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 1 120 1 2 4 376
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 5 6 14 293
A Heuristic Approach to Portfolio Optimization 0 1 1 238 5 10 11 639
A Heuristic Technique for Model Selection Problems 0 0 0 0 3 4 4 309
A note on ‘good starting values’ in numerical optimisation 0 0 0 47 2 5 8 105
A review of heuristic optimization methods in econometrics 0 0 1 175 6 13 16 640
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 2 5 5 526
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 3 5 301
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 1 4 6 515
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 3 3 149
Calibrating Option Pricing Models with Heuristics 0 0 3 92 6 11 19 230
Calibrating the Nelson–Siegel–Svensson model 0 3 12 358 5 14 31 1,068
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 14 16 20 435
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 3 4 7 215
Extreme Value Theory for Tail-Related Risk Measures 1 2 3 260 12 19 27 611
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 535 0 6 8 833
Heuristic Optimisation in Financial Modelling 0 0 0 127 5 10 14 366
Implementing Binomial Trees 0 0 1 176 3 4 6 508
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 4 5 7 457
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 4 6 6 234
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 4 6 6 369
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 129 2 6 9 333
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 1 2 3 258
Numerical Methods in Multivariate Option Pricing 0 0 0 0 2 3 4 1,334
Optimal enough? 0 0 0 22 2 4 4 93
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 3 4 4 257
Pricing and hedging options in incomplete markets 0 0 0 0 0 1 1 216
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 1 3 4 133
Review of Heuristic Optimization Methods in Econometrics 0 0 0 92 4 11 18 295
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 10 12 14 75
Robust regression with optimisation heuristics 0 0 0 54 5 8 9 155
Threshold Accepting for Index Tracking 0 0 0 0 2 3 5 1,329
Using Economic and Financial Information for Stock Selection 0 0 0 81 1 4 6 238
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 1 4 6 326
Total Working Papers 1 6 25 3,220 120 221 314 14,221
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 2 5 116
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 4 215 3 10 19 494
An Application of Extreme Value Theory for Measuring Financial Risk 0 0 1 212 2 5 11 652
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 1 3 5 228
An objective function for simulation based inference on exchange rate data 0 0 1 40 2 3 7 139
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 4 5 8 216
Causal Ordering and Beyond 0 0 0 44 1 1 4 222
Climate Change Impacts on Hydropower Management 0 0 0 8 4 8 9 52
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 2 2 309
Heuristic optimisation in financial modelling 0 0 0 4 5 7 9 36
How to Strip a Model to Its Essential Elements 0 0 0 0 2 4 5 494
Krylov methods for solving models with forward-looking variables 0 0 1 27 2 3 8 111
Matchings, covers, and Jacobian matrices 0 0 0 13 3 5 6 87
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 1 68 1 3 6 191
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 1 2 2 175
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 2 3 4 359
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 3 7 8 293
Pour une approche structurale en économie 0 0 1 3 3 4 6 46
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 1 1 1 72
Solving finite difference schemes arising in trivariate option pricing 0 0 0 68 2 2 3 212
Sparse direct methods for model simulation 0 0 0 27 1 10 12 144
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 36 3 6 12 144
Using economic and financial information for stock selection 0 0 1 42 0 1 3 146
Total Journal Articles 0 1 12 1,037 47 97 156 5,115

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 5 230 4 12 18 613
Total Books 0 1 5 230 4 12 18 613

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Statistics updated 2026-02-12