolios with a hybrid local search algorithm
Maringer, Dietmar G.
;
Kellerer, Hans
- In:
OR spectrum : quantitative approaches in management
25
(
2003
)
4
,
pp. 481-495
Persistent link: https://www.econbiz.de/10001813608
Saved in:
6
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
7
Portfolioselektion bei Transaktionskosten und Ganzzahligkeitsbeschränkungen
Maringer, Dietmar G.
- In:
Journal of business economics : JBE
72
(
2002
)
11
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10001752331
Saved in:
8
Wertpapierselektion mittels Ant Systems
Maringer, Dietmar G.
- In:
Journal of business economics : JBE
72
(
2002
)
12
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10001720922
Saved in:
9
Portfolio management with heuristic optimization
Maringer, Dietmar G.
-
2005
Persistent link: https://www.econbiz.de/10003099097
Saved in:
10
Numerical methods and optimization in finance
Gilli, Manfred
;
Maringer, Dietmar G.
;
Schumann, Enrico
-
2011
Persistent link: https://www.econbiz.de/10009300120
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