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 1 1 1 121 3 4 7 380
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 1 4 17 297
A Heuristic Approach to Portfolio Optimization 0 0 1 238 2 4 14 643
A Heuristic Technique for Model Selection Problems 0 0 0 0 1 3 7 312
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 0 1 9 106
A review of heuristic optimization methods in econometrics 1 1 2 176 6 8 24 648
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 1 2 7 528
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 3 4 8 305
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 1 2 5 151
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 3 5 10 520
Calibrating Option Pricing Models with Heuristics 1 1 1 93 2 4 18 234
Calibrating the Nelson–Siegel–Svensson model 0 1 9 359 2 13 39 1,081
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 1 5 24 440
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 1 7 216
Extreme Value Theory for Tail-Related Risk Measures 0 0 3 260 3 5 31 616
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 1 5 12 838
Heuristic Optimisation in Financial Modelling 0 2 2 129 2 6 19 372
Implementing Binomial Trees 0 1 2 177 1 5 11 513
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 2 4 10 238
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 3 9 372
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 1 1 130 2 4 11 337
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 6 12 463
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 2 7 10 265
Numerical Methods in Multivariate Option Pricing 0 0 0 0 2 5 9 1,339
Optimal enough? 0 0 0 22 0 1 5 94
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 1 3 7 260
Pricing and hedging options in incomplete markets 0 0 0 0 1 3 4 219
Replicating Hedge Fund Indices with Optimization Heuristics 1 1 1 62 4 5 9 138
Review of Heuristic Optimization Methods in Econometrics 1 2 2 94 6 10 26 305
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 3 3 17 78
Robust regression with optimisation heuristics 0 0 0 54 1 4 13 159
Threshold Accepting for Index Tracking 0 0 0 0 1 10 15 1,339
Using Economic and Financial Information for Stock Selection 0 0 0 81 2 2 8 240
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 3 9 329
Total Working Papers 5 11 26 3,231 63 154 443 14,375
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 5 117
A Program for Causal and Qualitative Analysis of Economic 0 0 1 32 1 1 2 178
A global optimization heuristic for estimating agent based models 0 0 2 215 4 5 19 499
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 1 212 2 4 13 656
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 3 3 8 231
An objective function for simulation based inference on exchange rate data 0 0 1 40 2 2 8 141
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 1 1 9 217
Causal Ordering and Beyond 0 0 0 44 0 0 4 222
Climate Change Impacts on Hydropower Management 0 0 0 8 0 1 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 3 12 39
How to Strip a Model to Its Essential Elements 0 0 0 0 0 0 5 494
Krylov methods for solving models with forward-looking variables 0 0 0 27 1 1 7 112
Matchings, covers, and Jacobian matrices 0 0 0 13 0 3 9 90
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 3 3 8 194
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 1 2 4 177
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 4 360
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 4 5 13 298
Pour une approche structurale en économie 0 0 1 3 1 1 6 47
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 1 2 73
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 1 1 4 213
Sparse direct methods for model simulation 0 0 0 27 2 3 15 147
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 36 0 4 15 148
Using economic and financial information for stock selection 0 0 1 42 4 6 8 152
Total Journal Articles 0 0 9 1,037 32 53 193 5,168

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 4 231 6 10 26 623
Total Books 0 1 4 231 6 10 26 623

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Statistics updated 2026-05-06