Raoul Pietersz : Citation Profile


Are you Raoul Pietersz?

Erasmus Universiteit Rotterdam
Erasmus Universiteit Rotterdam

4

H index

2

i10 index

37

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

RESEARCH ACTIVITY:

   3 years (2003 - 2006). See details.
   Cites by year: 12
   Journals where Raoul Pietersz has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (13.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi79
   Updated: 2019-12-07    RAS profile: 2010-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Pelsser, Antoon (6)

Mishra, Sudhanshu (5)

Scaillet, Olivier (3)

Galluccio, Stefano (3)

Joshi, Mark (2)

Fries, Christian (1)

Hochreiter, Ronald (1)

Bouev, Maxim (1)

Bolte, Jérôme (1)

Groenen, Patrick (1)

Cites to:

Pelsser, Antoon (5)

Sandmann, Klaus (4)

Groenen, Patrick (4)

Jamshidian, Farshid (4)

de Jong, Frank (2)

Joshi, Mark (2)

Driessen, Joost (2)

Galluccio, Stefano (2)

Longstaff, Francis (2)

Scaillet, Olivier (1)

Merener, Nicolas (1)

Main data


Where Raoul Pietersz has published?


Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany6
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 Rotterdam3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Raoul Pietersz (2018 and 2017)


YearTitle of citing document
2017A Riemannian conjugate gradient method for optimization on the Stiefel manifold. (2017). Zhu, Xiaojing. In: Computational Optimization and Applications. RePEc:spr:coopap:v:67:y:2017:i:1:d:10.1007_s10589-016-9883-4.

Full description at Econpapers || Download paper

2018Equivalent Lipschitz surrogates for zero-norm and rank optimization problems. (2018). Liu, Yulan ; Pan, Shaohua ; Bi, Shujun. In: Journal of Global Optimization. RePEc:spr:jglopt:v:72:y:2018:i:4:d:10.1007_s10898-018-0675-5.

Full description at Econpapers || Download paper

2017CLASSIFICATION OF TWO- AND THREE-FACTOR TIME-HOMOGENEOUS SEPARABLE LMMs. (2017). Gogala, Jaka ; Kennedy, Joanne E. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s0219024917500212.

Full description at Econpapers || Download paper

Works by Raoul Pietersz:


YearTitleTypeCited
2004Rank reduction of correlation matrices by majorization In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper12
2005Rank Reduction of Correlation Matrices by Majorization.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003Risk managing bermudan swaptions in the libor BGM model In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2005Risk Managing Bermudan Swaptions in the Libor BGM Model.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Generic Market Models In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
paper6
2006Generic market models.(2006) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2005Generic Market Models.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005A Comparison of Single Factor Markov-Functional and Multi Factor Market Models In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
paper0
2005A Comparison of Single Factor Markov-functional and Multi Factor Market Models.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Efficient Rank Reduction of Correlation Matrices In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
paper11
2005Efficient Rank Reduction of Correlation Matrices.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2005Fast drift approximated pricing in the BGM model In: Finance.
[Full Text][Citation analysis]
paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team