Sebastian Utz : Citation Profile

Are you Sebastian Utz?

Universität St. Gallen

6

H index

6

i10 index

180

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 30
   Journals where Sebastian Utz has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 5 (2.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/put11
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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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:

Pla-Santamaria, David (5)

Allen, David (4)

Drago, Carlo (4)

Schäfer, Dorothea (3)

Stephan, Andreas (3)

Lagasio, Valentina (3)

Jensen, Febi (3)

Tsionas, Mike (2)

Gündüz, Yalin (2)

Arimura, Toshi (2)

mamatzakis, emmanuel (2)

Cites to:

ter Horst, Jenke (4)

Uppal, Raman (4)

Amihud, Yakov (4)

Hallerbach, Winfried (4)

Renneboog, Luc (4)

Markowitz, Harry (4)

Zhang, Chendi (4)

Derwall, Jeroen (3)

Campbell, John (2)

Ogryczak, Wlodzimierz (2)

Fabozzi, Frank (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 (2024 and 2023)

YearTitle of citing document
2023Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators. (2023). Drago, Carlo ; Russotto, Maria Lucetta ; di Nallo, Loris. In: FEEM Working Papers. RePEc:ags:feemwp:336986.

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2023Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485.

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2023Mean-variance hybrid portfolio optimization with quantile-based risk measure. (2023). Zhou, KE ; Gao, Jianjun ; Lin, YU ; Wu, Weiping. In: Papers. RePEc:arx:papers:2303.15830.

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2023ESG-coherent risk measures for sustainable investing. (2023). Lindquist, Brent W ; Rachev, Svetlozar T ; Dentcheva, Darinka ; Giacometti, Rosella ; Torri, Gabriele. In: Papers. RePEc:arx:papers:2309.05866.

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2023Shifting the Focus to Measurement: A Review of Socially Responsible Investing and Sustainability Indicators. (2023). Geissdoerfer, Martin ; Koenigsmarck, Markus. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136617.

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2023Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing. (2023). Utz, Sebastian ; Steuer, Ralph E. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:742-753.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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2024Willingness to take risks for sustainability during the COVID-19 pandemic. (2024). Meyer, Julia. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011686.

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2023Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372.

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2023Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis. (2023). Lee, Chi-Chuan ; Zhang, Jian ; Yu, Chin-Hsien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:99-109.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators. (2023). Drago, Carlo ; Russotto, Maria Lucetta ; di Nallo, Loris. In: Working Papers. RePEc:fem:femwpa:2023.13.

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2023Shifting the Focus to Measurement: A Review of Socially Responsible Investing and Sustainability Indicators. (2023). Geissdoerfer, Martin ; Koenigsmarck, Markus. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:984-:d:1025847.

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2023On solving parametric multiobjective quadratic programs with parameters in general locations. (2023). Wiecek, Margaret M ; Pangia, Andrew C. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-04975-y.

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2023Multicriteria security evaluation: does it cost to be traditional?. (2023). Staikouras, Christos ; Giannakidis, Charis ; Lekkos, Ilias ; Xidonas, Panos. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-023-05212-w.

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2023A bilevel approach to ESG multi-portfolio selection. (2023). Ricci, Jacopo Maria ; Merolla, Davide ; Lampariello, Lorenzo ; Cesarone, Francesco ; Sasso, Valerio Giuseppe ; Sagratella, Simone. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00458-y.

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2023Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. (2023). Tardella, Fabio ; Martino, Manuel L ; Cesarone, Francesco. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00719-x.

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2023Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory. (2023). Valentinuz, Giorgio ; Sbaiz, Gabriele ; Piccotto, Filippo ; Kaucic, Massimiliano. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:4:f:13_4_4.

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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.
[Full Text][Citation analysis]		paper27
2012Safety first portfolio choice based on financial and sustainability returns.(2012) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2014Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article52
2015Tri-criterion modeling for constructing more-sustainable mutual funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article37
2014Profiling German-speaking socially responsible investors In: Qualitative Research in Financial Markets.
[Full Text][Citation analysis]		article15
2012Is socially responsible investing just screening? Evidence from mutual funds In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Computing the Nondominated Surface in Tri-Criterion Portfolio Selection In: Operations Research.
[Full Text][Citation analysis]		article32
2016German Mittelstand bonds: yield spreads and liquidity In: Journal of Business Economics.
[Full Text][Citation analysis]		article6
2017Omega-CVaR portfolio optimization and its worst case analysis In: OR Spectrum: Quantitative Approaches in Management.
[Full Text][Citation analysis]		article11
In: .
[Full Text][Citation analysis]		paper0

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