Sebastian Utz : Citation Profile


Are you Sebastian Utz?

Universität St. Gallen

4

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 7
   Journals where Sebastian Utz has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/put11
   Updated: 2018-06-16    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 (3)

Allen, David (3)

Pla-Santamaria, David (2)

Wulandari, Febi (2)

Stephan, Andreas (2)

Schäfer, Dorothea (2)

Nguyen, Duc Khuong (1)

Bekiros, Stelios (1)

Lupu, Iulia (1)

Cites to:

Markowitz, Harry (4)

Hallerbach, Winfried (3)

Amihud, Yakov (3)

Spronk, Jaap (3)

Longstaff, Francis (2)

Zhang, Chendi (2)

Pla-Santamaria, David (2)

ter Horst, Jenke (2)

Derwall, Jeroen (2)

Stoll, Hans (2)

Ogryczak, Wlodzimierz (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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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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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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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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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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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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paper11
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: 11
article
2014Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds In: European Journal of Operational Research.
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article16
2015Tri-criterion modeling for constructing more-sustainable mutual funds In: European Journal of Operational Research.
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article6
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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article3
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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article0

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