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On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua; Lai, Yun-Ju - In: Research in international business and finance 33 (2015), pp. 268-286
Persistent link: https://www.econbiz.de/10011325865
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The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos; Ap Gwilym, Owain; Chen, XiaoHua - In: The European journal of finance 22 (2016) 10/12, pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
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Asymmetric post-announcement drift to good and bad news : evidence from voluntary trading disclosures in the Chinese stock market
Chen, XiaoHua; Solomon, Edna Maeyen; Verousis, Thanos - In: International journal of the economics of business 23 (2016) 2, pp. 183-198
Persistent link: https://www.econbiz.de/10011635748
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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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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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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
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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
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The threshold accepting optimisation alogrithm in economics and statistics
Winker, Peter; Maringer, Dietmar G. - In: Optimisation, econometric and financial analysis, (pp. 107-125). 2007
Persistent link: https://www.econbiz.de/10003544744
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Autonomously interacting banks
Lengwiler, Yvan; Maringer, Dietmar G. - 2011
The great financial turmoil that started 2007 has brought bank regulation back into the political debate. There is talk about imposing new regulations on banks and other financial intermediaries. Yet, we are not convinced that it is completely understood how the existing regulation affects...
Persistent link: https://www.econbiz.de/10009305791
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Regime-switching recurrent reinforcement learning in automated trading
Maringer, Dietmar G.; Ramtohul, Tikesh - In: Natural computing in computational finance : volume 4, (pp. 93-121). 2011
Persistent link: https://www.econbiz.de/10009423549