Access Statistics for Manfred Gilli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 120 1 2 4 375
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 0 3 9 287
A Heuristic Approach to Portfolio Optimization 0 0 0 237 1 1 2 630
A Heuristic Technique for Model Selection Problems 0 0 0 0 1 1 1 306
A note on ‘good starting values’ in numerical optimisation 0 0 1 47 0 3 4 100
A review of heuristic optimization methods in econometrics 0 1 1 175 3 4 7 630
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 1 1 1 522
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 2 4 299
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 1 3 511
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 1 1 3 147
Calibrating Option Pricing Models with Heuristics 0 0 4 92 1 3 10 220
Calibrating the Nelson–Siegel–Svensson model 2 5 11 357 6 11 29 1,060
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 0 1 5 419
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 1 4 211
Extreme Value Theory for Tail-Related Risk Measures 1 2 3 259 2 6 11 594
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 535 3 4 5 830
Heuristic Optimisation in Financial Modelling 0 0 0 127 1 2 5 357
Implementing Binomial Trees 0 1 1 176 0 2 2 504
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 3 453
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 0 228
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 2 364
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 129 1 2 4 328
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 1 2 2 257
Numerical Methods in Multivariate Option Pricing 0 0 0 0 0 1 4 1,331
Optimal enough? 0 0 0 22 0 0 0 89
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 0 0 0 253
Pricing and hedging options in incomplete markets 0 0 0 0 1 1 1 216
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 1 1 130
Review of Heuristic Optimization Methods in Econometrics 0 0 0 92 4 7 12 288
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 34 1 2 4 64
Robust regression with optimisation heuristics 0 0 0 54 1 2 2 148
Threshold Accepting for Index Tracking 0 0 0 0 0 1 2 1,326
Using Economic and Financial Information for Stock Selection 0 0 1 81 1 3 4 235
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 2 3 323
Total Working Papers 3 9 27 3,217 35 75 153 14,035
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems 0 0 0 32 0 2 3 114
A Program for Causal and Qualitative Analysis of Economic 0 1 1 32 0 1 1 177
A global optimization heuristic for estimating agent based models 0 0 3 214 3 6 15 487
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 3 212 0 0 8 647
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 0 2 225
An objective function for simulation based inference on exchange rate data 0 0 1 40 0 1 4 136
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 2 3 211
Causal Ordering and Beyond 0 0 0 44 0 2 3 221
Climate Change Impacts on Hydropower Management 0 0 0 8 2 3 3 46
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 0 0 307
Heuristic optimisation in financial modelling 0 0 0 4 2 4 4 31
How to Strip a Model to Its Essential Elements 0 0 0 0 0 1 2 490
Krylov methods for solving models with forward-looking variables 0 0 1 27 1 2 6 109
Matchings, covers, and Jacobian matrices 0 0 0 13 0 0 1 82
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 0 0 4 188
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 0 0 173
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 0 1 356
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 2 3 4 288
Pour une approche structurale en économie 0 1 1 3 1 2 3 43
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 0 0 71
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 0 1 1 210
Sparse direct methods for model simulation 0 0 0 27 1 1 3 135
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 2 36 1 2 8 139
Using economic and financial information for stock selection 0 0 1 42 0 0 3 145
Total Journal Articles 0 2 14 1,036 13 33 82 5,031

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Numerical Methods and Optimization in Finance 0 1 6 229 4 6 14 605
Total Books 0 1 6 229 4 6 14 605

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Statistics updated 2025-12-06