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 0 9 106
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 1 9 306
Calibrating Option Pricing Models with Heuristics 0 0 1 93 0 0 17 234
Calibrating the Nelson–Siegel–Svensson model 1 2 9 361 5 13 46 1,094
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 2 3 26 443
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 0 6 216
Heuristic Optimisation in Financial Modelling 0 0 2 129 0 0 17 372
Implementing Binomial Trees 0 1 3 178 0 1 12 514
Optimal enough? 0 0 0 22 0 1 6 95
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 1 62 0 1 10 139
Risk-Reward Ratio Optimisation (Revisited) 0 0 0 34 0 1 17 79
Robust regression with optimisation heuristics 0 0 0 54 0 1 14 160
Total Working Papers 1 3 16 1,263 8 22 189 3,758


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 6 1 1 17 31
Heuristic optimisation in financial modelling 0 0 0 4 0 0 12 39
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 0 4 360
Total Journal Articles 0 0 0 10 1 1 33 430


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 5 233 0 2 26 625
Total Books 0 2 5 233 0 2 26 625


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 3 12
Total Chapters 0 0 0 0 0 0 3 12


Statistics updated 2026-08-07