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Gilli, Manfred


 SSRN Author Rank: 1,716 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
11,935
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 This Paper |
Swiss Finance Institute Research Paper No. 08-34
Number of Pages in PDF File: 21
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
1,205
(9,228)
1

2.  
A Review of Heuristic Optimization Methods in Econometrics | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 08-12
Number of Pages in PDF File: 47
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
University of Giessen - Department of Economics
Posted:
05 Jun 08
1,095
(10,763)
16

3.  
Calibrating Option Pricing Models with Heuristics | Show Abstract | Download This Paper |
NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Anthony Brabazon, Michael O'Neill, Dietmar Maringer, eds., Vol. 4, Springer, 2011
Number of Pages in PDF File: 39
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
08 Mar 10
Last Revised:
30 Dec 13
1,002
(12,402)
 

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
918
(14,125)
6

5.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
11 Feb 09
Last Revised:
20 Nov 09
862
(15,532)
 

6.  
An Empirical Analysis of Alternative Portfolio Selection Criteria | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 09-06
Number of Pages in PDF File: 41
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
19 Mar 09
Last Revised:
22 Apr 10
824
(16,699)
3

7.  
Using Economic and Financial Information for Stock Selection | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 06-21
Number of Pages in PDF File: 23
Gilli, Manfred
University of Geneva - Department of Economics
Roko, Ilir
University of Geneva - Faculty of Economic and Social Sciences
Posted:
31 Oct 06
639
(23,955)
1

8.  
Heuristic Optimisation in Financial Modelling | Show Abstract | Download This Paper |
Annals of Operations Research, Vol. 193, No. 1, pp. 129-158, 2012
Number of Pages in PDF File: 31
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
02 Oct 08
Last Revised:
14 Mar 13
617
(25,207)
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
602
(26,098)
1

10.  
Distributed Optimisation of a Portfolio's Omega | Show Abstract | Download This Paper |
Parallel Computing, Vol. 36, No. 7, pp. 381-389, 2010, Swiss Finance Institute Research Paper No. 08 - 17
Number of Pages in PDF File: 20
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
08 Jul 08
Last Revised:
22 Jul 11
527
(31,272)
3

11.  
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
504
(33,153)
2

12.  
Constructing 130/30-Portfolios with the Omega Ratio | Show Abstract | Download This Paper |
Journal of Asset Management, Vol 12, No 2, pp. 94-108, 2011
Number of Pages in PDF File: 17
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
501
(33,470)
3

13.  
Gilli, Manfred
University of Geneva - Department of Economics
Kellezi, Evis
affiliation not provided to SSRN
Posted:
18 Dec 08
387
(46,167)
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
372
(48,434)
 

15.  
Optimisation in Financial Engineering | Show Abstract | Download This Paper |
Journal of Financial Transformation, Vol. 28, pp. 117-122, 2010
Number of Pages in PDF File: 10
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Feb 10
Last Revised:
19 Oct 10
343
(53,508)
 

16.  
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
302
(62,066)
 

17.  
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
University of Giessen - Department of Economics
Posted:
25 Feb 02
287
(65,702)
7

18.  
An Objective Function for Simulation Based Inference on Exchange Rate Data | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 07-01
Number of Pages in PDF File: 23
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
229
(83,717)
4

19.  
Optimal Enough? | Show Abstract | Download This Paper |
Journal of Heuristics, Vol. 17, No. 4, pp. 373-387, 2011
Number of Pages in PDF File: 18
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
17 Jun 09
Last Revised:
23 Jul 11
185
(103,322)
5

20.  
Robust Regression with Optimisation Heuristics | Show Abstract | Download This Paper |
Anthony Brabazon, Michael O’Neill and Dietmar Maringer, eds., NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Volume 3, Springer 2010
Number of Pages in PDF File: 26
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
13 Jul 09
Last Revised:
20 Oct 10
148
(126,275)
1

21.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Jun 10
Last Revised:
16 Sep 10
123
(146,711)
 

22.  
Risk-Reward Optimisation for Long-Run Investors: An Empirical Analysis | Show Abstract | Download This Paper |
European Actuarial Journal, Vol. 1, No. 1 (supplement 2), pp. 303-327, 2011
Number of Pages in PDF File: 26
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
20 Oct 10
Last Revised:
15 Mar 13
99
(171,873)
6

23.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
15 Apr 14
Last Revised:
03 May 14
71
(211,369)
 

24.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
20 Jan 15
48
(256,695)
 

25.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Oct 09
45
(263,773)
 

26.  
Sparse Direct Methods for Model Simulation | Show Abstract |
University of Geneva Working Paper No. 95.06
Gilli, Manfred
University of Geneva - Department of Economics
Pauletto, Giorgio
University of Geneva
Posted:
19 Nov 96
 


Records 1 - 26 of 26 matches
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