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Mittnik, Stefan; Paterlini, Sandra; Yener, Tina (2013): Operational risk dependencies and the determination of risk capital. In: Journal of Operational Risk, Vol. 8, No. 4: pp. 83-104
Krink, Thiemo; Mittnik, Stefan; Paterlini, Sandra (2009): Differential evolution and combinatorial search for constrained index tracking. In: Annals of Operations Research, Vol. 172: pp. 153-176