Details about Marianna Lyra

Access statistics for papers by Marianna Lyra.

Last updated 2011-05-09. Update your information in the RePEc Author Service.

Short-id: ply28

Working Papers

2010

1. Heuristic Strategies in Finance – An Overview
   Working Papers, COMISEF View citations (1)
2. Threshold Accepting for Credit Risk Assessment and Validation
   Working Papers, COMISEF View citations (1)

2008

3. Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models
   Working Papers, COMISEF View citations (3)
   See also Journal Article Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model, Computational Management Science, Springer (2011) View citations (9) (2011)
4. Optimization Heuristics for Determining Internal Rating Grading Scales
   Working Papers, COMISEF
   Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2008) View citations (24)
   See also Journal Article Optimization heuristics for determining internal rating grading scales, Computational Statistics & Data Analysis, Elsevier (2010) View citations (14) (2010)

Journal Articles

2011

1. Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
   Computational Management Science, 2011, 8, (1), 103-123 View citations (9)
   See also Working Paper Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models, Working Papers (2008) View citations (3) (2008)

2010

2. Optimization heuristics for determining internal rating grading scales
   Computational Statistics & Data Analysis, 2010, 54, (11), 2693-2706 View citations (14)
   See also Working Paper Optimization Heuristics for Determining Internal Rating Grading Scales, Working Papers (2008) (2008)