Sebastian Utz : Citation Profile


Are you Sebastian Utz?

Universität St. Gallen

5

H index

3

i10 index

56

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 9
   Journals where Sebastian Utz has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 3 (5.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/put11
   Updated: 2018-09-15    RAS profile: 2017-11-06    
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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 Sebastian Utz.

Is cited by:

McAleer, Michael (4)

Allen, David (3)

Pla-Santamaria, David (2)

Schäfer, Dorothea (2)

Markowitz, Harry (2)

Stephan, Andreas (2)

Wulandari, Febi (2)

Lupu, Iulia (1)

Nguyen, Duc Khuong (1)

Bekiros, Stelios (1)

mamatzakis, emmanuel (1)

Cites to:

Markowitz, Harry (4)

Hallerbach, Winfried (3)

Amihud, Yakov (3)

Spronk, Jaap (3)

ter Horst, Jenke (2)

Pla-Santamaria, David (2)

Zhang, Chendi (2)

Longstaff, Francis (2)

Renneboog, Luc (2)

Ogryczak, Wlodzimierz (2)

Campbell, John (2)

Main data


Where Sebastian Utz has published?


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

Recent works citing Sebastian Utz (2018 and 2017)


YearTitle of citing document
2018Liquidity Risk and Yield Spreads of Green Bonds. (2018). Wulandari, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1728.

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2018.

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2017Markowitz revisited: Social portfolio engineering. (2017). Gasser, Stephan M ; Weinmayer, Karl ; Rammerstorfer, Margarethe . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:3:p:1181-1190.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2018Dynamic safety first expected utility model. (2018). Chiu, Mei Choi ; Zhao, Jing ; Wong, Hoi Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:1:p:141-154.

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2017Investment decisions considering economic, environmental and social factors: An actors perspective for the electricity sector of Mexico. (2017). Jano-Ito, Marco A ; Crawford-Brown, Douglas . In: Energy. RePEc:eee:energy:v:121:y:2017:i:c:p:92-106.

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2017Hedonic evaluation of the SRI label of mutual funds using matching methodology. (2017). Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Alvarez-Otero, Susana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:213-227.

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2017The access of microfinance institutions to debt capital: An empirical investigation of microfinance investment vehicles. (2017). Dorfleitner, Gregor ; Renier, Noemie ; Rohe, Michaela . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:1-15.

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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Singh, A K ; Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:109055.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018Liquidity risk and yield spreads of green bonds. (2018). Wulandari, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea ; Wulandaria, Febi. In: Ratio Working Papers. RePEc:hhs:ratioi:0305.

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2017A new approach for optimizing responsible investments dependently on the initial wealth. (2017). Dorfleitner, Gregor ; Nguyen, Mai. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0011-x.

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2018A Bayesian dynamic model to test persistence in funds performance. (2018). mamatzakis, emmanuel ; Tsionas, Mike. In: Working Paper series. RePEc:rim:rimwps:18-23.

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2017An analytical derivation of the efficient surface in portfolio selection with three criteria. (2017). Qi, Yue ; Wimmer, Maximilian ; Steuer, Ralph E. In: Annals of Operations Research. RePEc:spr:annopr:v:251:y:2017:i:1:d:10.1007_s10479-015-1900-y.

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2018Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach. (2018). La Torre, D ; Mendivil, F. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2298-x.

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2018A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem. (2018). Liagkouras, K ; Metaxiotis, K. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2377-z.

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2018Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. (2018). Markowitz, Harry ; Wang, Ziwei ; Xu, GanLin ; Guerard, John B. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2380-4.

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2018A branch-and-cut technique to solve multiobjective integer quadratic programming problems. (2018). Ouail, Fatma Zohra ; Chergui, Mohamed El-Amine . In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-017-2698-6.

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2018On outperforming social-screening-indexing by multiple-objective portfolio selection. (2018). Qi, Yue. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-018-2921-0.

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2017A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170013.

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Works by Sebastian Utz:


YearTitleTypeCited
2011Safety first portfolio choice based on financial and sustainability returns In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper12
2012Safety first portfolio choice based on financial and sustainability returns.(2012) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 12
article
2014Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds In: European Journal of Operational Research.
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article19
2015Tri-criterion modeling for constructing more-sustainable mutual funds In: European Journal of Operational Research.
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article10
2014Profiling German-speaking socially responsible investors In: Qualitative Research in Financial Markets.
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article5
2012Is socially responsible investing just screening? Evidence from mutual funds In: SFB 649 Discussion Papers.
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paper0
2013Computing the Nondominated Surface in Tri-Criterion Portfolio Selection In: Operations Research.
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article7
2016German Mittelstand bonds: yield spreads and liquidity In: Journal of Business Economics.
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article2
2017Omega-CVaR portfolio optimization and its worst case analysis In: OR Spectrum: Quantitative Approaches in Management.
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article1

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