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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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105
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90
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79
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44
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39
Estimation
38
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vector autoregressive process
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impulse responses
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Empirische Wirtschaftsforschung
14
Agentenbasierte Modellierung
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Finanzmarkt
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English
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Maringer, Dietmar G.
15
Winker, Peter
8
Fastrich, Björn
4
Zhang, Jin
3
Gilli, Manfred
2
Paterlini, Sandra
2
Schumann, Enrico
2
Fastrich, Bjoern
1
Kellerer, Hans
1
Kontoghiorghes, Erricos J.
1
Maringer, Dietmar
1
Rustem, Berç
1
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Computational Management Science : CMS
2
Computational economics
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
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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
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Portfolio management with heuristic optimization
Maringer, Dietmar G.
-
2005
Persistent link: https://www.econbiz.de/10003099097
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
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
10
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:
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