Narrow search
Showing 1 - 4 of 4
Cover Image
Portfolio optimization und different risk constraints with modified memetic algorithms
Maringer, Dietmar G.; Winkler, Peter - 2003
Persistent link: https://www.econbiz.de/10001757557
Cover Image
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G. - 2003
Persistent link: https://www.econbiz.de/10001786452
Cover Image
The hidden risk of optimizing bond portfolios under VaR
Winker, Peter; Maringer, Dietmar G. - In: Journal of risk 9 (2006/07) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10003648357
Cover Image
The hidden risks of optimising bond portfolios under VaR
Winker, Peter (contributor); Maringer, Dietmar (contributor) - 2004
Persistent link: https://www.econbiz.de/10002243451