David Wozabal : Citation Profile

Universität Wien

2

H index

2

i10 index

118

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 16
   Journals where David Wozabal has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwo178
   Updated: 2026-09-26    RAS profile: 2026-09-11    
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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 David Wozabal.

Is cited by:

Lejeune, Miguel (4)

Kaniovski (Kaniovskyi), Yuri (Yuriy) (3)

Boreiko, Dmitri (3)

Yermack, David (2)

Moresco, Marlon (2)

Vanduffel, Steven (2)

Prigent, Jean-Luc (2)

ben ameur, hachmi (2)

Fabozzi, Frank (2)

Djehiche, Boualem (1)

Pichler, Alois (1)

Cites to:

Gordy, Michael (1)

Varotto, Simone (1)

Perraudin, William (1)

Kaniovski (Kaniovskyi), Yuri (Yuriy) (1)

Artzner, Philippe (1)

Kiefer, Nicholas (1)

Lando, David (1)

Scaillet, Olivier (1)

Altman, Edward (1)

Main data

Where David Wozabal has published?

Recent works citing David Wozabal (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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2025Distributionally robust risk evaluation with a causality constraint and structural information. (2024). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

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2024A parametric approach to the estimation of convex risk functionals based on Wasserstein distance. (2024). Nendel, Max ; Sgarabottolo, Alessandro. In: Papers. RePEc:arx:papers:2210.14340.

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2024Uncertainty Propagation and Dynamic Robust Risk Measures. (2024). Pesenti, Silvana ; Moresco, Marlon ; Mailhot, M'Elina. In: Papers. RePEc:arx:papers:2308.12856.

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2025Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2311.11248.

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2024Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831.

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2024Discrete approximation of risk-based prices under volatility uncertainty. (2024). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Papers. RePEc:arx:papers:2411.00713.

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2026Model Ambiguity in Risk Sharing with Monotone Mean-Variance. (2025). Pesenti, Silvana M ; Jaimungal, Sebastian ; Kroell, Emma. In: Papers. RePEc:arx:papers:2504.02987.

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2026On data-driven robust distortion risk measures for non-negative risks with partial information. (2025). Hu, Yijun ; Wei, Linxiao ; Wang, Ran ; Han, Xiangyu. In: Papers. RePEc:arx:papers:2508.10682.

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2026Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections. (2025). Liu, Yang ; Blanchet, Jose ; Cheng, Jiayi. In: Papers. RePEc:arx:papers:2512.01408.

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2026Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence. (2026). Nguyen, Thai ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2603.20580.

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2025A parametric approach to the estimation of convex risk functionals based on Wasserstein distance. (2025). Sgarabottolo, Alessandro ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:724.

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2025Risk measures based on weak optimal transport. (2025). Sgarabottolo, Alessandro ; Nendel, Max ; Kupper, Michael. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:734.

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2025Discrete approximation of risk-based prices under volatility uncertainty. (2025). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:742.

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2024Robust distortion risk measures. (2024). Vanduffel, Steven ; Bernard, Carole ; Pesenti, Silvana M. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:774-818.

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2025Making distributionally robust portfolios feasible in high dimension. (2025). Shang, Han Lin ; Yang, Yanrong ; Wu, Ruike ; Zhu, Huanjun. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001721.

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2024Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. (2024). Peng, Shen ; Jiang, Jie. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:616-627.

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2024On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. (2024). Hsieh, Chung-Han. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:3:p:1129-1139.

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2024The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model. (2024). Vantaggi, Barbara ; Petturiti, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1029-1039.

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2025Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2025). Shen, Yang ; Dominic, Len Patrick. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:693-712.

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2026Distributionally robust optimization with generalized total variation ambiguity sets. (2026). Ji, Ran ; Fontem, Belleh. In: European Journal of Operational Research. RePEc:eee:ejores:v:328:y:2026:i:3:p:894-911.

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2025Distributionally robust tail bounds based on Wasserstein distance and f-divergence. (2025). Engelke, Sebastian ; Aigner, Maximilian ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500085x.

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2024Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach. (2024). Ma, Shoufeng ; Chen, Qingxin ; Zhu, Ning ; Li, Hongming. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:184:y:2024:i:c:s136655452400067x.

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2026Cost allocation in a robust two-stage resource allocation game: Fairness and robustness. (2026). Wang, Menghang ; Liu, Lindong ; Lu, Lan ; Wu, Jie. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:207:y:2026:i:c:s1366554525006556.

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2025Data-Driven Reliable Facility Location Design. (2025). Shen, Zuo-Jun Max ; Xue, Mengying. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:8:p:7182-7199.

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2025Uncertainty Propagation and Dynamic Robust Risk Measures. (2025). Moresco, Marlon ; Pesenti, Silvana M ; Mailhot, Mlina. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:3:p:1939-1964.

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2024Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls. (2024). Chen, Zhi ; Wiesemann, Wolfram ; Kuhn, Daniel. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:1:p:410-424.

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2025Robustifying Conditional Portfolio Decisions via Optimal Transport. (2025). Ye, Yinyu ; Nguyen, Viet Anh ; Wang, Shanshan ; Blanchet, Jos ; Zhang, Fan ; Delage, Erick. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:5:p:2801-2829.

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2024Regularized distributionally robust optimization with application to the index tracking problem. (2024). Penev, Spiridon ; Li, Guoyin ; Zhao, Leyang. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-023-05726-3.

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2025Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity. (2025). Wiesel, Johannes ; Carassus, Laurence. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00558-4.

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Works by David Wozabal:

YearTitleTypeCited
2014A Coupled Markov Chain Approach to Credit Risk Modeling In: Papers.
[Full Text][Citation analysis]		paper10
2007Ambiguity in portfolio selection In: Quantitative Finance.
[Full Text][Citation analysis]		article108

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