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Enrico Schumann

SSRN Author Rank: 2,735 by Downloads and 13,761 by Citations

 

AQ Investment AG


 Baarerstrasse 10
 Zug, 6304
 Switzerland
 email address

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. Enrico Schumann's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,972
Total
Citations
27
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
di Tollo, Giacomo
Ca Foscari University of Venice - Dipartimento di Economia
Cabej, Gerda
University of Geneva
Posted:
27 Oct 08
1,240
(10,070)
1

2.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
08 Mar 10
Last Revised:
30 Dec 13
1,037
(11,044)
 

3.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
11 Feb 09
Last Revised:
20 Nov 09
878
(17,023)
 

4.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
19 Mar 09
Last Revised:
22 Apr 10
844
(18,562)
3

5.   Incl. Electronic Paper
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Cabej, Gerda
University of Geneva
Lula, Jonela
University of Geneva
Posted:
11 May 10
Last Revised:
17 Oct 10
653
(28,529)
1

6.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
02 Oct 08
Last Revised:
14 Mar 13
634
(27,034)
3

7.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Grosse, Stefan
NORD/LB
Schumann, Enrico
AQ Investment AG
Posted:
16 Sep 10
Last Revised:
22 Apr 11
552
(24,518)
2

8.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
08 Jul 08
Last Revised:
22 Jul 11
537
(35,978)
4

9.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
di Tollo, Giacomo
Ca Foscari University of Venice - Dipartimento di Economia
Cabej, Gerda
University of Geneva
Posted:
01 Sep 09
Last Revised:
23 Jul 11
509
(37,254)
3

10.  
Cabej, Gerda
University of Geneva
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Lula, Jonela
University of Geneva
Schumann, Enrico
AQ Investment AG
Posted:
15 Jul 11
397
(51,021)
 

11.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
03 Feb 10
Last Revised:
19 Oct 10
351
(60,002)
 

12.  
Cabej, Gerda
University of Geneva
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
08 Nov 12
Last Revised:
12 Nov 12
318
(62,386)
 

13.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
17 Jun 09
Last Revised:
23 Jul 11
189
(116,288)
4

14.  
Schumann, Enrico
AQ Investment AG
Posted:
25 Sep 10
163
(125,093)
 

15.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
13 Jul 09
Last Revised:
20 Oct 10
153
(138,236)
1

16.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
03 Jun 10
Last Revised:
16 Sep 10
135
(148,417)
 

17.  
Schumann, Enrico
AQ Investment AG
Posted:
15 Jul 11
Last Revised:
10 May 12
131
(145,146)
 

18.  
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
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
20 Oct 10
Last Revised:
15 Mar 13
104
(177,428)
5

19.  
Schumann, Enrico
AQ Investment AG
Posted:
10 Feb 13
Last Revised:
27 Feb 13
84
(194,269)
 

20.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
15 Apr 14
Last Revised:
03 May 14
74
(206,679)
 

21.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
20 Jan 15
55
(217,127)
 

22.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
03 Oct 09
46
(300,827)
 

23.  
Gilli, Manfred
Geneva School of Economics and Management (GSEM)
Schumann, Enrico
AQ Investment AG
Posted:
03 Dec 15
0
(361,459)
 


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