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 0 0 47 0 1 9 106
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 3 4 8 305
Calibrating Option Pricing Models with Heuristics 1 1 1 93 2 4 18 234
Calibrating the Nelson–Siegel–Svensson model 0 1 9 359 2 13 39 1,081
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 1 5 24 440
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 1 7 216
Heuristic Optimisation in Financial Modelling 0 2 2 129 2 6 19 372
Implementing Binomial Trees 0 1 2 177 1 5 11 513
Optimal enough? 0 0 0 22 0 1 5 94
Replicating Hedge Fund Indices with Optimization Heuristics 1 1 1 62 4 5 9 138
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 3 3 17 78
Robust regression with optimisation heuristics 0 0 0 54 1 4 13 159
Total Working Papers 2 6 16 1,260 20 52 179 3,736


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 1 6 5 8 18 30
Heuristic optimisation in financial modelling 0 0 0 4 1 3 12 39
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 4 360
Total Journal Articles 0 0 1 10 7 12 34 429


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 4 231 6 10 26 623
Total Books 0 1 4 231 6 10 26 623


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 2 4 12
Total Chapters 0 0 0 0 0 2 4 12


Statistics updated 2026-05-06