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Publications

by members of

Département d'économétrie
Université de Genève
Genève, Switzerland

(Department of Econometrics, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2009

  1. Manfred GILLI & Enrico SCHUMANN, 2009. "An Empirical Analysis of Alternative Portfolio Selection Criteria," Swiss Finance Institute Research Paper Series 09-06, Swiss Finance Institute. [Downloadable!]
  2. Manfred Gilli & Enrico Schumann, 2009. "Implementing Binomial Trees," Working Papers 008, COMISEF. [Downloadable!]
  3. Manfred Gilli & Enrico Schumann, 2009. "Heuristic Optimisation in Financial Modelling," Working Papers 007, COMISEF. [Downloadable!]
  4. Manfred Gilli & Enrico Schumann, 2009. "Optimal enough?," Working Papers 010, COMISEF. [Downloadable!]
  5. Dottori, Davide & Shen, I-Ling, 2009. "Low-Skilled Immigration and the Expansion of Private Schools," IZA Discussion Papers 3946, Institute for the Study of Labor (IZA). [Downloadable!]
  6. Marchiori, Luca & Shen, I-Ling & Docquier, Frédéric, 2009. "Brain Drain in Globalization: A General Equilibrium Analysis from the Sending Countries' Perspective," IZA Discussion Papers 4207, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Luca MARCHIORI & I-Ling SHEN & Frederic DOCQUIER, 2009. "Brain drain in globalization A general equilibrium analysis from the sending countriesÕ perspective," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

    2008

  1. Davide, DOTTORI & I-Ling, SHEN, 2008. "Low-Skilled Immigration and th Expansion of Private Schools," Discussion Papers (ECON - Département des Sciences Economiques) 2008023, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]

    2006

  1. Frédéric Docquier & Hillel Rapoport & I-Ling Shen, 2006. "Remittances and inequality: A dynamic migration model," CReAM Discussion Paper Series 0614, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London. [Downloadable!]

    2005

  1. Ilir Roko & Pierangelo Ciurlia, 2005. "Alternative Characterizations of the European Continuous-Installment Option Valuation Problem," Computing in Economics and Finance 2005 221, Society for Computational Economics.
  2. M. Gilli & I. Roko, 2005. "Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches," Computing in Economics and Finance 2005 338, Society for Computational Economics.

    2004

  1. Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics. [Downloadable!]

    2001

  1. Winmker, P. & Gilli, M., 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers 38, Manitoba - Department of Economics.
  2. Peter Winker and Manfred Gilli, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2001 59, Society for Computational Economics.
  3. Manfred Gilli and Evis Kellezi, 2001. "Threshold Accepting for Index Tracking," Computing in Economics and Finance 2001 72, Society for Computational Economics.
  4. Mico Mrkaic and Giorgio Pauletto, 2001. "Krylov Methods and Preconditioning in Computational Economics Problems," Computing in Economics and Finance 2001 113, Society for Computational Economics.
  5. Evis KËLLEZI, & Giorgio PAULETTO, 2001. "Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing," FAME Research Paper Series rp30, International Center for Financial Asset Management and Engineering. [Downloadable!]

    2000

  1. Manfred Gilli, Evis Kellezi, 2000. "Heuristic Approaches For Portfolio Optimization," Computing in Economics and Finance 2000 289, Society for Computational Economics. [Downloadable!]
  2. Hugo Benitez-Silva & John Rust & Gunter Hitsch & Giorgio Pauletto & George Hall, 2000. "A Comparison Of Discrete And Parametric Methods For Continuous-State Dynamic Programming Problems," Computing in Economics and Finance 2000 24, Society for Computational Economics. [Downloadable!]
  3. Giorgio Pauletto, 2000. "Parallel Monte Carlo Methods For Security Pricing," Computing in Economics and Finance 2000 286, Society for Computational Economics.

    1999

  1. Manfred Gilli & Kai Hencken & Philippe Huber and Evis Kellezi & Matthias Kroedel & Giorgio Pauletto, 1999. "Numerical Methods in Multivariate Option Pricing," Computing in Economics and Finance 1999 914, Society for Computational Economics.

