Sebastian Utz : Citation Profile


Are you Sebastian Utz?

Universität St. Gallen

5

H index

3

i10 index

62

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 10
   Journals where Sebastian Utz has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 4 (6.06 %)

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   Permalink: http://citec.repec.org/put11
   Updated: 2018-12-08    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 (5)

Allen, David (3)

Wulandari, Febi (2)

Schäfer, Dorothea (2)

Stephan, Andreas (2)

Pla-Santamaria, David (2)

Markowitz, Harry (2)

Nguyen, Duc Khuong (1)

Lupu, Iulia (1)

Bekiros, Stelios (1)

mamatzakis, emmanuel (1)

Cites to:

Markowitz, Harry (4)

Hallerbach, Winfried (3)

Zhang, Chendi (3)

Renneboog, Luc (3)

Amihud, Yakov (3)

ter Horst, Jenke (3)

Spronk, Jaap (3)

Pla-Santamaria, David (2)

Ogryczak, Wlodzimierz (2)

Longstaff, Francis (2)

Stoll, Hans (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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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2018Index tracking model, downside risk and non-parametric kernel estimation. (2018). Huang, Jinbo ; Yao, Haixiang ; Li, Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:103-128.

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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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2019An a posteriori decision support methodology for solving the multi-criteria supplier selection problem. (2019). Kellner, Florian ; Utz, Sebastian ; Lienland, Bernhard . In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:505-522.

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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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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Singh, Abhay K ; Allen, David E. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1818.

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2018Lighting up the dark: Liquidity in the German corporate bond market. (2018). Gunduz, Yalin ; Subrahmanyam, Marti G ; Schneider, Michael ; Pelizzon, Loriana ; Ottonello, Giorgio. In: SAFE Working Paper Series. RePEc:zbw:safewp:230.

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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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article20
2015Tri-criterion modeling for constructing more-sustainable mutual funds In: European Journal of Operational Research.
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article12
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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article9
2016German Mittelstand bonds: yield spreads and liquidity In: Journal of Business Economics.
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article3
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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