Strub, Oliver

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2016

Strub, Oliver (November 2016). Optimal construction and rebalancing of index-tracking portfolios. In: INFORMS Annual Meeting. Nashville. 13.-16.11.2016.

Strub, Oliver (February 2016). An iterated greedy heuristic for the 1/N portfolio tracking problem (Unpublished). In: 5th International Conference on Operations Research and Enterprise Systems. Rome. 23.-25.02.2016.

Strub, Oliver; Trautmann, Norbert (February 2016). An iterated greedy heuristic for the 1/N portfolio tracking problem. In: Proceedings of the 5th International Conference on Operations Research and Enterprise Systems. Rome. 23.-25.02.2016.

2015

Strub, Oliver; Baumann, Philipp (December 2015). Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming. Proceedings of the 2015 IEEE International Conference on Industrial Engineering and Engineering Management, pp. 1208-1212. Singapore: IEEE 10.1109/IEEM.2015.7385839

Strub, Oliver (December 2015). Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming (Unpublished). In: IEEE International Conference on Industrial Engineering and Engineering Management. Singapore. 06.-09.12.2015.

Strub, Oliver (September 2015). Tracking the 1/N Portfolio (Unpublished). In: International Conference on Operations Research. Vienna. 01.-04.09.2015.

Strub, Oliver (May 2015). Index tracking using unsupervised learning and mixed-binary convex programming (Unpublished). In: 12th International Conference on Computational Management Science. Prague. 27.-29.05.2015.

2014

Strub, Oliver (November 2014). Construction of Index-Tracking Portfolios using Data Mining and Linear Programming (Unpublished). In: INFORMS Annual Meeting. San Francisco. 09.-12.11.2014.

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