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 0 89 0 3 6 284
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 120 0 0 5 373
A Heuristic Approach to Portfolio Optimization 0 0 1 237 0 0 2 629
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 0 1 305
A note on ‘good starting values’ in numerical optimisation 0 0 1 47 0 0 2 97
A review of heuristic optimization methods in econometrics 0 0 0 174 1 2 3 626
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 0 1 521
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 0 2 297
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 0 2 146
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 0 3 510
Calibrating Option Pricing Models with Heuristics 0 0 4 92 0 0 8 217
Calibrating the Nelson–Siegel–Svensson model 0 1 6 352 1 6 22 1,049
Constructing Long/Short Portfolios with the Omega ratio 0 0 2 111 1 1 6 418
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 0 3 210
Extreme Value Theory for Tail-Related Risk Measures 0 0 1 257 1 2 5 588
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 535 0 0 1 826
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 2 3 355
Implementing Binomial Trees 0 0 0 175 0 0 0 502
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 129 0 0 2 326
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 2 363
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 2 452
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 0 0 255
Numerical Methods in Multivariate Option Pricing 0 0 0 0 0 0 3 1,330
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 0 0 1 215
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 0 0 129
Review of Heuristic Optimization Methods in Econometrics 0 0 1 92 1 2 7 281
Risk-Reward Ratio Optimisation (Revisited) 0 1 2 34 0 1 2 62
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Threshold Accepting for Index Tracking 0 0 0 0 1 1 1 1,325
Using Economic and Financial Information for Stock Selection 0 0 1 81 0 0 1 232
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 0 1 1 321
Total Working Papers 0 2 21 3,208 7 22 97 13,960
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 0 1 112
A Program for Causal and Qualitative Analysis of Economic 0 0 0 31 0 0 0 176
A global optimization heuristic for estimating agent based models 0 0 4 214 0 0 13 481
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 5 212 1 3 13 647
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 1 2 2 225
An objective function for simulation based inference on exchange rate data 1 1 1 40 1 2 3 135
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 0 2 209
Causal Ordering and Beyond 0 0 0 44 0 1 1 219
Climate Change Impacts on Hydropower Management 0 0 0 8 0 0 0 43
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 0 0 307
Heuristic optimisation in financial modelling 0 0 0 4 0 0 0 27
How to Strip a Model to Its Essential Elements 0 0 0 0 0 0 1 489
Krylov methods for solving models with forward-looking variables 0 0 1 27 1 2 5 107
Matchings, covers, and Jacobian matrices 0 0 0 13 0 1 2 82
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 1 1 68 0 2 7 188
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 2 356
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 0 1 285
Pour une approche structurale en économie 0 0 0 2 0 0 2 41
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 0 1 209
Sparse direct methods for model simulation 0 0 1 27 0 2 3 134
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 4 36 0 2 9 137
Using economic and financial information for stock selection 0 0 1 42 0 0 3 145
Total Journal Articles 1 2 18 1,034 4 17 71 4,998

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 6 228 0 2 11 599
Total Books 0 1 6 228 0 2 11 599

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Statistics updated 2025-09-05