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 1 120 0 2 4 375
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 1 4 10 288
A Heuristic Approach to Portfolio Optimization 1 1 1 238 4 5 6 634
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 1 1 306
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 3 5 6 103
A review of heuristic optimization methods in econometrics 0 0 1 175 4 7 11 634
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 2 3 3 524
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 3 4 300
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 3 4 6 514
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 2 3 4 149
Calibrating Option Pricing Models with Heuristics 0 0 4 92 4 7 14 224
Calibrating the Nelson–Siegel–Svensson model 1 4 12 358 3 12 29 1,063
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 2 2 7 421
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 2 5 212
Extreme Value Theory for Tail-Related Risk Measures 0 1 3 259 5 9 16 599
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 535 3 7 8 833
Heuristic Optimisation in Financial Modelling 0 0 0 127 4 6 9 361
Implementing Binomial Trees 0 1 1 176 1 3 3 505
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 2 2 365
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 2 2 2 230
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 1 3 453
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 129 3 5 7 331
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 2 2 257
Numerical Methods in Multivariate Option Pricing 0 0 0 0 1 2 3 1,332
Optimal enough? 0 0 0 22 2 2 2 91
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 1 1 1 254
Pricing and hedging options in incomplete markets 0 0 0 0 0 1 1 216
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 2 2 3 132
Review of Heuristic Optimization Methods in Econometrics 0 0 0 92 3 10 15 291
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 34 1 2 5 65
Robust regression with optimisation heuristics 0 0 0 54 2 4 4 150
Threshold Accepting for Index Tracking 0 0 0 0 1 2 3 1,327
Using Economic and Financial Information for Stock Selection 0 0 0 81 2 5 5 237
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 2 4 5 325
Total Working Papers 2 7 27 3,219 66 132 209 14,101
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 1 3 4 115
A Program for Causal and Qualitative Analysis of Economic 0 0 1 32 0 0 1 177
A global optimization heuristic for estimating agent based models 1 1 4 215 4 9 18 491
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 2 212 3 3 10 650
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 2 2 4 227
An objective function for simulation based inference on exchange rate data 0 0 1 40 1 2 5 137
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 1 2 4 212
Causal Ordering and Beyond 0 0 0 44 0 2 3 221
Climate Change Impacts on Hydropower Management 0 0 0 8 2 5 5 48
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 2 2 2 309
Heuristic optimisation in financial modelling 0 0 0 4 0 4 4 31
How to Strip a Model to Its Essential Elements 0 0 0 0 2 3 4 492
Krylov methods for solving models with forward-looking variables 0 0 1 27 0 2 6 109
Matchings, covers, and Jacobian matrices 0 0 0 13 2 2 3 84
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 2 2 6 190
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 1 1 1 174
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 2 357
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 2 5 6 290
Pour une approche structurale en économie 0 0 1 3 0 1 3 43
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 1 1 210
Sparse direct methods for model simulation 0 0 0 27 8 9 11 143
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 36 2 4 9 141
Using economic and financial information for stock selection 0 0 1 42 1 1 4 146
Total Journal Articles 1 1 13 1,037 37 66 116 5,068

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 2 5 230 4 9 15 609
Total Books 1 2 5 230 4 9 15 609

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Statistics updated 2026-01-09