Enrico Schumann

about me

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name
Enrico Schumann
institution
Université de Genève
year of birth
1978
nationality
German
contact
es [ AT ] enricoschumann [ FULL STOP ] net

research interests

portfolio optimisation, computationally-intensive methods in statistics and econometrics, numerical methods in finance, mechanical trading strategies

current activities

working papers/technical reports

wiki articles

An Empirical Analysis of Alternative Portfolio Selection Criteria
Calibrating Option Pricing Models with Heuristics
Constructing Long/Short Portfolios with the Omega Ratio
Portfolio Optimisation in a Distributed Computing Environment

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