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 5 8 105
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 3 6 302
Calibrating Option Pricing Models with Heuristics 0 0 3 92 2 12 19 232
Calibrating the Nelson–Siegel–Svensson model 1 2 13 359 7 15 38 1,075
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 111 2 18 22 437
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 4 6 215
Heuristic Optimisation in Financial Modelling 0 0 0 127 1 10 15 367
Implementing Binomial Trees 1 1 2 177 3 7 9 511
Optimal enough? 0 0 0 22 1 5 5 94
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 3 4 133
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 34 0 11 14 75
Robust regression with optimisation heuristics 0 0 0 54 2 9 11 157
Total Working Papers 2 3 20 1,256 19 102 157 3,703


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 2 9 13 24
Heuristic optimisation in financial modelling 0 0 0 4 1 6 10 37
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 3 3 359
Total Journal Articles 0 0 2 10 3 18 26 420


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 6 231 3 11 21 616
Total Books 1 2 6 231 3 11 21 616


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 2 3 4 12
Total Chapters 0 0 0 0 2 3 4 12


Statistics updated 2026-03-04