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 1 7 15 294
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 120 0 1 4 376
A Heuristic Approach to Portfolio Optimization 0 1 1 238 1 10 12 640
A Heuristic Technique for Model Selection Problems 0 0 0 0 1 4 5 310
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 0 5 8 105
A review of heuristic optimization methods in econometrics 0 0 1 175 1 11 17 641
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 1 5 6 527
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 3 6 302
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 1 3 4 150
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 2 6 7 517
Calibrating Option Pricing Models with Heuristics 0 0 3 92 2 12 19 232
Calibrating the Nelson–Siegel–Svensson model 1 2 13 359 7 15 38 1,075
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 2 18 22 437
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 4 6 215
Extreme Value Theory for Tail-Related Risk Measures 0 1 3 260 1 18 27 612
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 2 5 9 835
Heuristic Optimisation in Financial Modelling 0 0 0 127 1 10 15 367
Implementing Binomial Trees 1 1 2 177 3 7 9 511
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 6 7 370
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 1 1 1 130 2 7 10 335
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 6 10 13 463
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 7 7 235
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 5 6 8 263
Numerical Methods in Multivariate Option Pricing 0 0 0 0 2 5 6 1,336
Optimal enough? 0 0 0 22 1 5 5 94
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 1 5 5 258
Pricing and hedging options in incomplete markets 0 0 0 0 2 2 3 218
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 3 4 133
Review of Heuristic Optimization Methods in Econometrics 0 0 0 92 0 7 17 295
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 0 11 14 75
Robust regression with optimisation heuristics 0 0 0 54 2 9 11 157
Threshold Accepting for Index Tracking 0 0 0 0 9 12 14 1,338
Using Economic and Financial Information for Stock Selection 0 0 0 81 0 3 6 238
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 4 7 327
Total Working Papers 3 6 27 3,223 60 246 366 14,281
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 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 1 3 215 0 7 15 494
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 1 212 2 7 12 654
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 3 5 228
An objective function for simulation based inference on exchange rate data 0 0 1 40 0 3 7 139
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 5 8 216
Causal Ordering and Beyond 0 0 0 44 0 1 4 222
Climate Change Impacts on Hydropower Management 0 0 0 8 1 7 10 53
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 1 3 3 310
Heuristic optimisation in financial modelling 0 0 0 4 1 6 10 37
How to Strip a Model to Its Essential Elements 0 0 0 0 0 4 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 1 6 7 88
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 0 3 6 191
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 1 3 3 176
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 3 3 359
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 5 8 293
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 0 1 1 72
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 1 10 13 145
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 36 3 8 14 147
Using economic and financial information for stock selection 0 0 1 42 0 1 2 146
Total Journal Articles 0 1 11 1,037 12 96 157 5,127

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 6 231 3 11 21 616
Total Books 1 2 6 231 3 11 21 616

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Statistics updated 2026-03-04