Alois Pichler : Citation Profile

Universität Wien

2

H index

1

i10 index

94

Citations

RESEARCH PRODUCTION:

1

Articles

2

Papers

RESEARCH ACTIVITY:

   1 years (2012 - 2013). See details.
   Cites by year: 94
   Journals where Alois Pichler has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi285
   Updated: 2026-03-28    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)

Ammann, Manuel (2)

Sokolovskyi, Dmytro (2)

Curran, Michael (2)

Voigt, Stefan (2)

Lejeune, Miguel (2)

ben ameur, hachmi (2)

Prigent, Jean-Luc (2)

Cites to:

Uppal, Raman (3)

Ruszczynski, Andrzej (3)

Jiang, Wei (1)

Thaler, Richard (1)

Dana, Rose-Anne (1)

Wozabal, David (1)

Giamouridis, Daniel (1)

Huberman, Gur (1)

Kahneman, Daniel (1)

Zhou, Guofu (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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2025Is 1/N investment portfolio optimal under ambiguity?. (2025). Wang, Tan ; He, Nan. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004616.

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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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2025A novel approach to sustainable mean-variance portfolio optimization: Accounting for ESG-related uncertainty. (2025). Joubrel, Mathieu ; Mller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013145.

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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]		article89

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