Similar Search Results - EconBiz

Using catastrophe-linked securities to diversify insurance risk : a financial analysis of cat bonds

Loubergé, Henri; Kellezi, Evis; Gilli, Manfred - 1999

Persistent link: https://www.econbiz.de/10001350637

The Threshold Accepting Heuristic for Index Tracking

Gilli, Manfred; Kellezi, Evis - 2008

We investigate the performance of the threshold accepting heuristic for the index tracking problem. The index tracking problem consists in minimizing the tracking error between a portfolio and a benchmark. The objective is to replicate the performance of a given index upon the condition that the...

Persistent link: https://www.econbiz.de/10014211946

A data-driven optimization heuristic for downside risk minimization

Gilli, Manfred (contributor); Kellezi, Evis (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003370505

Solving finite difference schemes arising in trivariate option pricing

Gilli, Manfred - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1499-1515

Persistent link: https://www.econbiz.de/10001668434

Sparse direct methods for model simulation

Gilli, Manfred; Pauletto, Giorgio - 1995

Persistent link: https://www.econbiz.de/10000913343

High performance computing in economics : SP1 for macroeconomic model simulation

Gilli, Manfred; Pauletto, Giorgio - 1994

Persistent link: https://www.econbiz.de/10000906384

Sparse direct methods for model simulation

Gilli, Manfred - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1093-1111

Persistent link: https://www.econbiz.de/10001335977

Krylov methods for solving models with forward-looking variables

Gilli, Manfred - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1275-1289

Persistent link: https://www.econbiz.de/10001250765

Matchings, covers, and Jacobian matrices

Gilli, Manfred - In: Journal of economic dynamics & control 20 (1996) 9, pp. 1541-1556

Persistent link: https://www.econbiz.de/10001209470

Causal ordering and beyond

Gilli, Manfred - In: International economic review 33 (1992) 4, pp. 957-971

Persistent link: https://www.econbiz.de/10001133621

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