Citation profile for Raoul Pietersz

Raoul Pietersz : Citation Profile

Erasmus Universiteit Rotterdam
Erasmus Universiteit Rotterdam

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2003 - 2010). See details.
   Cites by year: 4
   Journals where Raoul Pietersz has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 8 (19.51 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi79
   Updated: 2024-11-04    RAS profile: 2020-02-17
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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 Raoul Pietersz.

Is cited by:

Mishra, Sudhanshu (5)

Galluccio, Stefano (3)

Scaillet, Olivier (3)

Joshi, Mark (2)

Soubeyran, Antoine (1)

Bolte, Jérôme (1)

Hochreiter, Ronald (1)

Pelsser, Antoon (1)

Fries, Christian (1)

Cites to:

Pelsser, Antoon (5)

Jamshidian, Farshid (4)

Groenen, Patrick (4)

Sandmann, Klaus (4)

Driessen, Joost (2)

Joshi, Mark (2)

de Jong, Frank (2)

Longstaff, Francis (2)

Jarrow, Robert (1)

Merener, Nicolas (1)

Scaillet, Olivier (1)

Main data

Where Raoul Pietersz has published?

Working Papers Series with more than one paper published	# docs
Finance / University Library of Munich, Germany	6
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 Rotterdam	3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	2

Recent works citing Raoul Pietersz (2024 and 2023)

Year	Title of citing document
2023	. Full description at Econpapers \|\| Download paper
2023	Calmness of partial perturbation to composite rank constraint systems and its applications. (2023). Liu, Yulan ; Pan, Shaohua ; Qian, Yitian. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:4:d:10.1007_s10898-022-01239-8. Full description at Econpapers \|\| Download paper

Works by Raoul Pietersz:

Year	Title	Type	Cited
2004	Rank reduction of correlation matrices by majorization In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	13
2004	Rank reduction of correlation matrices by majorization.(2004) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13	article
2005	Rank Reduction of Correlation Matrices by Majorization.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13	paper
2003	Risk managing bermudan swaptions in the libor BGM model In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
2005	Risk Managing Bermudan Swaptions in the Libor BGM Model.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2005	Generic Market Models In: ERIM Report Series Research in Management. [Full Text][Citation analysis]	paper	5
2006	Generic market models.(2006) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2005	Generic Market Models.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2005	A Comparison of Single Factor Markov-Functional and Multi Factor Market Models In: ERIM Report Series Research in Management. [Full Text][Citation analysis]	paper	0
2010	A comparison of single factor Markov-functional and multi factor market models.(2010) In: Review of Derivatives Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2005	A Comparison of Single Factor Markov-functional and Multi Factor Market Models.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2005	Efficient Rank Reduction of Correlation Matrices In: ERIM Report Series Research in Management. [Full Text][Citation analysis]	paper	9
2005	Efficient Rank Reduction of Correlation Matrices.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2005	Fast drift approximated pricing in the BGM model In: Finance. [Full Text][Citation analysis]	paper	6