Person:957014

Available identifiers

zbMath Open maringer.dietmar-gMaRDI QIDQ957014

List of research outcomes

Publication	Date of Publication	Type
Constructing banking networks under decreasing costs of link formation	2022-04-20	Paper
The convergence of optimization based GARCH estimators: theory and application	2020-07-15	Paper
Numerical Methods and Optimization in Finance	2019-03-15	Paper
Low-latency liquidity inefficiency strategies	2018-11-19	Paper
Regime-switching recurrent reinforcement learning for investment decision making	2013-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q3087164	2011-08-02	Paper
Index Mutual Fund Replication	2010-11-08	Paper
Evolutionary Money Management	2010-11-08	Paper
Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem	2010-07-02	Paper
The convergence of estimators based on heuristics: theory and application to a GARCH model	2010-04-22	Paper
Global optimization of higher order moments in portfolio selection	2009-07-13	Paper
Statistical Arbitrage with Genetic Programming	2009-05-14	Paper
Finding the relevant risk factors for asset pricing	2008-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3524407	2008-09-09	Paper
Constrained Index Tracking under Loss Aversion Using Differential Evolution	2008-08-26	Paper
Distribution assumptions and risk constraints in portfolio optimization	2008-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q5297405	2007-07-18	Paper
Optimal Lag Structure Selection in VEC-Models	2007-06-19	Paper
Portfolio management with heuristic optimization.	2006-11-28	Paper
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels	2006-03-27	Paper
Optimization of cardinality constrained portfolios with a hybrid local search algorithm	2003-11-09	Paper
The valuation of credit guarantees by compound options	2001-02-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Dietmar G. Maringer