@ARTICLE{Gilli2010h,
  author       = {Gilli, Manfred and Gro\ss{}e, Stefan and Schumann, Enrico},
  title        = {Calibrating the {N}elson--{S}iegel--{S}vensson Model},
  journal      = {COMISEF Working Paper Series No. 31},
  year         = 2010,
  note         = {available from \url{http://comisef.eu/?q=working_papers}}
}

@BOOK{Gilli2011b,
  title        = {Numerical Methods and Optimization in Finance},
  publisher    = {Elsevier/Academic Press},
  year         = 2011,
  author       = {Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico},
  url          = {http://enricoschumann.net/NMOF}
}

@BOOK{Gilli2019,
  title        = {Numerical Methods and Optimization in Finance},
  publisher    = {Elsevier/Academic Press},
  year         = 2019,
  author       = {Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico},
  edition      = {2nd},
  url          = {http://enricoschumann.net/NMOF}
}

@ARTICLE{Gilli2010i,
  author       = {Manfred Gilli and Enrico Schumann},
  title        = {{A Note on `Good Starting Values' in Numerical
                  Optimisation}},
  journal      = {COMISEF Working Paper Series No. 44},
  year         = 2010,
  note         = {available from \url{http://comisef.eu/?q=working_papers}}
}

@INCOLLECTION{GilliWinker2009,
  author       = {Manfred Gilli and Peter Winker},
  title        = {Heuristic optimization methods in econometrics},
  booktitle    = {Handbook of Computational Econometrics},
  publisher    = {Wiley},
  year         = 2009,
  editor       = {David A. Belsley and Erricos Kontoghiorghes}
}

@MANUAL{quadprog2007,
  title	       = {quadprog: Functions to Solve
                  Quadratic Programming Problems},
  author       = {Berwin A. Turlach and Andreas Weingessel},
  year	       = {2019},
  note	       = {R package version 1.5-7 (S original
                  by Berwin A. Turlach; R port by
                  Andreas Weingessel)},
  url	       = {https://CRAN.R-project.org/package=quadprog},
}

@BOOK{Venables2002,
  title        = {Modern Applied Statistics with {S}},
  publisher    = {Springer},
  year         = 2002,
  author       = {Venables, William N. and Ripley, Brian D.},
  edition      = {4th},
  url          = {http://www.stats.ox.ac.uk/pub/MASS4}
}

@BOOK{Winker2001,
  title        = {Optimization Heuristics in Econometrics:
                  Applications of {T}hreshold {A}ccepting},
  publisher    = {Wiley},
  year         = 2001,
  author       = {Peter Winker}
}

@article{sharpe1992,
  author       = {Sharpe, William F.},
  title	       = {Asset Allocation: Management Style
                  and Performance Measurement},
  year	       = 1992,
  journal      = {Journal of Portfolio Management},
  volume       = 18,
  number       = 2,
  pages	       = {7--19},
  url	       = {http://www.stanford.edu/\~wfsharpe/art/sa/sa.htm}
}
