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 0 3 8 305
Calibrating Option Pricing Models with Heuristics 0 1 1 93 0 2 17 234
Calibrating the Nelson–Siegel–Svensson model 1 1 9 360 4 10 42 1,085
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 1 4 24 441
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 1 6 216
Heuristic Optimisation in Financial Modelling 0 2 2 129 0 5 19 372
Implementing Binomial Trees 1 1 3 178 1 3 12 514
Optimal enough? 0 0 0 22 1 1 6 95
Replicating Hedge Fund Indices with Optimization Heuristics 0 1 1 62 1 6 10 139
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 1 4 18 79
Robust regression with optimisation heuristics 0 0 0 54 0 2 13 159
Total Working Papers 2 6 17 1,262 9 42 184 3,745


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 0 6 17 30
Heuristic optimisation in financial modelling 0 0 0 4 0 2 12 39
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 1 4 360
Total Journal Articles 0 0 0 10 0 9 33 429


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 1 1 5 232 1 8 27 624
Total Books 1 1 5 232 1 8 27 624


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


Statistics updated 2026-06-04