Concepedia

Dietmar Maringer

DM

16

Publications

801

Citations

14

H-Index

2003

Active since

Affiliations

University of Basel(Current)

University of Erfurt

University of Essex

Dietmar Maringer is an author at University of Basel specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementAsset PricingFinancial EngineeringPortfolio OptimizationEngineeringOperations ResearchPortfolio ManagementStatistics

Publications per year

2003–2022

16

Publications

16

Optimization of cardinality constrained portfolios with a hybrid local search algorithm

Dietmar Maringer, Hans Kellerer · OR Spectrum · 2003 · 172 citations

Mathematical Programming, Portfolio Optimization, Engineering +7

Global optimization of higher order moments in portfolio selection

Dietmar Maringer, Panos Parpas · Journal of Global Optimization · 2007 · 108 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +8

MOEA/D with NBI-style Tchebycheff approach for portfolio management

Qingfu Zhang, Hui Li, Dietmar Maringer et al. · 2010 · 106 citations

Mathematical Programming, Engineering, Nbi-style Tchebycheff Approach +19

Index tracking with constrained portfolios

Dietmar Maringer, Olufemi Oyewumi · Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management · 2007 · 94 citations

Portfolio Optimization, Engineering, Linear Optimization +14

Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels

Kai‐Tai Fang, Dietmar Maringer, Yu Tang et al. · Mathematics of Computation · 2005 · 47 citations · Full text

Engineering, Linear Optimization, Stochastic Optimization +13

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