Winfried Hallerbach : Citation Profile


Are you Winfried Hallerbach?

7

H index

5

i10 index

222

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 10
   Journals where Winfried Hallerbach has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (0.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha50
   Updated: 2022-10-01    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 (4)

Utz, Sebastian (4)

Pla-Santamaria, David (3)

Spronk, Jaap (3)

Tsionas, Mike (2)

Cañal-Fernández, Verónica (2)

Ogryczak, Wlodzimierz (2)

Allen, David (2)

Garcia, Philip (2)

Tasche, Dirk (2)

Cites to:

Fama, Eugene (8)

French, Kenneth (5)

Mitchell, Olivia (3)

Lusardi, Annamaria (3)

Keim, Donald (2)

Spronk, Jaap (2)

Vishny, Robert (2)

Jorion, Philippe (2)

Sharpe, William (2)

Markowitz, Harry (2)

hawawini, gabriel (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 (2022 and 2021)


YearTitle of citing document
2021Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088.

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2021The cross-sectional distribution of portfolio returns and applications. (2021). Cales, Ludovic ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2105.06573.

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2022Risk contributions of lambda quantiles. (2021). Pesenti, Silvana ; Peri, Ilaria ; Ince, Akif. In: Papers. RePEc:arx:papers:2106.14824.

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2021Sustainable finance and investment: Review and research agenda. (2021). Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3821-3838.

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2021Fractal statistical measure and portfolio model optimization under power-law distribution. (2021). Yan, Ruzhen ; Li, Jia ; Zhang, Linlin ; Wu, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001169.

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2021Attribution of changes in an intensity index. (2021). Meng, Bo ; Bi, Hui-Min ; Sun, Ke-Juan ; Xiao, Hao. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220322957.

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2022Financial performance index of IPO firms using VIKOR-CRITIC techniques. (2022). Kumaran, Sunitha . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005055.

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2022Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?. (2022). Aldana-Galindo, Julian R ; Malagon, Juliana ; Mantilla-Garcia, Daniel . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005286.

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2021.

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2021Real estate ETNs in strategic asset allocation. (2021). Steininger, Bertram I ; Sebastian, Steffen P. In: Working Paper Series. RePEc:hhs:kthrec:2021_008.

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2021.

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2021Evidence regarding external financing in manufacturing MSEs using partial least squares regression. (2021). Herteliu, Claudiu ; Ceptureanu, Sebastian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03291-2.

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2021Multi-criteria optimization in regression. (2021). Tsionas, Mike G. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-03990-9.

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2022Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models. (2022). Qi, Yue. In: Annals of Operations Research. RePEc:spr:annopr:v:311:y:2022:i:2:d:10.1007_s10479-020-03649-x.

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2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing. (2021). Gulzar, Saqib ; Zulfiqar, Noshaba. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00280-y.

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2022Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework. (2022). Selvaraju, N ; Mondal, Dipankar. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:44:y:2022:i:1:d:10.1007_s00291-021-00657-6.

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2021A comparison on particle swarm optimization and genetic algorithm performances in deriving the efficient frontier of stocks portfolios based on a mean?lower partial moment model. (2021). Pope, James ; Jasemi, Milad ; Hashemi, Leila ; Mahmoudi, Armin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5659-5665.

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Works by Winfried Hallerbach:


YearTitleTypeCited
2004Analysing Perceived Downside Risk: the Component Value?at?Risk Framework In: European Financial Management.
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article4
2005An alternative decomposition of the Fisher index In: Economics Letters.
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article4
2004An Alternative Decomposition Of The Fisher Index.(2004) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 4
paper
1999Variance vs downside risk: Is there really that much difference? In: European Journal of Operational Research.
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article81
2004A framework for managing a portfolio of socially responsible investments In: European Journal of Operational Research.
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article46
2002A Framework for Managing a Portfolio of Socially Responsible Investments.(2002) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 46
paper
1997Financial modelling: Where to go? With an illustration for portfolio management In: European Journal of Operational Research.
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article23
2004An Improved Estimator For Black-Scholes-Merton Implied Volatility In: ERIM Report Series Research in Management.
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paper7
2002The Relevance of MCDM for Financial Decisions In: ERIM Report Series Research in Management.
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paper11
2002A Broadband Vision of the DAX over Time In: ERIM Report Series Research in Management.
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paper4
2003A Multidimensional Framework for Financial-Economic Decisions In: ERIM Report Series Research in Management.
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paper8
2003The effects of decision flexibility in the hierarchical investment decision process In: ERIM Report Series Research in Management.
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paper0
2005A Relative View on Tracking Error In: ERIM Report Series Research in Management.
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paper0
2003Holding Period Return-Risk Modeling: Ambiguity in Estimation In: ERIM Report Series Research in Management.
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paper0
2003Holding Period Return-Risk Modeling: The Importance of Dividends In: ERIM Report Series Research in Management.
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paper0
2005Holding Period Return-Risk Modeling :The Importance of Dividends.(2005) In: Estudios de Economia Aplicada.
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This paper has another version. Agregated cites: 0
article
2014Disentangling rebalancing return In: Journal of Asset Management.
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article6
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article0
2016Active Portfolio Management with Conditional Tracking Error In: Bankers, Markets & Investors.
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article2
2003Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration In: Applied Financial Economics.
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article0
2000Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration.(2000) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
1999Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers.
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paper3
1999Decomposing Portfolio Value-at-Risk: A General Analysis In: Tinbergen Institute Discussion Papers.
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paper23
1999Duration & Dimension In: Tinbergen Institute Discussion Papers.
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paper0

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