Enrico Schumann : Citation Profile


Are you Enrico Schumann?

Université de Genève

6

H index

3

i10 index

79

Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

1

Books

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 8
   Journals where Enrico Schumann has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 5 (5.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc376
   Updated: 2019-04-13    RAS profile: 2018-08-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Enrico Schumann.

Is cited by:

Ogryczak, Wlodzimierz (5)

Winker, Peter (4)

Caporin, Massimiliano (4)

Lyra, Marianna (4)

López Cabrera, Brenda (4)

Costola, Michele (3)

Rulliere, Didier (3)

Hemminga, Marcus (2)

luciano, elisa (2)

Pesenti, Raffaele (2)

Kotłowski, Jacek (2)

Cites to:

Gilli, Manfred (14)

Winker, Peter (9)

Svensson, Lars (2)

Ready, Mark (2)

French, Kenneth (2)

Kontoghiorghes, Erricos (2)

Cao, Charles (2)

Chen, Zhiwu (2)

Fama, Eugene (2)

Das, Sanjiv (1)

Memmel, Christoph (1)

Main data


Where Enrico Schumann has published?


Working Papers Series with more than one paper published# docs
Working Papers / COMISEF7
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5

Recent works citing Enrico Schumann (2018 and 2017)


YearTitle of citing document
2017Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence. (2017). Siddiqui, Sikandar ; Tyagi, Somya. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:61-67.

Full description at Econpapers || Download paper

2018Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

2017Full and fast calibration of the Heston stochastic volatility model. (2017). Cui, Yiran ; Germano, Guido ; del Bao, Sebastian . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:625-638.

Full description at Econpapers || Download paper

2019Energy storage race: Has the monopoly of pumped-storage in Europe come to an end?. (2019). Madani, Kaveh ; Gaudard, Ludovic. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:22-29.

Full description at Econpapers || Download paper

2018A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases. (2018). Garcia, Maria Teresa ; Medeiros, Maria Teresa ; Ferreira, Vitor Hugo. In: Working Papers REM. RePEc:ise:remwps:wp0352018.

Full description at Econpapers || Download paper

2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

Full description at Econpapers || Download paper

2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases. (2018). Yeap, Claudia ; Boris, S T ; Kwok, Simon S. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:3:p:425-460..

Full description at Econpapers || Download paper

2017Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/249918.

Full description at Econpapers || Download paper

2017Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. (2017). Santanna, Leonardo Riegel ; Borenstein, Denis ; Guedes, Pablo Cristini ; Filomena, Tiago Pascoal . In: Annals of Operations Research. RePEc:spr:annopr:v:258:y:2017:i:2:d:10.1007_s10479-016-2111-x.

Full description at Econpapers || Download paper

2018On the methods of pricing American options: case study. (2018). Aydoan, Burcu ; Uur, Omur ; Aksoy, Umit. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2267-4.

Full description at Econpapers || Download paper

2018Robust term structure estimation in developed and emerging markets. (2018). Ahi, Emrah ; Sener, Emrah ; Akgiray, Vedat. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2282-5.

Full description at Econpapers || Download paper

2018On the robustness of portfolio allocation under copula misspecification. (2018). Prigent, Jean-Luc ; ben Saida, Abdallah. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2137-0.

Full description at Econpapers || Download paper

2017Omega-CVaR portfolio optimization and its worst case analysis. (2017). Utz, Sebastian ; Mehra, Aparna ; Sharma, Amita . In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:39:y:2017:i:2:d:10.1007_s00291-016-0462-y.

Full description at Econpapers || Download paper

Works by Enrico Schumann:


YearTitleTypeCited
2008Distributed Optimisation of a Portfolios Omega In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper6
2008Constructing Long/Short Portfolios with the Omega ratio In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper7
2009An Empirical Analysis of Alternative Portfolio Selection Criteria In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper2
2010Replicating Hedge Fund Indices with Optimization Heuristics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper2
2017Risk-Reward Ratio Optimisation (Revisited) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2009Heuristic Optimisation in Financial Modelling In: Working Papers.
[Full Text][Citation analysis]
paper12
2012Heuristic optimisation in financial modelling.(2012) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2009Implementing Binomial Trees In: Working Papers.
[Full Text][Citation analysis]
paper1
2009Optimal enough? In: Working Papers.
[Full Text][Citation analysis]
paper6
2009Robust regression with optimisation heuristics In: Working Papers.
[Full Text][Citation analysis]
paper2
2010Calibrating Option Pricing Models with Heuristics In: Working Papers.
[Full Text][Citation analysis]
paper8
2010Calibrating the Nelson–Siegel–Svensson model In: Working Papers.
[Full Text][Citation analysis]
paper18
2010A note on ‘good starting values’ in numerical optimisation In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Numerical Methods and Optimization in Finance In: Elsevier Monographs.
[Full Text][Citation analysis]
book15
2010Optimization in financial engineering - an essay on good solutions and misplaced exactitude In: Journal of Financial Transformation.
[Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team