Almira Biglova

581 citations
14 papers · 369 indexed · h-index 6
Topics
Risk and Portfolio Optimization (12 papers)Financial Markets and Investment Strategies (11 papers)Stochastic processes and financial applications (7 papers)

In The Last Decade

Almira Biglova

14 papers receiving 312 citations

Peers

Almira Biglova
Comparison fields: 5 of 30
  • Finance 300
  • Management Science and Operations Research 267
  • Economics and Econometrics 160
  • General Economics, Econometrics and Finance 48
  • Statistics and Probability 22
Replace Yves Choueifaty with:
Yves Choueifaty
Valeri Zakamouline Norway
Luisa Tibiletti Italy
Stefan R. Jaschke Germany
Jörn Saß Germany
Romain Deguest France
Pornchai Chunhachinda Thailand
Valeriy Zakamulin Norway
Frank Thomas Seifried Germany
Almira Biglova relative to Yves Choueifaty Yves Choueifaty's profile →
Citations per field
00.5×1.5×1.8×
Yves Choueifaty · 1×
Citations per year

Countries citing papers authored by Almira Biglova

Since Specialization
Citations

This map shows the geographic impact of Almira Biglova'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 Almira Biglova with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Almira Biglova more than expected).

Fields of papers citing papers by Almira Biglova

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Almira Biglova. 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 Almira Biglova. The network helps show where Almira Biglova may publish in the future.

Co-authorship network of co-authors of Almira Biglova

This figure shows the co-authorship network connecting the top 25 collaborators of Almira Biglova. A scholar is included among the top collaborators of Almira Biglova 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 Almira Biglova. Almira Biglova is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

14 of 14 papers shown
#WorkIndexed citations
1 19
2 4
3
Portfolio selection based on a simulated copula
12
4
A note on the impact of non linear reward and risk measures
2
5
Analysis of the factors influencing momentum profits
3
6
Modeling, Risk Assessment and Portfolio Optimization of Energy Futures
4
7 78
8
Portfolio Performance Attribution
5
9
Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria
3
10
The proper use of the risk measures in the Portfolio Theory
7
11 2
12
Portfolio selection with heavy tailed distributions
4
13 42
14 184

About Almira Biglova

Almira Biglova is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics, having authored 14 papers that have together received 369 indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (12 papers), Financial Markets and Investment Strategies (11 papers) and Stochastic processes and financial applications (7 papers). The work is most often cited by research in Finance (300 citations), Management Science and Operations Research (267 citations) and General Decision Sciences (11 citations). Almira Biglova has collaborated with scholars based in Italy, Germany and United States. Frequent co-authors include Sergio Ortobelli Lozza, Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, Svetlozar T. Rachev, Takashi Kanamura and Tommaso Lando. Their work appears in journals such as SHILAP Revista de lepidopterología, The Journal of Portfolio Management and International Journal of Theoretical and Applied Finance.

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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