Enrico Schumann
Names
| first: | Enrico |
| last: | Schumann |
Identifer
| RePEc Short-ID: | psc376 |
Contact
| homepage: | http://enricoschumann.net |
Affiliations
-
Université de Genève
/ Département d'économétrie
- EDIRC entry
- location:
Research profile
author of:
- Distributed Optimisation of a Portfolio's Omega (RePEc:chf:rpseri:rp0817)
by Manfred Gilli & Enrico Schumann - Constructing Long/Short Portfolios with the Omega ratio (RePEc:chf:rpseri:rp0834)
by Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ - An Empirical Analysis of Alternative Portfolio Selection Criteria (RePEc:chf:rpseri:rp0906)
by Manfred GILLI & Enrico SCHUMANN - Replicating Hedge Fund Indices with Optimization Heuristics (RePEc:chf:rpseri:rp1022)
by Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA - Risk-Reward Ratio Optimisation (Revisited) (RePEc:chf:rpseri:rp1755)
by Manfred Gilli & Enrico Schumann - Heuristic Optimisation in Financial Modelling (RePEc:com:wpaper:007)
by Manfred Gilli & Enrico Schumann - Implementing Binomial Trees (RePEc:com:wpaper:008)
by Manfred Gilli & Enrico Schumann - Optimal enough? (RePEc:com:wpaper:010)
by Manfred Gilli & Enrico Schumann - Robust regression with optimisation heuristics (RePEc:com:wpaper:011)
by Manfred Gilli & Enrico Schumann - Calibrating Option Pricing Models with Heuristics (RePEc:com:wpaper:030)
by Manfred Gilli & Enrico Schumann - Calibrating the Nelson–Siegel–Svensson model (RePEc:com:wpaper:031)
by Manfred Gilli & Stefan Große & Enrico Schumann - A note on ‘good starting values’ in numerical optimisation (RePEc:com:wpaper:044)
by Manfred Gilli & Enrico Schumann - Numerical Methods and Optimization in Finance (RePEc:eee:monogr:9780123756626)
by Gilli, Manfred & Maringer, Dietmar & Schumann, Enrico - Constructing 130/30-portfolios with the Omega ratio (RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2010.25)
by Manfred Gilli & Enrico Schumann & Giacomo di Tollo & Gerda Cabej - Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude (RePEc:ris:jofitr:1416)
by Gilli, Manfred & Schumann, Enrico - Heuristic optimisation in financial modelling (RePEc:spr:annopr:v:193:y:2012:i:1:p:129-158:10.1007/s10479-011-0862-y)
by Manfred Gilli & Enrico Schumann - Heuristics for Portfolio Selection (RePEc:spr:isochp:978-3-319-41613-7_10)
by Manfred Gilli & Enrico Schumann