Access Statistics for Enrico Schumann

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 note on ‘good starting values’ in numerical optimisation 0 1 1 47 0 1 6 97
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 1 1 296
Calibrating Option Pricing Models with Heuristics 0 1 1 89 2 3 8 213
Calibrating the Nelson–Siegel–Svensson model 0 0 6 346 0 6 27 1,037
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 110 0 1 4 415
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 2 3 209
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 0 3 352
Implementing Binomial Trees 0 0 0 175 0 0 2 502
Optimal enough? 0 0 0 22 0 0 0 89
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 0 3 129
Risk-Reward Ratio Optimisation (Revisited) 0 1 2 33 0 1 2 61
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Total Working Papers 0 3 11 1,236 3 15 59 3,546


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Constructing 130/30-portfolios with the Omega ratio 0 0 0 4 0 1 1 11
Heuristic optimisation in financial modelling 0 0 0 4 0 0 1 27
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 2 356
Total Journal Articles 0 0 0 8 1 2 4 394


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 2 10 225 0 4 29 595
Total Books 0 2 10 225 0 4 29 595


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heuristics for Portfolio Selection 0 0 0 0 0 0 1 8
Total Chapters 0 0 0 0 0 0 1 8


Statistics updated 2025-03-03