Citation profile for Alois Pichler

Alois Pichler : Citation Profile

Universität Wien

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   1 years (2012 - 2013). See details.
   Cites by year: 82
   Journals where Alois Pichler has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi285
   Updated: 2024-04-18    RAS profile: 2023-03-16
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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 Alois Pichler.

Is cited by:

Hautsch, Nikolaus (3)

Allen, David (3)

Powell, Robert (3)

Ammann, Manuel (2)

Voigt, Stefan (2)

Sokolovskyi, Dmytro (2)

Shigeta, Yuki (2)

Prigent, Jean-Luc (2)

Curran, Michael (2)

Tasca, Paolo (1)

Koumou, Nettey Boevi Gilles (1)

Cites to:

Ruszczynski, Andrzej (3)

Uppal, Raman (3)

Quaranta, Anna Grazia (1)

Tarashev, Nikola (1)

wang, tan (1)

Kahneman, Daniel (1)

Giamouridis, Daniel (1)

Thaler, Richard (1)

Tu, Jun (1)

Dentcheva, Darinka (1)

Jiang, Wei (1)

Main data

Where Alois Pichler has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	2

Recent works citing Alois Pichler (2024 and 2023)

Year	Title of citing document
2023	A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers \|\| Download paper
2023	Mean-Covariance Robust Risk Measurement. (2021). Filipovi, Damir ; Abadeh, Soroosh Shafieezadeh ; Nguyen, Viet Anh ; Kuhn, Daniel. In: Papers. RePEc:arx:papers:2112.09959. Full description at Econpapers \|\| Download paper
2024	The uniform diversification strategy is optimal for expected utility maximization under high model ambiguity. (2023). Wiesel, Johannes ; Carassus, Laurence. In: Papers. RePEc:arx:papers:2306.01503. Full description at Econpapers \|\| Download paper
2023	Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling. (2023). Ch, Georg. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1027-1039. Full description at Econpapers \|\| Download paper
2023	Coherent measure of portfolio risk. (2023). Ardakani, Omid. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005949. Full description at Econpapers \|\| Download paper
2023	Beating the market with a bad predictive model. (2023). Ir, Gustav ; Hubaek, Ondej. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:691-719. Full description at Econpapers \|\| Download paper
2023	Portfolio optimization with asset preselection using data envelopment analysis. (2023). Moriggia, Vittorio ; Lotfi, Farhad Hosseinzadeh ; Lozza, Sergio Ortobelli ; Hosseinzadeh, Mohammad Mehdi. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:1:d:10.1007_s10100-022-00808-2. Full description at Econpapers \|\| Download paper

Works by Alois Pichler:

Year	Title	Type	Cited
2012	Spectral Risk Measures, With Adaptions For Stochastic Optimization In: Papers. [Full Text][Citation analysis]	paper	0
2013	Uniqueness of Kusuoka Representations In: Papers. [Full Text][Citation analysis]	paper	5
2012	The 1/N investment strategy is optimal under high model ambiguity In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	77