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 2 8 17 296
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 120 1 2 5 377
A Heuristic Approach to Portfolio Optimization 0 0 1 238 1 7 12 641
A Heuristic Technique for Model Selection Problems 0 0 0 0 1 5 6 311
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 1 3 9 106
A review of heuristic optimization methods in econometrics 0 0 1 175 1 8 18 642
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 3 6 527
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 2 6 302
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 3 7 517
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 1 4 150
Calibrating Option Pricing Models with Heuristics 0 0 3 92 0 8 19 232
Calibrating the Nelson–Siegel–Svensson model 0 1 13 359 4 16 42 1,079
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 2 18 23 439
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 3 6 215
Extreme Value Theory for Tail-Related Risk Measures 0 1 3 260 1 14 28 613
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 2 4 11 837
Heuristic Optimisation in Financial Modelling 2 2 2 129 3 9 17 370
Implementing Binomial Trees 0 1 2 177 1 7 10 512
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 6 8 371
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 10 12 463
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 6 8 236
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 1 1 130 0 4 9 335
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 6 8 263
Numerical Methods in Multivariate Option Pricing 0 0 0 0 1 5 7 1,337
Optimal enough? 0 0 0 22 0 3 5 94
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 1 5 6 259
Pricing and hedging options in incomplete markets 0 0 0 0 0 2 3 218
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 1 2 5 134
Review of Heuristic Optimization Methods in Econometrics 1 1 1 93 4 8 21 299
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 0 10 14 75
Robust regression with optimisation heuristics 0 0 0 54 1 8 12 158
Threshold Accepting for Index Tracking 0 0 0 0 0 11 14 1,338
Using Economic and Financial Information for Stock Selection 0 0 0 81 0 1 6 238
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 3 8 328
Total Working Papers 3 7 29 3,226 31 211 392 14,312
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 2 5 117
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 0 0 3 215 1 4 16 495
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 1 212 0 4 12 654
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 1 5 228
An objective function for simulation based inference on exchange rate data 0 0 1 40 0 2 6 139
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 4 8 216
Causal Ordering and Beyond 0 0 0 44 0 1 4 222
Climate Change Impacts on Hydropower Management 0 0 0 8 0 5 10 53
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 1 3 310
Heuristic optimisation in financial modelling 0 0 0 4 1 7 11 38
How to Strip a Model to Its Essential Elements 0 0 0 0 0 2 5 494
Krylov methods for solving models with forward-looking variables 0 0 1 27 0 2 7 111
Matchings, covers, and Jacobian matrices 0 0 0 13 2 6 9 90
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 0 1 6 191
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 2 3 176
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 2 3 359
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 1 4 9 294
Pour une approche structurale en économie 0 0 1 3 0 3 5 46
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 1 2 2 73
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 0 2 3 212
Sparse direct methods for model simulation 0 0 0 27 0 2 13 145
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 36 1 7 15 148
Using economic and financial information for stock selection 0 0 1 42 2 2 4 148
Total Journal Articles 0 0 11 1,037 9 68 165 5,136

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 5 231 1 8 21 617
Total Books 0 1 5 231 1 8 21 617

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Statistics updated 2026-04-09