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Gilli, Manfred Maringer, Dietmar G. Hieronymi, Ottó Lo Cascio, Martino Alleva, Giorgio Guarini, Renato Carbonaro, Isabella Gabus, André Garau, Giorgio Hawthorne, Alexander Kukorelly, Pàl López, Ana M. Pulido San Román, Antonio Sallin-Kornberg, Eugénie All co-authors optimisation models methods heuristics portfolio selection heuristik reward finance heuristic performance particular returns explained problems numerical market pricing alternative cases standard ratio revisited optimization financial
Composed mathematische optimierung mathematical programming portfolio selection portfolio management risk reward numerical methods pricing models reward ratio ratio optimisation optimisation revisited methods optimization optimization finance heuristic optimisation optimisation financial financial modelling optimisation heuristics study empirical empirical performance performance alternative alternative risk reward specifications specifications portfolio selection particular particular look look models models account account asymmetry asymmetry returns returns treat treat losses losses gains gains differently differently tests tests dataset dataset german german equities equities portfolios portfolios constructed constructed help help models
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Enrico Schumann Dr. Biblio: Tätig bei VIP Value Investment Professionals AG, Zug, Switzerland
Profession Economist
Affiliations Universität Basel
Publishing years Series Research paper series / Swiss Finance Institute (1) Fondamenti di scienze sociali non convenzionali (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
