Dietmar G. Maringer

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

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Known relations from the MaRDI Knowledge Graph

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