Alois Geyer

952 citations
29 papers · 630 indexed · h-index 12
Topics
Stochastic processes and financial applications (11 papers)Risk and Portfolio Optimization (7 papers)Financial Risk and Volatility Modeling (6 papers)

In The Last Decade

Alois Geyer

29 papers receiving 574 citations

Peers

Alois Geyer
Comparison fields: 5 of 66
  • Finance 405
  • Economics and Econometrics 167
  • General Economics, Econometrics and Finance 144
  • Management Science and Operations Research 141
  • Demography 95
Replace Michael Hanke with:
Michael Hanke Liechtenstein
Bruce I. Jacobs United States
Paul Weller United Kingdom
Ekkehart Schlicht Germany
Marcel Jansen Spain
John Evans United Kingdom
Jason Laws United Kingdom
Lawrence C. Rose New Zealand
Sanjiv Jaggia United States
E. Philip Howrey United States
Alois Geyer relative to Michael Hanke Liechtenstein Michael Hanke's profile →
Citations per field
00.5×1.5×2.1×
Michael Hanke · 1×
Citations per year

Countries citing papers authored by Alois Geyer

Since Specialization
Citations

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

Fields of papers citing papers by Alois Geyer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Alois Geyer

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

All Works

20 of 20 papers shown
#WorkIndexed citations
1 1
2 10
3 1
4 17
5 11
6 2
7 3
8
Scenario Trees, Arbitrage, and Multi-Asset ALM Models
1
9 20
10 56
11 7
12 147
13 86
14 49
15 15
16 10
17
A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure
6
18 14
19 8
20 2

About Alois Geyer

Alois Geyer is a scholar working on Finance, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 29 papers that have together received 630 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (11 papers), Risk and Portfolio Optimization (7 papers) and Financial Risk and Volatility Modeling (6 papers). The work is most often cited by research in Finance (405 citations), General Economics, Econometrics and Finance (144 citations) and Management Science and Operations Research (141 citations). Alois Geyer has collaborated with scholars based in Austria, Liechtenstein and Italy. Frequent co-authors include Stefan Pichler, Stephan Kossmeier, Michael Hanke, Alex Weissensteiner, William T. Ziemba, Alexander Muermann, Johannes Steyrer, Katarína Lučivjanská, Adrian Trapletti and Friedrich Leisch. Their work appears in journals such as European Journal of Operational Research, Biometrika and Operations Research.

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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