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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
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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
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A data-driven optimization heuristic for downside risk minimization
Gilli, Manfred (contributor); Kellezi, Evis (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370505
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Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred; Ke͏̈llezi, Evis; Pauletto, Giorgio - 2001
Persistent link: https://www.econbiz.de/10001592002
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Extreme value theory for tail-related risk measures
Gilli, Manfred; Ke͏̈llezi, Evis - 2000
Persistent link: https://www.econbiz.de/10001599884
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A heuristic approach to portfolio optimization
Gilli, Manfred; Ke͏̈llezi, Evis - 2000
Persistent link: https://www.econbiz.de/10001599885
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864
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The threshold accepting heuristic for index tracking
Gilli, Manfred; Ke͏̈llezi, Evis - In: Financial engineering, E-commerce and supply chain, (pp. 1-18). 2002
Persistent link: https://www.econbiz.de/10001746914
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Qualitative decomposition of the eigenvalue problem in a dynamic system
Garbely, Myriam - In: Journal of economic dynamics & control 15 (1991) 3, pp. 539-548
Persistent link: https://www.econbiz.de/10001105516
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Causal ordering and beyond
Gilli, Manfred - In: International economic review 33 (1992) 4, pp. 957-971
Persistent link: https://www.econbiz.de/10001133621