Winfried Hallerbach : Citation Profile

7

H index

5

i10 index

266

Citations

RESEARCH PRODUCTION:

12

Articles

14

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 12
   Journals where Winfried Hallerbach has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 1 (0.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha50
   Updated: 2025-12-27    RAS profile: 2025-02-10    
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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 Winfried Hallerbach.

Is cited by:

Mavrotas, George (7)

Mattos, Fabio (5)

Utz, Sebastian (5)

Allen, David (4)

Pla-Santamaria, David (3)

Jamasb, Tooraj (2)

Staikouras, Christos (2)

Degiannakis, Stavros (2)

Tsionas, Mike (2)

Quiroga-Garcia, Raquel (2)

Sévi, Benoît (2)

Cites to:

Fama, Eugene (8)

French, Kenneth (5)

Shleifer, Andrei (3)

Jensen, Michael (3)

Lusardi, Annamaria (3)

Mitchell, Olivia (3)

Vishny, Robert (2)

Nijkamp, Peter (2)

Sharpe, William (2)

Markowitz, Harry (2)

Keim, Donald (2)

Main data

Where Winfried Hallerbach has published?

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

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam10
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Winfried Hallerbach (2025 and 2024)

YearTitle of citing document
2024Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272.

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2024To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.12150.

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2024PORTFOLIO OPTIMIZATION UNDER THE MEAN-SEMIVARIANCE BEHAVIORAL HYPOTHESIS. EMPIRICAL EVIDENCE OF THE DEPENDENCE BETWEEN OPTIMAL PORTFOLIO STRUCTURE AND ESG RISK SCORES. (2024). Vasile, Brtian. In: Management of Sustainable Development. RePEc:blg:msudev:v:16:y:2024:i:2:p:1-13:n:1.

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2025On the integration of multiple criteria decision aiding and forecasting: Does it create value in portfolio selection?. (2025). Samitas, Aristeidis ; Thomakos, Dimitris ; Xidonas, Panos. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:516-528.

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2025A novel sigma-Mu multiple criteria decision aiding approach for mutual funds portfolio selection. (2025). Dias, Luis ; Samitas, Aristeidis ; Xidonas, Panos. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:589-598.

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2025Sustainable optimal stock portfolios: What relationship between sustainability and performance?. (2025). Torricelli, Costanza ; Bertelli, Beatrice. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:323-340.

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2025Fifty years of multiple criteria decision analysis: From classical methods to robust ordinal regression. (2025). Wallenius, Jyrki ; Sowiski, Roman ; Greco, Salvatore. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:351-377.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Vafai, Nima ; Rakowski, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Portfolio optimisation using alternative risk measures. (2024). Szczygielski, Jan Jakub ; Lorimer, Douglas Austen ; van Schalkwyk, Cornelis Hendrik. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007888.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2025Aggregation of downside risk and portfolio selection. (2025). Wenzelburger, Jan ; Spanaus, Conrad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:119:y:2025:i:c:s0304406825000552.

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2024ESG integration in portfolio selection: A robust preference-based multicriteria approach. (2024). Tardella, Fabio ; Pla-Santamaria, David ; Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo. In: Operations Research Perspectives. RePEc:eee:oprepe:v:12:y:2024:i:c:s2214716024000095.

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2024On ESG Portfolio Construction: A Multi-Objective Optimization Approach. (2024). Xidonas, Panos ; Essner, Eric. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10327-6.

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2024Fuzzy Portfolio Selection Using Stochastic Correlation. (2024). Kim, Hyokil ; Ri, Gyongho ; Jo, Gumsong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10371-w.

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2024Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3.

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2025Resilience of green bonds in portfolio diversification: evidence from crisis periods. (2025). Singh, Vipul Kumar ; Kumar, Pawan ; Gupta, Maneesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-024-00393-w.

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2024Proposal of an innovative MCDA evaluation methodology: knowledge discovery through rank reversal, standard deviation, and relationship with stock return. (2024). Stevi, Eljko ; Elma, Orhan Emre ; Bayda, Mahmut. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00526-x.

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2024Mean–variance vs trend–risk portfolio selection. (2024). Tich, Toma ; Ortobelli, Sergio ; Nedla, David. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00660-x.

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2024Is investing in the renewable energy stock market both financially and ESG efficient? A COVID-19 pandemic analysis. (2024). Quiroga-Garcia, Raquel ; Arenas-Parra, Mar ; Bilbao-Terol, Celia. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00664-7.

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2024The economic incentive for risk taking in professional partnerships. (2024). Jennergren, Peter L. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-024-00737-1.

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Works by Winfried Hallerbach:

YearTitleTypeCited
2004Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework In: European Financial Management.
[Full Text][Citation analysis]		article5
2005An alternative decomposition of the Fisher index In: Economics Letters.
[Full Text][Citation analysis]		article4
2004An Alternative Decomposition Of The Fisher Index.(2004) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1999Variance vs downside risk: Is there really that much difference? In: European Journal of Operational Research.
[Full Text][Citation analysis]		article97
2004A framework for managing a portfolio of socially responsible investments In: European Journal of Operational Research.
[Full Text][Citation analysis]		article57
2002A Framework for Managing a Portfolio of Socially Responsible Investments.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
1997Financial modelling: Where to go? With an illustration for portfolio management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article28
2004An Improved Estimator For Black-Scholes-Merton Implied Volatility In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper7
2002The Relevance of MCDM for Financial Decisions In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper19
2002A Broadband Vision of the DAX over Time In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper4
2003A Multidimensional Framework for Financial-Economic Decisions In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper8
2003The effects of decision flexibility in the hierarchical investment decision process In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2005A Relative View on Tracking Error In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2003Holding Period Return-Risk Modeling: Ambiguity in Estimation In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2003Holding Period Return-Risk Modeling: The Importance of Dividends In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper0
2005Holding Period Return-Risk Modeling :The Importance of Dividends In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]		article0
2014Disentangling rebalancing return In: Journal of Asset Management.
[Full Text][Citation analysis]		article8
2018Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
2016Active Portfolio Management with Conditional Tracking Error In: Bankers, Markets & Investors.
[Full Text][Citation analysis]		article2
Decomposing portfolio value-at-risk: a general analysis In: Journal of Risk.
[Full Text][Citation analysis]		article23
1999Decomposing Portfolio Value-at-Risk: A General Analysis.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
A proof of the optimality of volatility weighting over time In: Journal of Investment Strategies.
[Full Text][Citation analysis]		article0
2003Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2000Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration.(2000) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1999Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
1999Duration & Dimension In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

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