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Schumann, Enrico


 SSRN Author Rank: 2,603 by Downloads
 

AQ Investment AG


 Baarerstrasse 10
 Zug, 6304
 Switzerland
 email address

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. Schumann, Enrico's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,354
Total
Citations
29
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
1,167
(8,910)
1

2.  
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
935
(12,642)
 

3.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
11 Feb 09
Last Revised:
20 Nov 09
833
(15,079)
 

4.  
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
780
(16,632)
3

5.  
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
590
(24,694)
4

6.   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
578
(25,487)
1

7.  
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
520
(29,349)
3

8.  
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
482
(32,437)
3

9.  
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
440
(36,453)
2

10.  
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
346
(48,901)
 

11.  
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
334
(51,012)
 

12.  
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
281
(62,382)
 

13.  
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
176
(100,726)
5

14.  
Schumann, Enrico
AQ Investment AG
Posted:
25 Sep 10
146
(118,985)
 

15.  
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
(121,153)
1

16.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Jun 10
Last Revised:
16 Sep 10
115
(144,215)
 

17.  
Schumann, Enrico
AQ Investment AG
Posted:
15 Jul 11
Last Revised:
10 May 12
112
(147,095)
 

18.  
Heuristic Methods in Finance | Show Abstract | Download |
The Statistical Computing & Statistical Graphics Newsletter, Vol. 22, pp. 13-19, 2011
Accepted Paper Series
Schumann, Enrico
AQ Investment AG
Ardia, David
Laval University - Département de Finance et Assurance
Posted:
28 Mar 11
Last Revised:
26 Jul 11
108
(150,982)
 

19.  
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
(162,779)
6

20.  
Schumann, Enrico
AQ Investment AG
Posted:
10 Feb 13
Last Revised:
27 Feb 13
75
(191,469)
 

21.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
15 Apr 14
Last Revised:
03 May 14
55
(225,599)
 

22.  
Gilli, Manfred
University of Geneva - Department of Economics
Schumann, Enrico
AQ Investment AG
Posted:
03 Oct 09
41
(255,861)
 


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