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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
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Die Bewertung von Kreditgarantien mittels Hyperoptionen
Fischer, Edwin O.; Keber, Christian; Maringer, Dietmar G. - In: OR-Spektrum : quantitative approaches in management 22 (2000) 4, pp. 461-489
Persistent link: https://www.econbiz.de/10001544150
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Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G. - 2003
Persistent link: https://www.econbiz.de/10001786452
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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
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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
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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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Detecting time-variation in corporate bond index returns : a smooth transition regression model
Chen, XiaoHua; Maringer, Dietmar G. - In: Journal of banking & finance 35 (2011) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10009244436
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Selecting pair-copulas with downside risk minimisation
Zhang, Jin; Maringer, Dietmar G. - In: International journal of financial markets and derivatives 2 (2011) 1/2, pp. 121-148
Persistent link: https://www.econbiz.de/10008933486