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 0 0 5 97
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 1 1 2 297
Calibrating Option Pricing Models with Heuristics 3 3 4 92 3 5 10 216
Calibrating the Nelson–Siegel–Svensson model 4 4 6 350 5 5 26 1,042
Constructing Long/Short Portfolios with the Omega ratio 0 1 2 111 0 1 4 416
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 0 1 3 209
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 1 3 353
Implementing Binomial Trees 0 0 0 175 0 0 1 502
Optimal enough? 0 0 0 22 0 0 0 89
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 61 0 0 3 129
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 33 0 0 2 61
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Total Working Papers 7 8 15 1,244 9 14 59 3,557


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 1 1 5 0 1 2 12
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 1 2 356
Total Journal Articles 0 1 1 9 0 2 4 395


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 9 227 1 2 17 597
Total Books 1 2 9 227 1 2 17 597


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 8
Total Chapters 0 0 0 0 0 0 1 8


Statistics updated 2025-05-12