Winfried Hallerbach : Citation Profile

Are you Winfried Hallerbach?

7

H index

5

i10 index

252

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 12
   Journals where Winfried Hallerbach has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha50
   Updated: 2024-11-08    RAS profile: 2021-12-30    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Winfried Hallerbach.

Is cited by:

Mavrotas, George (7)

Mattos, Fabio (5)

Utz, Sebastian (5)

Allen, David (4)

Pla-Santamaria, David (3)

Magni, Carlo Alberto (2)

Ogryczak, Wlodzimierz (2)

Ardia, David (2)

Cañal-Fernández, Verónica (2)

Marchioni, Andrea (2)

Ang, B.W. (2)

Cites to:

Fama, Eugene (8)

French, Kenneth (5)

Mitchell, Olivia (3)

Shleifer, Andrei (3)

Jensen, Michael (3)

Lusardi, Annamaria (3)

Keim, Donald (2)

Nijkamp, Peter (2)

Markowitz, Harry (2)

Sharpe, William (2)

Jorion, Philippe (2)

Main data

Where Winfried Hallerbach has published?

Journals with more than one article published# docs
European Journal of Operational Research3

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam10
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Winfried Hallerbach (2024 and 2023)

YearTitle of citing document
2023Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485.

Full description at Econpapers || Download paper

2024The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2023Innovative development strategy of a risk-averse firm considering product unreliability under competition. (2023). Li, Yanran ; Song, Dongping ; Zheng, Wei. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:172:y:2023:i:c:s1366554522003477.

Full description at Econpapers || Download paper

2023.

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2024Fuzzy Portfolio Selection Using Stochastic Correlation. (2024). Kim, Hyokil ; Ri, Gyongho ; Jo, Gumsong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10371-w.

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2023Multicriteria security evaluation: does it cost to be traditional?. (2023). Staikouras, Christos ; Giannakidis, Charis ; Lekkos, Ilias ; Xidonas, Panos. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-023-05212-w.

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2023A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting. (2023). Shah, Manan ; Vakharia, Aarya ; Doshi, Pavan ; Kurani, Akshit. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:1:d:10.1007_s40745-021-00344-x.

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2023Gambling for recovery? Exploring the riskiness of European insurers assets during the Covid-19 crisis 2020. (2023). Beyer, Marcel. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4623.

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Works by Winfried Hallerbach:

YearTitleTypeCited
2004Analysing Perceived Downside Risk: the Component Value-at-Risk Framework In: European Financial Management.
[Full Text][Citation analysis]		article5
2005An alternative decomposition of the Fisher index In: Economics Letters.
[Full Text][Citation analysis]		article4
2004An Alternative Decomposition Of The Fisher Index.(2004) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1999Variance vs downside risk: Is there really that much difference? In: European Journal of Operational Research.
[Full Text][Citation analysis]		article91
2004A framework for managing a portfolio of socially responsible investments In: European Journal of Operational Research.
[Full Text][Citation analysis]		article54
2002A Framework for Managing a Portfolio of Socially Responsible Investments.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1997Financial modelling: Where to go? With an illustration for portfolio management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article26
2004An Improved Estimator For Black-Scholes-Merton Implied Volatility In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper7
2002The Relevance of MCDM for Financial Decisions In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper16
2002A Broadband Vision of the DAX over Time In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper4
2003A Multidimensional Framework for Financial-Economic Decisions In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper8
2003The effects of decision flexibility in the hierarchical investment decision process In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2005A Relative View on Tracking Error In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2003Holding Period Return-Risk Modeling: Ambiguity in Estimation In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2003Holding Period Return-Risk Modeling: The Importance of Dividends In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2005Holding Period Return-Risk Modeling :The Importance of Dividends In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]		article0
2014Disentangling rebalancing return In: Journal of Asset Management.
[Full Text][Citation analysis]		article8
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
2016Active Portfolio Management with Conditional Tracking Error In: Bankers, Markets & Investors.
[Full Text][Citation analysis]		article2
2003Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2000Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1999Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
1999Decomposing Portfolio Value-at-Risk: A General Analysis In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper23
1999Duration & Dimension In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

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