Sfoglia per Autore
Cardinality versus q-Norm Constraints for Index Tracking
2011 Fastrich, B.; Paterlini, S.; Winker, P.
Operational–risk dependencies and the determination of risk capital
2011 Mittnik, S.; Paterlini, S.; Yener, T.
Cardinality versus q-Norm Constraints for Index Tracking
2011 Fastrich, B.; Paterlini, S.; Winker, P.
Multiobjective Optimization using Differential Evolution for Real-World Portfolio Optimization
2011 T., Krink; Paterlini, Sandra
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
2012 Scozzari, A.; Tardella, F.; Paterlini, S.; Krink, T.
Adaptive Minimax Estimation over Sparse l q - Hulls
2012 Paterlini, S.
Adaptive Minimax Estimation over Sparse lq-Hulls
2012 Wang, Z.; Paterlini, S.; Gao, F.; Yang, Y.
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints.
2012 A., Scozzari; F., Tardella; Paterlini, Sandra; T., Krink
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
2012 Scozzari, A.; Tardella, F.; Paterlini, S.; Krink, T.
Book Review
2012 Paterlini, Sandra
Constructing Optimal Sparse Portfolios Using Regularization Methods
2012 B., Fastrich; Paterlini, Sandra; P., Winker
Editorial : The 3rd Special Issue on Optimization Heuristics in Estimation
2012 D., Maringer; Paterlini, Sandra; P., Winker
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
2013 A., Scozzari; F., Tardella; Paterlini, Sandra; T., Krink
Operational-Risk Dependencies and the Determination of Risk Capital
2013 S., Mittnik; Paterlini, Sandra; T., Yener
Modeling dependence of operational loss frequencies
2013 E., Brechmann; C., Czado; Paterlini, Sandra
Penalized Least Squares for Optimal Sparse Portfolio Selection
2014 Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter
A Generalized Description Length Approach for Sparse and Robust Index Tracking
2014 Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
2014 E., Brechmann; C., Czado; Paterlini, Sandra
Cardinality versus q-Norm Constraints for Index Tracking,
2014 B., Fastrich; Paterlini, Sandra; P., Winker
Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
2014 Z., Wang; Paterlini, Sandra; F., Gao; Y., Yang
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