Alois Pichler : Citation Profile

Universität Wien

2

H index

1

i10 index

92

Citations

RESEARCH PRODUCTION:

1

Articles

2

Papers

RESEARCH ACTIVITY:

   1 years (2012 - 2013). See details.
   Cites by year: 92
   Journals where Alois Pichler has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi285
   Updated: 2026-01-17    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 Alois Pichler.

Is cited by:

Hautsch, Nikolaus (3)

Powell, Robert (3)

Allen, David (3)

Righi, Marcelo (3)

Voigt, Stefan (2)

Curran, Michael (2)

Sokolovskyi, Dmytro (2)

Shigeta, Yuki (2)

Prigent, Jean-Luc (2)

Lejeune, Miguel (2)

Ammann, Manuel (2)

Cites to:

Uppal, Raman (3)

Ruszczynski, Andrzej (3)

Quaranta, Anna Grazia (1)

Zhou, Guofu (1)

Jagannathan, Ravi (1)

Giamouridis, Daniel (1)

Jouini, Elyès (1)

Tarashev, Nikola (1)

Huberman, Gur (1)

Dana, Rose-Anne (1)

Shapiro, Alexander (1)

Main data

Where Alois Pichler has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Alois Pichler (2025 and 2024)

YearTitle of citing document
2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2025Mean-Covariance Robust Risk Measurement. (2023). Nguyen, Viet Anh ; Abadeh, Soroosh Shafieezadeh ; Kuhn, Daniel ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2112.09959.

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2024Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity. (2024). Carassus, Laurence ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2306.01503.

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2025A note on robust convex risk measures. (2025). Righi, Marcelo. In: Papers. RePEc:arx:papers:2406.12999.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2025Robust algorithmic trading in a generalized lattice market. (2025). Hsieh, Chung-Han ; Wang, Xin-Yu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000491.

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2024Risk reduction and portfolio optimization using clustering methods. (2024). Thos, Anna-Katharina ; Sass, Jorn. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:1-16.

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2024Worst-case higher moment risk measure: Addressing distributional shifts and procyclicality. (2024). Quiceno, Nancy ; Gomez, Fabio ; Castro-Iragorri, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400610x.

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2024The equally weighted portfolio still remains a challenging benchmark. (2024). Uberti, Pierpaolo ; Gelmini, Matteo. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000489.

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2025Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework. (2025). Nedla, David ; Lozza, Sergio Ortobelli ; Tich, Tom. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10541-w.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2025Mesoscopic structure of the stock market and portfolio optimization. (2025). Zema, Sebastiano Michele ; Garlaschelli, Diego ; Squartini, Tiziano ; Fagiolo, Giorgio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00426-y.

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Works by Alois Pichler:

YearTitleTypeCited
2012Spectral Risk Measures, With Adaptions For Stochastic Optimization In: Papers.
[Full Text][Citation analysis]		paper0
2013Uniqueness of Kusuoka Representations In: Papers.
[Full Text][Citation analysis]		paper5
2012The 1/N investment strategy is optimal under high model ambiguity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article87

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