Sebastian Utz : Citation Profile

Universität St. Gallen

6

H index

6

i10 index

226

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 37
   Journals where Sebastian Utz has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 5 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/put11
   Updated: 2026-01-17    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

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)

Torricelli, Costanza (4)

Drago, Carlo (4)

Mamatzakis, Emmanuel (3)

Schäfer, Dorothea (3)

Lagasio, Valentina (3)

Stephan, Andreas (3)

Jensen, Febi (3)

Pelizzon, Loriana (2)

Pasiouras, Fotios (2)

Cites to:

Markowitz, Harry (4)

Uppal, Raman (4)

Zhang, Chendi (4)

Hallerbach, Winfried (4)

ter Horst, Jenke (4)

Renneboog, Luc (4)

Amihud, Yakov (4)

Derwall, Jeroen (3)

Sharpe, William (2)

Longstaff, Francis (2)

Pla-Santamaria, David (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 (2025 and 2024)

YearTitle of citing document
2025ESG-coherent risk measures for sustainable investing. (2025). Dentcheva, Darinka ; Rachev, Svetlozar T ; Giacometti, Rosella ; Torri, Gabriele ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2309.05866.

Full description at Econpapers || Download paper

2024Investment motives and performance expectations of impact investors. (2024). Bachmann, Kremena ; Meyer, Julia ; Krauss, Annette. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000261.

Full description at Econpapers || Download paper

2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025ESG-integration investment strategy for TDFs with a multi-objective dynamic programming. (2025). Dong, Zhi-Long ; Liu, Wenling ; Jing, Kui ; Xu, Fengmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003497.

Full description at Econpapers || Download paper

2025Gender and ESG investing: Same behavior but different motivations. (2025). Harriet, Loic ; Assaf, Cynthia ; Monne, Jrme. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004144.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs. (2025). Mounir, Amine. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000303.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Is ESG investment rewarded or just doing good? Evidence from China. (2024). Zheng, Yihe ; Wang, Zhuo ; Shi, Chunpei ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007044.

Full description at Econpapers || Download paper

2024A Hierarchical Approach to a Tri-Objective Portfolio Optimization Problem Considering an ESG Index. (2024). Hernandez, Carlos Ignacio ; Moreno, Yeudiel Lara. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3145-:d:1494015.

Full description at Econpapers || Download paper

2024Analytical Shortcuts to Multiple-Objective Portfolio Optimization: Investigating the Non-Negativeness of Portfolio Weight Vectors of Equality-Constraint-Only Models and Implications for Capital Asset Pricing Models. (2024). Zhang, Yushu ; Huang, Jianing ; Qi, Yue ; Wang, Yue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3946-:d:1544301.

Full description at Econpapers || Download paper

2025Managing Risk Across Time: An Intertemporal Spectral Risk Measures Framework for Multi-Period Portfolio Optimization. (2025). Gao, Jianjun ; Jin, Chengneng. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1754-:d:1664014.

Full description at Econpapers || Download paper

2025Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm. (2025). Aprea, Imma Lory ; Bosi, Gianni ; Sbaiz, Gabriele ; Scognamiglio, Salvatore. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3308-:d:1773059.

Full description at Econpapers || Download paper

2024Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets. (2024). Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Nain, Md Zulquar ; Bhat, Javed Ahmad. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5340-:d:1420596.

Full description at Econpapers || Download paper

2025Unveiling the Nexus Between Use of AI-Enabled Robo-Advisors, Behavioural Intention and Sustainable Investment Decisions Using PLS-SEM. (2025). Mohapatra, Nargis ; Shekhar, Sameer ; Singh, Rubee ; Khan, Shahbaz ; Santos, Gilberto ; Carvalho, Sandro. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:3897-:d:1642786.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025An Empirical Study of Robust Mean-Variance Portfolios with Short Selling. (2025). Dhingra, Vrinda ; Gupta, S K. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10783-2.

Full description at Econpapers || Download paper

2024A Bayesian learning model of hedge fund performance. (2024). Mamatzakis, Emmanuel ; Tsionas, Mike G ; Patel, Pankaj C. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-023-05667-x.

Full description at Econpapers || Download paper

2024Mean-semivariance portfolio optimization using minimum average partial. (2024). Rigamonti, Andrea ; Luivjansk, Katarna. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04736-x.

Full description at Econpapers || Download paper

2024Robust optimization approaches for portfolio selection: a comparative analysis. (2024). Doumpos, Michalis ; Zopounidis, Constantin ; Georgantas, Antonios. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:3:d:10.1007_s10479-021-04177-y.

Full description at Econpapers || Download paper

2024Portfolio optimization for sustainable investments. (2024). Poddig, Thorsten ; Fieberg, Christian ; Varmaz, Armin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06189-w.

Full description at Econpapers || Download paper

2025An analytical derivation of properly efficient sets in multi-objective portfolio selection. (2025). Qi, Yue ; Steuer, Ralph E. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-024-05848-2.

Full description at Econpapers || Download paper

2025How do investor preferences on ESG score influence portfolio management? A Markov model for simulating risk-return expectations. (2025). Vergine, Salvatore. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:3:d:10.1007_s10479-025-06716-3.

Full description at Econpapers || Download paper

2025Importance of portfolio optimization in SRI and conventional pension funds. (2025). Alda, Mercedes. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00761-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Impact of ESG Rating on Portfolio Diversification Benefits Among US Fintech Stocks and Cryptocurrencies. (2025). Boujelbne, Mouna ; Gharbi, Oumayma. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00530-0.

Full description at Econpapers || Download paper

2025Investor Valuation for Socially Responsible Assets: A Willingness to Pay Experiment. (2025). Brodback, Daniel ; Pouget, Sbastien ; Wang, Ruichen ; Guenster, Nadja. In: TSE Working Papers. RePEc:tse:wpaper:131057.

Full description at Econpapers || Download paper

2025Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance. (2025). Corazza, Marco ; Barro, Diana ; Filograsso, Gianni. In: Working Papers. RePEc:ven:wpaper:2025:21.

Full description at Econpapers || Download paper

2024The integration of environmental, social and governance criteria in portfolio optimization: An empirical analysis. (2024). Ferrari, Pierpaolo ; Basile, Ignazio ; Abate, Guido. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2054-2065.

Full description at Econpapers || Download paper

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]		paper30
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: 30		article
2014Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article71
2015Tri-criterion modeling for constructing more-sustainable mutual funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article50
2014Profiling German-speaking socially responsible investors In: Qualitative Research in Financial Markets.
[Full Text][Citation analysis]		article17
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]		article38
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]		article14
2012Is socially responsible investing just screening? Evidence from mutual funds In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team