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 0 13 297
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 121 0 0 7 380
A Heuristic Approach to Portfolio Optimization 0 0 1 238 0 0 16 645
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 0 7 312
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 0 0 8 106
A review of heuristic optimization methods in econometrics 0 0 2 177 1 2 27 654
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 1 8 529
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 2 10 307
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 1 2 7 153
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 0 11 521
Calibrating Option Pricing Models with Heuristics 0 0 1 93 0 0 17 234
Calibrating the Nelson–Siegel–Svensson model 1 3 9 363 2 11 49 1,100
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 1 3 25 444
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 0 6 216
Extreme Value Theory for Tail-Related Risk Measures 0 0 2 260 0 2 29 619
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 0 0 12 838
Heuristic Optimisation in Financial Modelling 0 0 2 129 1 2 19 374
Implementing Binomial Trees 0 0 3 178 0 0 12 514
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 2 14 466
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 11 239
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 10 373
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 1 2 131 0 1 12 338
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 0 10 265
Numerical Methods in Multivariate Option Pricing 0 0 0 0 4 6 15 1,345
Optimal enough? 0 0 0 22 0 1 7 96
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 1 1 8 261
Pricing and hedging options in incomplete markets 0 0 0 0 0 0 6 221
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 1 62 0 0 9 139
Review of Heuristic Optimization Methods in Econometrics 0 0 2 94 0 2 27 308
Risk-Reward Ratio Optimisation (Revisited) 0 0 0 34 0 2 18 81
Robust regression with optimisation heuristics 0 0 0 54 0 0 14 160
Threshold Accepting for Index Tracking 0 0 0 0 0 0 15 1,340
Using Economic and Financial Information for Stock Selection 0 0 0 81 0 0 9 241
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 1 9 330
Total Working Papers 1 4 26 3,238 15 43 477 14,446
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 0 6 118
A Program for Causal and Qualitative Analysis of Economic 0 0 0 32 0 0 2 179
A global optimization heuristic for estimating agent based models 0 3 4 218 2 6 26 508
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 0 212 0 2 11 658
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 0 6 231
An objective function for simulation based inference on exchange rate data 0 0 0 40 0 2 8 143
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 1 9 219
Causal Ordering and Beyond 0 0 0 44 0 0 3 222
Climate Change Impacts on Hydropower Management 0 0 0 8 0 1 11 54
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 0 12 39
How to Strip a Model to Its Essential Elements 0 0 0 0 0 0 6 495
Krylov methods for solving models with forward-looking variables 0 0 0 27 0 2 8 115
Matchings, covers, and Jacobian matrices 0 0 0 13 0 0 8 90
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 0 68 0 0 6 194
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 0 4 177
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 5 361
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 1 1 17 302
Pour une approche structurale en économie 0 0 0 3 0 0 5 47
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 1 3 74
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 0 0 4 213
Sparse direct methods for model simulation 0 0 0 27 0 0 13 147
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 1 1 37 0 2 13 150
Using economic and financial information for stock selection 0 0 0 42 0 0 7 152
Total Journal Articles 0 4 5 1,041 4 19 196 5,198

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 3 3 8 236 5 5 30 630
Total Books 3 3 8 236 5 5 30 630

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Statistics updated 2026-10-11