Feedback to SSRN

 
  • Selected
  • Entire List
 

Gilli, Manfred


 SSRN Author Rank: 1,732 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Gilli, Manfred's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,154
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 | Open PDF in Browser |
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
1,223
(9,322)
1

2.  
A Review of Heuristic Optimization Methods in Econometrics | Show Abstract | Download This Paper | Open PDF in Browser |
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
Justus-Liebig Universität Giessen - Department of Economics
Posted:
05 Jun 08
1,120
(10,744)
16

3.  
Calibrating Option Pricing Models with Heuristics | Show Abstract | Download This Paper | Open PDF in Browser |
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
1,026
(12,340)
 

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
926
(14,429)
6

5.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
11 Feb 09
Last Revised:
20 Nov 09
873
(15,775)
 

6.  
An Empirical Analysis of Alternative Portfolio Selection Criteria | Show Abstract | Download This Paper | Open PDF in Browser |
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
834
(16,966)
3

7.  
Using Economic and Financial Information for Stock Selection | Show Abstract | Download This Paper | Open PDF in Browser |
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
643
(24,532)
1

8.  
Heuristic Optimisation in Financial Modelling | Show Abstract | Download This Paper | Open PDF in Browser |
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
627
(25,453)
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
610
(26,478)
1

10.  
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
540
(31,213)
2

11.  
Distributed Optimisation of a Portfolio's Omega | Show Abstract | Download This Paper | Open PDF in Browser |
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
533
(31,768)
3

12.  
Constructing 130/30-Portfolios with the Omega Ratio | Show Abstract | Download This Paper | Open PDF in Browser |
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
506
(34,042)
3

13.  
Gilli, Manfred
University of Geneva - Department of Economics
Kellezi, Evis
affiliation not provided to SSRN
Posted:
18 Dec 08
391
(47,047)
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
387
(47,646)
 

15.  
Optimisation in Financial Engineering | Show Abstract | Download This Paper | Open PDF in Browser |
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
345
(54,774)
 

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
311
(61,816)
 

17.  
Gilli, Manfred
University of Geneva - Department of Economics
Winker, Peter
Justus-Liebig Universität Giessen - Department of Economics
Posted:
25 Feb 02
290
(66,871)
7

18.  
An Objective Function for Simulation Based Inference on Exchange Rate Data | Show Abstract | Download This Paper | Open PDF in Browser |
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
Justus-Liebig Universität Giessen - Department of Economics
Jeleskovic, Vahidin
Justus-Liebig Universität Giessen - Department of Economics
Posted:
21 Feb 07
234
(84,206)
4

19.  
Optimal Enough? | Show Abstract | Download This Paper | Open PDF in Browser |
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
188
(104,628)
5

20.  
Robust Regression with Optimisation Heuristics | Show Abstract | Download This Paper | Open PDF in Browser |
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
149
(128,878)
1

21.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Jun 10
Last Revised:
16 Sep 10
129
(145,206)
 

22.  
Risk-Reward Optimisation for Long-Run Investors: An Empirical Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
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
(176,498)
6

23.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
15 Apr 14
Last Revised:
03 May 14
73
(213,717)
 

24.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
20 Jan 15
52
(254,181)
 

25.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Oct 09
45
(270,698)
 

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
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.501 seconds