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 1 47 1 1 3 98
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 0 2 297
Calibrating Option Pricing Models with Heuristics 0 0 4 92 0 0 7 217
Calibrating the Nelson–Siegel–Svensson model 2 2 8 354 2 4 24 1,051
Constructing Long/Short Portfolios with the Omega ratio 0 0 2 111 1 2 7 419
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 0 3 210
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 1 3 355
Implementing Binomial Trees 0 0 0 175 0 0 0 502
Optimal enough? 0 0 0 22 0 0 0 89
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 1 1 1 130
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 34 1 1 3 63
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Total Working Papers 2 2 17 1,249 6 10 53 3,577


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 0 1 4 14
Heuristic optimisation in financial modelling 0 0 0 4 0 0 0 27
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 0 2 356
Total Journal Articles 0 0 2 10 0 1 6 397


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 0 5 228 1 1 9 600
Total Books 0 0 5 228 1 1 9 600


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 0 0 1 9
Total Chapters 0 0 0 0 0 0 1 9


Statistics updated 2025-10-06