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 0 0 9 106
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 2 10 307
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
Heuristic Optimisation in Financial Modelling 0 0 2 129 1 1 18 373
Implementing Binomial Trees 0 0 3 178 0 0 12 514
Optimal enough? 0 0 0 22 1 1 7 96
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 1 62 0 0 10 139
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
Total Working Papers 1 2 17 1,264 9 22 196 3,767


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 0 6 0 1 17 31
Heuristic optimisation in financial modelling 0 0 0 4 0 0 12 39
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 0 4 360
Total Journal Articles 0 0 0 10 0 1 33 430


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


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 3 12
Total Chapters 0 0 0 0 0 0 3 12


Statistics updated 2026-09-10