Almira Biglova

581 total citations
14 papers, 369 citations indexed

About

Almira Biglova is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Almira Biglova has authored 14 papers receiving a total of 369 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 13 papers in Management Science and Operations Research and 6 papers in Economics and Econometrics. Recurrent topics in Almira Biglova's work include Risk and Portfolio Optimization (12 papers), Financial Markets and Investment Strategies (11 papers) and Stochastic processes and financial applications (7 papers). Almira Biglova is often cited by papers focused on Risk and Portfolio Optimization (12 papers), Financial Markets and Investment Strategies (11 papers) and Stochastic processes and financial applications (7 papers). Almira Biglova collaborates with scholars based in Italy, Germany and United States. Almira Biglova's co-authors include Sergio Ortobelli Lozza, Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, Svetlozar T. Rachev, Takashi Kanamura and Tommaso Lando and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Portfolio Management and International Journal of Theoretical and Applied Finance.

In The Last Decade

Almira Biglova

14 papers receiving 312 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Almira Biglova Italy 6 300 267 160 48 22 14 369
Valeri Zakamouline Norway 8 278 0.9× 130 0.5× 160 1.0× 30 0.6× 12 0.5× 17 341
Luisa Tibiletti Italy 9 271 0.9× 183 0.7× 180 1.1× 42 0.9× 39 1.8× 46 378
Yves Choueifaty 4 388 1.3× 217 0.8× 243 1.5× 41 0.9× 12 0.5× 5 451
Romain Deguest France 6 268 0.9× 322 1.2× 192 1.2× 37 0.8× 52 2.4× 18 434
Stefan R. Jaschke Germany 8 241 0.8× 152 0.6× 142 0.9× 48 1.0× 41 1.9× 21 338
Jörn Saß Germany 11 192 0.6× 106 0.4× 122 0.8× 18 0.4× 18 0.8× 43 261
Valeriy Zakamulin Norway 10 253 0.8× 110 0.4× 180 1.1× 50 1.0× 6 0.3× 60 329
Daniël Linders Belgium 10 267 0.9× 192 0.7× 213 1.3× 29 0.6× 59 2.7× 46 433
Yasuhiro Yamai Japan 7 403 1.3× 216 0.8× 282 1.8× 71 1.5× 34 1.5× 8 501

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
1.
Biglova, Almira, Sergio Ortobelli Lozza, & Frank J. Fabozzi. (2014). Portfolio selection in the presence of systemic risk. Journal of Asset Management. 15(5). 285–299. 19 indexed citations
2.
Lando, Tommaso, et al.. (2014). Optimal portfolio performance with exchange traded funds. DSpace VŠB-TUO (VŠB-TUO). 17(1). 5–12. 4 indexed citations
3.
Lozza, Sergio Ortobelli, Almira Biglova, Svetlozar T. Rachev, & Stoyan V. Stoyanov. (2010). Portfolio selection based on a simulated copula. 177–193. 12 indexed citations
4.
Stoyanov, Stoyan V., Svetlozar T. Rachev, Sergio Ortobelli Lozza, & Almira Biglova. (2010). A note on the impact of non linear reward and risk measures. 194–202. 2 indexed citations
5.
Biglova, Almira, Svetlozar T. Rachev, Stoyan V. Stoyanov, & Sergio Ortobelli Lozza. (2009). Analysis of the factors influencing momentum profits. 81–106. 3 indexed citations
6.
Biglova, Almira, Takashi Kanamura, Svetlozar T. Rachev, & Stoyan V. Stoyanov. (2008). Modeling, Risk Assessment and Portfolio Optimization of Energy Futures. SHILAP Revista de lepidopterología. 4 indexed citations
7.
Rachev, Svetlozar T., Sergio Ortobelli Lozza, Stoyan V. Stoyanov, Frank J. Fabozzi, & Almira Biglova. (2008). DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY. International Journal of Theoretical and Applied Finance. 11(1). 19–54. 78 indexed citations
8.
Biglova, Almira & Svetlozar T. Rachev. (2007). Portfolio Performance Attribution. SHILAP Revista de lepidopterología. 5 indexed citations
9.
Lozza, Sergio Ortobelli, Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi, & Almira Biglova. (2005). The proper use of the risk measures in the Portfolio Theory. International Journal of Theoretical and Applied Finance. 1107–1133. 7 indexed citations
10.
Biglova, Almira, et al.. (2005). Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria. SHILAP Revista de lepidopterología. 3 indexed citations
11.
Lozza, Sergio Ortobelli, Almira Biglova, Stoyan V. Stoyanov, Svetlozar T. Rachev, & Frank J. Fabozzi. (2005). A COMPARISON AMONG PERFORMANCE MEASURES IN PORTFOLIO THEORY. IFAC Proceedings Volumes. 38(1). 1–5. 2 indexed citations
12.
Lozza, Sergio Ortobelli, et al.. (2005). Portfolio selection with heavy tailed distributions. 353–376. 4 indexed citations
13.
Lozza, Sergio Ortobelli, Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi, & Almira Biglova. (2005). THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY. International Journal of Theoretical and Applied Finance. 8(8). 1107–1133. 42 indexed citations
14.
Biglova, Almira, Sergio Ortobelli Lozza, Svetlozar T. Rachev, & Stoyan V. Stoyanov. (2004). Different Approaches to Risk Estimation in Portfolio Theory. The Journal of Portfolio Management. 31(1). 103–112. 184 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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