Access Statistics for Enrico Schumann

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 note on ‘good starting values’ in numerical optimisation 0 0 0 47 3 5 6 103
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 3 4 300
Calibrating Option Pricing Models with Heuristics 0 0 4 92 4 7 14 224
Calibrating the Nelson–Siegel–Svensson model 1 4 12 358 3 12 29 1,063
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 2 2 7 421
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 2 5 212
Heuristic Optimisation in Financial Modelling 0 0 0 127 4 6 9 361
Implementing Binomial Trees 0 1 1 176 1 3 3 505
Optimal enough? 0 0 0 22 2 2 2 91
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 2 2 3 132
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 34 1 2 5 65
Robust regression with optimisation heuristics 0 0 0 54 2 4 4 150
Total Working Papers 1 5 20 1,254 26 50 91 3,627


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Constructing 130/30-portfolios with the Omega ratio 0 0 2 6 4 5 9 19
Heuristic optimisation in financial modelling 0 0 0 4 0 4 4 31
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 1 1 2 357
Total Journal Articles 0 0 2 10 5 10 15 407


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 5 230 4 9 15 609
Total Books 1 2 5 230 4 9 15 609


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heuristics for Portfolio Selection 0 0 0 0 1 1 2 10
Total Chapters 0 0 0 0 1 1 2 10


Statistics updated 2026-01-09