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Enrico Schumann

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
RePEc Short-ID:psc376
[This author has chosen not to make the email address public]
Genève, Switzerland

: (+ 41 22) 705-8229
(+ 41 22) 705-8299
Uni Mail, 102 Bd Carl-Vogt, CH-1211 Genève 4
RePEc:edi:dexgech (more details at EDIRC)
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  1. Manfred Gilli & Enrico Schumann, 2010. "A note on ‘good starting values’ in numerical optimisation," Working Papers 044, COMISEF.
  2. Manfred Gilli & Stefan Große & Enrico Schumann, 2010. "Calibrating the Nelson–Siegel–Svensson model," Working Papers 031, COMISEF.
  3. Manfred Gilli & Enrico Schumann, 2010. "Calibrating Option Pricing Models with Heuristics," Working Papers 030, COMISEF.
  4. 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.
  5. Manfred Gilli & Enrico Schumann, 2009. "Robust regression with optimisation heuristics," Working Papers 011, COMISEF.
  6. Manfred Gilli & Enrico Schumann, 2009. "Optimal enough?," Working Papers 010, COMISEF.
  7. Manfred Gilli & Enrico Schumann, 2009. "Implementing Binomial Trees," Working Papers 008, COMISEF.
  8. Manfred Gilli & Enrico Schumann, 2009. "Heuristic Optimisation in Financial Modelling," Working Papers 007, COMISEF.
  9. Manfred GILLI & Enrico SCHUMANN, 2009. "An Empirical Analysis of Alternative Portfolio Selection Criteria," Swiss Finance Institute Research Paper Series 09-06, Swiss Finance Institute.
  10. Manfred Gilli & Enrico Schumann, "undated". "Distributed Optimisation of a Portfolio's Omega," Swiss Finance Institute Research Paper Series 08-17, Swiss Finance Institute.
  11. Manfred GILLI & Enrico SCHUMANN & Giacomo DI TOLLO & Gerda CABEJ, "undated". "Constructing Long/Short Portfolios with the Omega ratio," Swiss Finance Institute Research Paper Series 08-34, Swiss Finance Institute.
  1. Manfred Gilli & Enrico Schumann, 2012. "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, vol. 193(1), pages 129-158, March.
  2. 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.
  1. Gilli, Manfred & Maringer, Dietmar & Schumann, Enrico, 2011. "Numerical Methods and Optimization in Finance," Elsevier Monographs, Elsevier, edition 1, number 9780123756626.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. NEP-ORE: Operations Research (4) 2009-12-05 2009-12-05 2009-12-05 2010-03-20. Author is listed
  3. NEP-RMG: Risk Management (2) 2009-06-03 2011-04-16
  4. NEP-CBA: Central Banking (1) 2010-04-11
  5. NEP-ECM: Econometrics (1) 2009-12-05
  6. NEP-FMK: Financial Markets (1) 2011-04-16

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