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 1 15 297
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 1 1 121 0 3 7 380
A Heuristic Approach to Portfolio Optimization 0 0 1 238 1 4 16 645
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 1 7 312
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 0 0 9 106
A review of heuristic optimization methods in econometrics 0 2 3 177 1 10 28 652
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 1 7 528
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 3 8 305
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 1 5 151
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 4 11 521
Calibrating Option Pricing Models with Heuristics 0 1 1 93 0 2 17 234
Calibrating the Nelson–Siegel–Svensson model 0 1 8 360 4 10 42 1,089
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 0 2 24 441
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 1 6 216
Extreme Value Theory for Tail-Related Risk Measures 0 0 3 260 1 4 30 617
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 0 1 12 838
Heuristic Optimisation in Financial Modelling 0 0 2 129 0 2 18 372
Implementing Binomial Trees 0 1 3 178 0 2 12 514
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 1 13 464
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 1 9 372
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 1 130 0 2 11 337
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 2 10 238
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 2 10 265
Numerical Methods in Multivariate Option Pricing 0 0 0 0 0 2 9 1,339
Optimal enough? 0 0 0 22 0 1 6 95
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 0 1 7 260
Pricing and hedging options in incomplete markets 0 0 0 0 1 3 6 221
Replicating Hedge Fund Indices with Optimization Heuristics 0 1 1 62 0 5 10 139
Review of Heuristic Optimization Methods in Econometrics 0 1 2 94 0 7 26 306
Risk-Reward Ratio Optimisation (Revisited) 0 0 0 34 0 4 17 79
Robust regression with optimisation heuristics 0 0 0 54 1 2 14 160
Threshold Accepting for Index Tracking 0 0 0 0 0 2 16 1,340
Using Economic and Financial Information for Stock Selection 0 0 0 81 1 3 9 241
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 0 1 9 329
Total Working Papers 0 8 26 3,234 10 91 456 14,403
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 1 6 118
A Program for Causal and Qualitative Analysis of Economic 0 0 1 32 1 2 3 179
A global optimization heuristic for estimating agent based models 0 0 1 215 1 7 21 502
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 0 212 0 2 11 656
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 3 8 231
An objective function for simulation based inference on exchange rate data 0 0 1 40 0 2 7 141
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 1 2 9 218
Causal Ordering and Beyond 0 0 0 44 0 0 4 222
Climate Change Impacts on Hydropower Management 0 0 0 8 0 0 10 53
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 0 3 310
Heuristic optimisation in financial modelling 0 0 0 4 0 1 12 39
How to Strip a Model to Its Essential Elements 0 0 0 0 1 1 6 495
Krylov methods for solving models with forward-looking variables 0 0 0 27 0 2 8 113
Matchings, covers, and Jacobian matrices 0 0 0 13 0 0 9 90
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 0 3 7 194
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 1 4 177
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 1 4 360
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 2 7 16 301
Pour une approche structurale en économie 0 0 1 3 0 1 6 47
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 0 2 73
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 0 1 4 213
Sparse direct methods for model simulation 0 0 0 27 0 2 15 147
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 0 36 0 0 11 148
Using economic and financial information for stock selection 0 0 0 42 0 4 7 152
Total Journal Articles 0 0 5 1,037 6 43 193 5,179

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 5 233 1 8 26 625
Total Books 1 2 5 233 1 8 26 625

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Statistics updated 2026-07-10