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 4 97
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 1 2 297
Calibrating Option Pricing Models with Heuristics 0 3 4 92 1 4 11 217
Calibrating the Nelson–Siegel–Svensson model 1 5 6 351 1 6 24 1,043
Constructing Long/Short Portfolios with the Omega ratio 0 1 2 111 1 2 5 417
Distributed Optimisation of a Portfolio's Omega 0 0 0 74 1 1 4 210
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 1 2 353
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 2 129
Risk-Reward Ratio Optimisation (Revisited) 0 0 1 33 0 0 1 61
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Total Working Papers 1 9 14 1,245 4 15 56 3,561


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 1 2 2 6 1 2 3 13
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 1 2 2 10 1 2 5 396


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 2 8 227 0 2 15 597
Total Books 0 2 8 227 0 2 15 597


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 2025-06-06