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 1 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 9 106
A review of heuristic optimization methods in econometrics 0 0 3 177 1 2 27 653
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 1 1 8 529
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 2 10 307
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 0 11 521
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 1 1 6 152
Calibrating Option Pricing Models with Heuristics 0 0 1 93 0 0 17 234
Calibrating the Nelson–Siegel–Svensson model 1 2 10 362 4 13 49 1,098
Constructing Long/Short Portfolios with the Omega ratio 0 0 0 111 0 2 25 443
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 3 260 2 3 31 619
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 0 535 0 0 12 838
Heuristic Optimisation in Financial Modelling 0 0 2 129 1 1 18 373
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 0 0 9 372
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 1 2 131 0 1 12 338
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 10 238
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 13 465
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 1 2 11 1,341
Optimal enough? 0 0 0 22 1 1 7 96
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 0 0 7 260
Pricing and hedging options in incomplete markets 0 0 0 0 0 1 6 221
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 1 62 0 0 10 139
Review of Heuristic Optimization Methods in Econometrics 0 0 2 94 2 2 27 308
Risk-Reward Ratio Optimisation (Revisited) 0 0 0 34 2 2 19 81
Robust regression with optimisation heuristics 0 0 0 54 0 1 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 1 9 241
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 0 0 8 329
Total Working Papers 1 3 29 3,237 18 38 471 14,431
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 1 32 0 1 3 179
A global optimization heuristic for estimating agent based models 2 3 4 218 2 5 25 506
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 0 212 2 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 1 2 8 143
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 2 10 219
Causal Ordering and Beyond 0 0 0 44 0 0 3 222
Climate Change Impacts on Hydropower Management 0 0 0 8 1 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 1 6 495
Krylov methods for solving models with forward-looking variables 0 0 0 27 1 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 0 0 4 360
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 2 16 301
Pour une approche structurale en économie 0 0 1 3 0 0 6 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 1 1 1 37 2 2 13 150
Using economic and financial information for stock selection 0 0 0 42 0 0 7 152
Total Journal Articles 3 4 7 1,041 9 21 196 5,194

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 5 233 0 1 26 625
Total Books 0 1 5 233 0 1 26 625

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10