6
H index
5
i10 index
141
Citations
Enrico Schumann : Citation Profile
Université de Genève | RESEARCH PRODUCTION: 3 Articles 12 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2008 - 2017). 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:
| Cites to:
|
Main data
Where Enrico Schumann has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / COMISEF | 7 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 5 |
Recent works citing Enrico Schumann (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper |
| 2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper |
| 2024 | Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2023 | First passage times in portfolio optimization: a novel nonparametric approach. (2023). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202309. Full description at Econpapers || Download paper |
| 2023 | Adaptive evolutionary algorithms for portfolio selection problems. (2023). Tollo, Giacomo ; Filograsso, Gianni. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00441-7. Full description at Econpapers || Download paper |
| 2023 | INTEGRATED METAHEURISTIC OPTIMIZATION OF 130–30 INVESTMENTâ€STRATEGYâ€BASED LONG–SHORT PORTFOLIOS. (2012). G. A. Vijayalakshmi Pai, ; Michel, Thierry. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:19:y:2012:i:1:p:43-74. Full description at Econpapers || Download paper |
| 2023 | The influence of negative interest rates on life insurance companies. (2023). Grochola, Nicolaus. In: ICIR Working Paper Series. RePEc:zbw:icirwp:279897. Full description at Econpapers || Download paper |
Works by Enrico Schumann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Distributed Optimisation of a Portfolios Omega In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Constructing Long/Short Portfolios with the Omega ratio In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2009 | An Empirical Analysis of Alternative Portfolio Selection Criteria In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Replicating Hedge Fund Indices with Optimization Heuristics In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Risk-Reward Ratio Optimisation (Revisited) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Heuristic Optimisation in Financial Modelling In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2012 | Heuristic optimisation in financial modelling.(2012) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2009 | Implementing Binomial Trees In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Optimal enough? In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Robust regression with optimisation heuristics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Calibrating Option Pricing Models with Heuristics In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Calibrating the Nelson–Siegel–Svensson model In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2010 | A note on ‘good starting values’ in numerical optimisation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Numerical Methods and Optimization in Finance In: Elsevier Monographs. [Full Text][Citation analysis] | book | 38 |
| 2011 | Constructing 130/30-portfolios with the Omega ratio In: Journal of Asset Management. [Full Text][Citation analysis] | article | 4 |
| 2010 | Optimization in financial engineering - an essay on good solutions and misplaced exactitude In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 2017 | Heuristics for Portfolio Selection In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team