 | Up a level |
Gnägi, Mario; Strub, Oliver (2020). Tracking and outperforming large stock-market indices. Omega, 90(101999), p. 101999. Elsevier 10.1016/j.omega.2018.11.008
Strub, Oliver; Brandinu, Stefano; Lerch, Dennis Julian; Schaller, Jürgen; Trautmann, Norbert (2019). A Three-phase Approach to an Enhanced Index-tracking Problem with Real-life Constraints. The engineering economist, 64(3), pp. 227-253. Taylor & Francis 10.1080/0013791X.2019.1619887
Strub, Oliver; Trautmann, Norbert (2019). A two-stage approach to the UCITS-constrained index-tracking problem. Computers & operations research, 103, pp. 167-183. Elsevier 10.1016/j.cor.2018.10.002
Strub, Oliver; Baumann, Philipp (2018). Optimal construction and rebalancing of index-tracking portfolios. European journal of operational research, 264(1), pp. 370-387. Elsevier 10.1016/j.ejor.2017.06.055
Strub, Oliver (23 October 2019). A matheuristic to build linear regression models for binary classification (Unpublished). In: INFORMS Annual Meeting. Seattle, WA. 20.-23. October 2019.
Bigler, Tamara; Strub, Oliver (17 December 2018). A Local-branching heuristic for the best subset selection problem in linear regression. In: IEEM 2018: IEEE International Conference on Industrial Engineering and Engineering Management. Bangkok. 16.-19.12.2018.
Strub, Oliver (17 December 2018). A Local-branching heuristic for the best subset selection problem in linear regression (Unpublished). In: IEEM International Conference on Industrial Engineering and Engineering Management 2018. Bangkok. 16.-19.12. 2018.
Strub, Oliver (4 May 2018). A Matheuristic for the Best Subset Selection Problem in Linear Regression (Unpublished). In: 29th Annual POMS Conference. Houston. 04.-07.05.2018.
Strub, Oliver (10 December 2017). A new MILP formulation for rebalancing enhanced index-tracking portfolios. In: Proceedings of the 2017 IEEE International Conference on Industrial Engineering and Engineering Management. Singapore. 10.-13.12.2017. 10.1109/IEEM.2017.8290040
Strub, Oliver (22 October 2017). A hybrid approach to the 1/n portfolio tracking problem (Unpublished). In: INFORMS Annual Meeting. Houston/Texas. 22.-25.10.2017.
Strub, Oliver (29 June 2017). A genetic algorithm to construct index-tracking portfolios subject to the UCITS III concentration rule (Unpublished). In: 15th Swiss Operations Research Days. Fribourg. 29.-30.06.2017.
Strub, Oliver (7 June 2017). A genetic algorithm for the UCITS-constrained index-tracking problem (Unpublished). In: IEEE Congress on Evolutionary Computation. San Sebastián. 05.-08.06.2017.
Strub, Oliver; Trautmann, Norbert (7 June 2017). A genetic algorithm for the UCITS-constrained index-tracking problem. In: Proceedings of the 2017 IEEE Congress on Evolutionary Computation. San Sebastián, Spain. 5.-8.6.2017. 10.1109/CEC.2017.7969394
Strub, Oliver (December 2016). An application of Microsoft Excel’s evolutionary solver based on a novel chromosome encoding scheme to the 1/N portfolio tracking problem (Unpublished). In: IEEE International Conference on Industrial Engineering and Engineering Management. Bali. 4.12.-7.12.2016.
Strub, Oliver (November 2016). Optimal construction and rebalancing of index-tracking portfolios. In: INFORMS Annual Meeting. Nashville. 13.-16.11.2016.
Strub, Oliver (3 July 2016). A hybrid approach combining iterated greedy heuristics and quadratic programming to track the 1/N portfolio (Unpublished). In: 28th European Conference on Operational Research. Poznan. 03.-06.07.2016.
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.
Strub, Oliver; Trautmann, Norbert (2016). An application of Microsoft Excel's evolutionary solver based on a novel chromosome encoding scheme to the 1/N portfolio tracking problem. In: 2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM) (pp. 745-749). IEEE 10.1109/IEEM.2016.7797975
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.
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.
Strub, Oliver (2018). Optimization of Index-Based Portfolios. (Dissertation, Universität Bern, Wirtschafts- und Sozialwissenschaftliche Fakultät)
