Steven L. Beach : Citation Profile

University of Texas of the Permian Basin

2

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 1
   Journals where Steven L. Beach has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pbe320
   Updated: 2026-05-16    RAS profile: 2024-08-31    
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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 Steven L. Beach.

Is cited by:

Harris, Richard (2)

Kapetanios, George (1)

Lin, Peter (1)

ALLAJ, ERINDI (1)

Gil-Alana, Luis (1)

Pouliot, William (1)

Stephan, Andreas (1)

Stoja, Evarist (1)

Sahamkhadam, Maziar (1)

Munir, Qaiser (1)

Horvath, Lajos (1)

Cites to:

Harvey, Campbell (5)

Bollerslev, Tim (3)

Campbell, John (2)

makram, beljid (2)

Brooks, Robert (2)

Nazlioglu, Saban (2)

Boubaker, Adel (2)

Soytas, Ugur (2)

Kacperczyk, Marcin (2)

Managi, Shunsuke (2)

Galagedera, Don (2)

Main data

Where Steven L. Beach has published?

Recent works citing Steven L. Beach (2025 and 2024)

YearTitle of citing document
2025Latent Variable Estimation in Bayesian Black-Litterman Models. (2025). Hu, Jerry Yao-Chieh ; Lin, Peter ; Chiou, Paul W. In: Papers. RePEc:arx:papers:2505.02185.

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2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

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2024Impact of Water Management Policies on Volatility Transmission in the Energy Sector. (2024). Harrell, Katharine ; Gormus, Elif. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:175-:d:1381163.

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2025Portfolio Management Transformed: An Enhanced Black–Litterman Approach Integrating Asset Pricing Theory and Machine Learning. (2025). Lee, Jaewook ; Ko, Hyungjin. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-024-10760-9.

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2024ESG impact on oil and natural gas financialization through price transmission. (2024). Gormus, Elif ; Nazlioglu, Saban. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09669-8.

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Works by Steven L. Beach:

YearTitleTypeCited
2011Semivariance decomposition of country-level returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2006Federal Reserve Bank Policy and Influence of US Excessive Current Consumption on International Equity Returns In: American Journal of Business.
[Full Text][Citation analysis]		article0
2023Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds In: JRFM.
[Full Text][Citation analysis]		article2
2007An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article19

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