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Gilli, Manfred


 SSRN Author Rank: 1,661 by Downloads
 Professeur Hon.
 

University of Geneva - Department of Economics


 102 Bd Carl Vogt
 Geneva 4, 1211
 Switzerland
 +41223798222 (Phone)
 +41223798299 (Fax)
 HOME PAGE: http://www.unige.ch/ses/metri/gilli/
 email address
 

Swiss Finance Institute


 Boulevard du Pont-d'Arve 40
 1211 Geneva, CH-6900
 Switzerland
 email address

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. Gilli, Manfred's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,263
Total
Citations
67
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Constructing Long/Short Portfolios with the Omega Ratio | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-34
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
di Tollo, Giacomo
affiliation not provided to SSRN
Cabej, Gerda
University of Geneva
Posted:
27 Oct 08
1,161
(8,809)
1

2.  
A Review of Heuristic Optimization Methods in Econometrics | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-12
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
University of Giessen - Department of Economics
Posted:
05 Jun 08
1,026
(10,714)
16

3.  
Calibrating Option Pricing Models with Heuristics | Show Abstract | Download |
NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Anthony Brabazon, Michael O'Neill, Dietmar Maringer, eds., Vol. 4, Springer, 2011
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
08 Mar 10
Last Revised:
30 Dec 13
926
(12,549)
 

4.   Incl. Electronic Paper
Gilli, Manfred
University of Geneva - Department of Economics
Këllezi, Evis
Mirabaud & Cie
Hysi, Hilda
University of Geneva - Department of Econometrics
Posted:
11 May 06
Last Revised:
04 Sep 13
876
(13,674)
6

5.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
11 Feb 09
Last Revised:
20 Nov 09
821
(15,122)
 

6.  
An Empirical Analysis of Alternative Portfolio Selection Criteria | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-06
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
19 Mar 09
Last Revised:
22 Apr 10
777
(16,407)
3

7.  
Using Economic and Financial Information for Stock Selection | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 06-21
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Roko, Ilir
University of Geneva - Faculty of Economic and Social Sciences
Posted:
31 Oct 06
635
(21,892)
1

8.  
Heuristic Optimisation in Financial Modelling | Show Abstract | Download |
Annals of Operations Research, Vol. 193, No. 1, pp. 129-158, 2012
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
02 Oct 08
Last Revised:
14 Mar 13
587
(24,356)
4

9.   Incl. Electronic Paper
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Cabej, Gerda
University of Geneva
Lula, Jonela
University of Geneva
Posted:
11 May 10
Last Revised:
17 Oct 10
575
(25,076)
1

10.  
Distributed Optimisation of a Portfolio's Omega | Show Abstract | Download |
Parallel Computing, Vol. 36, No. 7, pp. 381-389, 2010, Swiss Finance Institute Research Paper No. 08 - 17
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
08 Jul 08
Last Revised:
22 Jul 11
519
(28,827)
3

11.  
Constructing 130/30-Portfolios with the Omega Ratio | Show Abstract | Download |
Journal of Asset Management, Vol 12, No 2, pp. 94-108, 2011
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
di Tollo, Giacomo
affiliation not provided to SSRN
Cabej, Gerda
University of Geneva
Posted:
01 Sep 09
Last Revised:
23 Jul 11
478
(32,151)
3

12.  
Gilli, Manfred
University of Geneva - Department of Economics
Grosse, Stefan
NORD/LB
Schumann, Enrico
AQ Investment AG
Posted:
16 Sep 10
Last Revised:
22 Apr 11
428
(37,180)
2

13.  
Gilli, Manfred
University of Geneva - Department of Economics
Kellezi, Evis
affiliation not provided to SSRN
Posted:
18 Dec 08
378
(43,183)
4

14.  
Cabej, Gerda
University of Geneva
Gilli, Manfred
University of Geneva - Department of Economics
Lula, Jonela
University of Geneva
Schumann, Enrico
AQ Investment AG
Posted:
15 Jul 11
343
(48,450)
 

15.  
Optimisation in Financial Engineering | Show Abstract | Download |
Journal of Financial Transformation, Vol. 28, pp. 117-122, 2010
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Feb 10
Last Revised:
19 Oct 10
331
(50,584)
 

16.  
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
University of Giessen - Department of Economics
Posted:
25 Feb 02
279
(61,739)
7

17.  
Cabej, Gerda
University of Geneva
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
08 Nov 12
Last Revised:
12 Nov 12
276
(62,503)
 

18.  
An Objective Function for Simulation Based Inference on Exchange Rate Data | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 07-01
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
University of Giessen - Department of Economics
Jeleskovic, Vahidin
University of Giessen - Department of Economics
Posted:
21 Feb 07
227
(77,030)
4

19.  
Optimal Enough? | Show Abstract | Download |
Journal of Heuristics, Vol. 17, No. 4, pp. 373-387, 2011
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
17 Jun 09
Last Revised:
23 Jul 11
175
(99,490)
5

20.  
Robust Regression with Optimisation Heuristics | Show Abstract | Download |
Anthony Brabazon, Michael O’Neill and Dietmar Maringer, eds., NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Volume 3, Springer 2010
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
13 Jul 09
Last Revised:
20 Oct 10
143
(119,101)
1

21.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Jun 10
Last Revised:
16 Sep 10
112
(144,660)
 

22.  
Risk-Reward Optimisation for Long-Run Investors: An Empirical Analysis | Show Abstract | Download |
European Actuarial Journal, Vol. 1, No. 1 (supplement 2), pp. 303-327, 2011
Accepted Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
20 Oct 10
Last Revised:
15 Mar 13
97
(160,135)
6

23.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
15 Apr 14
Last Revised:
03 May 14
52
(227,814)
 

24.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Oct 09
41
(251,741)
 

25.  
Sparse Direct Methods for Model Simulation | Show Abstract |
University of Geneva Working Paper No. 95.06
Working Paper Series
Gilli, Manfred
University of Geneva - Department of Economics
Pauletto, Giorgio
University of Geneva
Posted:
19 Nov 96
 


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