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Enrico Schumann

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This is information that was supplied by Enrico Schumann in registering through RePEc. If you are Enrico Schumann , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Enrico
Middle Name:
Last Name: Schumann
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RePEc Short-ID: psc376

Email: [This author has chosen not to make the email address public]
Homepage: http://enricoschumann.net
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Phone:

Affiliation

Département d'économétrie
Université de Genève
Location: Genève, Switzerland
Homepage: http://www.unige.ch/ses/metri/
Email:
Phone: (+ 41 22) 705-8229
Fax: (+ 41 22) 705-8299
Postal: Uni Mail, 102 Bd Carl-Vogt, CH-1211 Genève 4
Handle: RePEc:edi:dexgech (more details at EDIRC)

Works

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Working papers

  1. Manfred Gilli & Enrico Schumann, 2010. "A note on ‘good starting values’ in numerical optimisation," Working Papers 044, COMISEF.
  2. Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA, 2010. "Replicating Hedge Fund Indices with Optimization Heuristics," Swiss Finance Institute Research Paper Series 10-22, Swiss Finance Institute.
  3. Manfred Gilli & Stefan Große & Enrico Schumann, 2010. "Calibrating the Nelson–Siegel–Svensson model," Working Papers 031, COMISEF.
  4. Manfred Gilli & Enrico Schumann, 2010. "Calibrating Option Pricing Models with Heuristics," Working Papers 030, COMISEF.
  5. Manfred Gilli & Enrico Schumann, 2009. "Optimal enough?," Working Papers 010, COMISEF.
  6. Manfred Gilli & Enrico Schumann, 2009. "Heuristic Optimisation in Financial Modelling," Working Papers 007, COMISEF.
  7. Manfred Gilli & Enrico Schumann, 2009. "Implementing Binomial Trees," Working Papers 008, COMISEF.
  8. Manfred GILLI & Enrico SCHUMANN, 2009. "An Empirical Analysis of Alternative Portfolio Selection Criteria," Swiss Finance Institute Research Paper Series 09-06, Swiss Finance Institute.
  9. Manfred Gilli & Enrico Schumann, 2009. "Robust regression with optimisation heuristics," Working Papers 011, COMISEF.
  10. 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.
  11. Manfred Gilli & Enrico Schumann, . "Distributed Optimisation of a Portfolio's Omega," Swiss Finance Institute Research Paper Series 08-17, Swiss Finance Institute.

Articles

  1. Gilli, Manfred & Schumann, Enrico, 2010. "Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude," Journal of Financial Transformation, Capco Institute, vol. 28, pages 117-122.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-04-11
  2. NEP-CMP: Computational Economics (6) 2009-12-05 2009-12-05 2010-03-20 2010-04-11 2010-10-16 2011-04-16. Author is listed
  3. NEP-ECM: Econometrics (1) 2009-12-05
  4. NEP-FMK: Financial Markets (1) 2011-04-16
  5. NEP-ORE: Operations Research (4) 2009-12-05 2009-12-05 2009-12-05 2010-03-20. Author is listed
  6. NEP-RMG: Risk Management (2) 2009-06-03 2011-04-16

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