Alex Weissensteiner

602 total citations
63 papers, 380 citations indexed

About

Alex Weissensteiner is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Alex Weissensteiner has authored 63 papers receiving a total of 380 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 22 papers in Management Science and Operations Research and 20 papers in Economics and Econometrics. Recurrent topics in Alex Weissensteiner's work include Financial Markets and Investment Strategies (25 papers), Stochastic processes and financial applications (22 papers) and Risk and Portfolio Optimization (15 papers). Alex Weissensteiner is often cited by papers focused on Financial Markets and Investment Strategies (25 papers), Stochastic processes and financial applications (22 papers) and Risk and Portfolio Optimization (15 papers). Alex Weissensteiner collaborates with scholars based in Italy, Liechtenstein and Denmark. Alex Weissensteiner's co-authors include Michael Hanke, Alois Geyer, Rolf Poulsen, Robert Ferstl, Nicole Branger, Omri Ross, Katarína Lučivjanská, David Pisinger, Guenter Schamel and Thomas Dangl and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Alex Weissensteiner

52 papers receiving 362 citations

Peers

Alex Weissensteiner

FINAN

MSOR

ACCOU

DEMOG

Pieter Klaassen Netherlands

Andrea Consiglio Italy

Rudi Zagst Germany

Rosella Giacometti Italy

Vittorio Moriggia Italy

David Hobson Myers United States

Jean‐Luc Prigent France

Lee Price United Kingdom

Xue Dong He Hong Kong

Toshinao Yoshiba Japan

Pieter Klaassen Netherlands

Alex Weissensteiner

420 ×1.7

FINAN

189 ×1.2

138 ×1.0

MSOR

95 ×1.1

ACCOU

61 ×0.9

DEMOG

Citations per year, relative to Alex Weissensteiner Alex Weissensteiner (= 1×) peers Pieter Klaassen

Countries citing papers authored by Alex Weissensteiner

Since Specialization

Citations

This map shows the geographic impact of Alex Weissensteiner's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alex Weissensteiner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alex Weissensteiner more than expected).

Fields of papers citing papers by Alex Weissensteiner

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alex Weissensteiner. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alex Weissensteiner. The network helps show where Alex Weissensteiner may publish in the future.

Co-authorship network of co-authors of Alex Weissensteiner

This figure shows the co-authorship network connecting the top 25 collaborators of Alex Weissensteiner. A scholar is included among the top collaborators of Alex Weissensteiner based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alex Weissensteiner. Alex Weissensteiner is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Paterlini, Sandra, et al.. (2024). Smoothed semicovariance estimation for portfolio selection. Annals of Operations Research. 357(1). 565–604.

Weissensteiner, Alex, et al.. (2023). On the time‐varying relationship between coskewness and returns of banks. Review of Financial Economics. 42(1). 21–38. 2 indexed citations

Branger, Nicole, Michael Hanke, & Alex Weissensteiner. (2023). The information content of wheat derivatives regarding the Ukrainian war. Journal of Futures Markets. 44(3). 420–431. 3 indexed citations

Weissensteiner, Alex, et al.. (2022). Option-Implied Skewness and the Value of Financial Intermediaries. Journal of Financial Services Research. 64(2). 207–229.

Dangl, Thomas, Lorenzo Garlappi, & Alex Weissensteiner. (2022). Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows. SSRN Electronic Journal.

Hanke, Michael, et al.. (2022). On the Saving Behavior of European Households. SSRN Electronic Journal.

Hanke, Michael, et al.. (2022). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance. 23(1). 1–17. 5 indexed citations

Schamel, Guenter, et al.. (2021). The apple producers' choice between hail insurance and anti-hail nets. Agricultural Finance Review. 82(1). 20–48. 7 indexed citations

Weissensteiner, Alex, et al.. (2020). Asset allocation under predictability and parameter uncertainty using LASSO. Computational Management Science. 17(2). 179–201. 1 indexed citations

10.

Hanke, Michael, et al.. (2020). COVID-19 and market expectations: Evidence from option-implied densities. Economics Letters. 195. 109441–109441. 27 indexed citations

11.

Schamel, Guenter, et al.. (2019). Choice between Hail Insurance and Anti-Hail Nets of Apple Producers. SSRN Electronic Journal. 1 indexed citations

12.

Weissensteiner, Alex. (2018). Correlated noise: Why passive investment might improve market efficiency. Journal of Economic Behavior & Organization. 158. 158–172. 5 indexed citations

13.

Hanke, Michael, Rolf Poulsen, & Alex Weissensteiner. (2018). The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach. Quantitative Finance. 19(1). 1–11. 18 indexed citations

14.

Hanke, Michael, Spiridon Penev, W. K. Schief, & Alex Weissensteiner. (2017). Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. European Journal of Operational Research. 263(2). 510–523. 4 indexed citations

15.

Hanke, Michael, Rolf Poulsen, & Alex Weissensteiner. (2017). Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. SSRN Electronic Journal. 3 indexed citations

16.

Pisinger, David, et al.. (2016). Optimal retirement planning with a focus on single and joint life annuities. Quantitative Finance. 16(2). 275–295. 9 indexed citations

17.

Marinelli, Carlo & Alex Weissensteiner. (2013). On the Relation between Forecast Precision and Trading Profitability of Financial Analysts. SSRN Electronic Journal. 2 indexed citations

18.

Ferstl, Robert & Alex Weissensteiner. (2010). Cash management using multi-stage stochastic programming. View. 12 indexed citations

19.

Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2009). Scenario Trees, Arbitrage, and Multi-Asset ALM Models. SSRN Electronic Journal. 1 indexed citations

20.

Weissensteiner, Alex. (2009). A $Q$-Learning Approach to Derive Optimal Consumption and Investment Strategies. IEEE Transactions on Neural Networks. 20(8). 1234–1243. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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