    1995

  1. Manfred Gilli & Giorgio Pauletto, 1995. "Sparse Direct Methods for Model Simulation," Cahiers du Département d'Econométrie 95.06, Département d'Econométrie, Université de Genève. [Downloadable!]

    1994

  1. Manfred Gilli & Giorgio Pauletto, 1994. "High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation," Cahiers du Département d'Econométrie 94.06, Département d'Econométrie, Université de Genève. [Downloadable!]

    1993

  1. Manfred Gilli & Giorgio Pauletto, 1993. "Econometric Model Simulation on Parallel Computers," Cahiers du Département d'Econométrie 93.07, Département d'Econométrie, Université de Genève. [Downloadable!]

    1989

  1. Myriam Garbely & Manfred Gilli, 1989. "Relevant Coefficients for the Dynamic Properties of a Model a Qualitative Method," Cahiers du Département d'Econométrie 89.06, Département d'Econométrie, Université de Genève.

    1988

  1. Giampiero M. Gallo & Manfred Gilli, 1988. "How To Strip A Model To Its Essential Elements," Cahiers du Département d'Econométrie 88.06, Département d'Econométrie, Université de Genève.

    Undated

  1. Manfred Gilli & Giorgio Pauletto, . "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics. [Downloadable!]
  2. Manfred Gilli & Giorgio Pauletto, . "Practical Results on Parallel Methods for Solving Forward-Looking Models," Computing in Economics and Finance 1997 66, Society for Computational Economics. [Downloadable!]
  3. Manfred Gilli & Enrico Schumann, . "Distributed Optimisation of a Portfolio's Omega," Swiss Finance Institute Research Paper Series 08-17, Swiss Finance Institute. [Downloadable!]
  4. Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ, . "Constructing Long/Short Portfolios with the Omega ratio," Swiss Finance Institute Research Paper Series 08-34, Swiss Finance Institute. [Downloadable!]
  5. Ilir Roko & Manfred Gilli, . "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series 06-21, Swiss Finance Institute. [Downloadable!]

Journal articles

    2008

  1. I. Roko & M. Gilli, 2008. "Using economic and financial information for stock selection," Computational Management Science, Springer, vol. 5(4), pages 317-335, October. [Downloadable!] (restricted)

    2005

  1. Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer, vol. 25(1), pages 143-165, February. [Downloadable!] (restricted)

    2002

  1. Gilli, Manfred & Kellezi, Evis & Pauletto, Giorgio, 2002. "Solving finite difference schemes arising in trivariate option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1499-1515, August. [Downloadable!] (restricted)

    2000

  1. Giorgio Pauletto & Manfred Gilli, 2000. "Parallel Krylov Methods for Econometric Model Simulation," Computational Economics, Springer, vol. 16(1/2), pages 173-186, October. [Downloadable!]

    1998

  1. Gilli, Manfred & Pauletto, Giorgio, 1998. "Krylov methods for solving models with forward-looking variables," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1275-1289, August. [Downloadable!] (restricted)

    1997

  1. Gilli, Manfred & Pauletto, Giorgio, 1997. "Sparse direct methods for model simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 1093-1111, June. [Downloadable!] (restricted)

    1992

  1. Gilli, Manfred, 1992. "Causal Ordering and Beyond," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 957-71, November. [Downloadable!] (restricted)
  2. Gilli, M & Pauletto, G & Garbely, M, 1992. "Equation Reordering for Iterative Processes--A Comment," Computer Science in Economics & Management, Springer, vol. 5(2), pages 147-53, May.

    1990

  1. Gallo, Giampiero M & Gilli, Manfred H, 1990. "How to Strip a Model to Its Essential Elements," Computer Science in Economics & Management, Springer, vol. 3(2), pages 199-214.
  2. Garbely, M & Gilli, M, 1990. "On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment," Empirical Economics, Springer, vol. 15(1), pages 99-104.

    1978

  1. Gilli, M & Ritschard, G, 1978. "A Program for Causal and Qualitative Analysis of Economic," Econometrica, Econometric Society, vol. 46(2), pages 477-78, March. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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