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Optimal enough?
Gilli, Manfred; Schumann, Enrico - In: Journal of heuristics 17 (2011) 4, pp. 373-387
Persistent link: https://www.econbiz.de/10009266735
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Optimization in financial engineering : an essay on 'good' solutions and misplaced exactitude
Gilli, Manfred; Schumann, Enrico - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 117-122
Persistent link: https://www.econbiz.de/10008937099
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A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred; Ke͏̈llezi, Evis - In: Computational methods in decision-making, economics and …, (pp. 167-183). 2010
Persistent link: https://www.econbiz.de/10009153089
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The threshold accepting heuristic for index tracking
Gilli, Manfred; Ke͏̈llezi, Evis - In: Financial engineering, E-commerce and supply chain, (pp. 1-18). 2002
Persistent link: https://www.econbiz.de/10001746914
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Robust regression with optimisation heuristics
Gilli, Manfred; Schumann, Enrico - In: Natural computing in computational finance : volume 3 ; …, (pp. 9-30). 2010
Persistent link: https://www.econbiz.de/10009514548
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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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A data-driven optimization heuristic for downside risk minimization
Gilli, Manfred (contributor); Kellezi, Evis (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370505
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An efficient branch-and-bound strategy for subset vector autoregressive model selection
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred - In: Journal of economic dynamics & control 32 (2008) 6, pp. 1949-1963
Persistent link: https://www.econbiz.de/10003732828
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Using economic and financial information for stock selection
Roko, Ilir (contributor); Gilli, Manfred (contributor) - 2006
A major inconvenience of the traditional approach in portfolio choice, based upon historical information, is its inability to anticipate sudden changes of price tendencies. Introducing information about future behavior of the assets fundamentals may help to make more appropiate choices. However...
Persistent link: https://www.econbiz.de/10003394276