Alois Geyer

952 total citations
29 papers, 630 citations indexed

About

Alois Geyer is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Alois Geyer has authored 29 papers receiving a total of 630 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 11 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Alois Geyer's work include Stochastic processes and financial applications (11 papers), Risk and Portfolio Optimization (7 papers) and Financial Risk and Volatility Modeling (6 papers). Alois Geyer is often cited by papers focused on Stochastic processes and financial applications (11 papers), Risk and Portfolio Optimization (7 papers) and Financial Risk and Volatility Modeling (6 papers). Alois Geyer collaborates with scholars based in Austria, Liechtenstein and Italy. Alois Geyer's co-authors include Stefan Pichler, Stephan Kossmeier, Alex Weissensteiner, Michael Hanke, William T. Ziemba, Alexander Muermann, Johannes Steyrer, Katarína Lučivjanská, Friedrich Leisch and Udo Wagner and has published in prestigious journals such as European Journal of Operational Research, Biometrika and Operations Research.

In The Last Decade

Alois Geyer

29 papers receiving 574 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Alois Geyer Austria 12 405 167 144 141 95 29 630
Michael Hanke Liechtenstein 13 271 0.7× 221 1.3× 70 0.5× 134 1.0× 54 0.6× 52 478
Paul Weller United Kingdom 12 495 1.2× 474 2.8× 322 2.2× 236 1.7× 10 0.1× 40 829
Ryo Okui Japan 13 82 0.2× 285 1.7× 151 1.0× 107 0.8× 29 0.3× 43 685
Bruce I. Jacobs United States 17 697 1.7× 429 2.6× 80 0.6× 280 2.0× 38 0.4× 82 860
Alisdair McKay United States 14 244 0.6× 942 5.6× 567 3.9× 132 0.9× 14 0.1× 23 1.3k
Marcel Jansen Spain 12 159 0.4× 348 2.1× 98 0.7× 10 0.1× 44 0.5× 43 589
Jason Laws United Kingdom 16 262 0.6× 333 2.0× 86 0.6× 329 2.3× 7 0.1× 41 626
Pavlo R. Blavatskyy France 17 104 0.3× 558 3.3× 15 0.1× 292 2.1× 17 0.2× 85 887
Tomasz Strzalecki United States 14 226 0.6× 661 4.0× 112 0.8× 284 2.0× 23 0.2× 28 976
John Evans United Kingdom 9 453 1.1× 395 2.4× 128 0.9× 120 0.9× 5 0.1× 18 658

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
1.
Geyer, Alois & Katarína Lučivjanská. (2017). Practical Applications of The Black–Litterman Approach and Views from Predictive Regressions: Theory and Implementation. 4(3). 1.8–3. 1 indexed citations
2.
Geyer, Alois & Katarína Lučivjanská. (2016). The Black–Litterman Approach and Views from Predictive Regressions: Theory and Implementation. The Journal of Portfolio Management. 42(4). 38–48. 10 indexed citations
3.
Frenzel, Peter, Robert Schleip, & Alois Geyer. (2015). Responsiveness of the plantar fascia to vibration and/or stretch. Journal of Bodywork and Movement Therapies. 19(4). 670–670. 1 indexed citations
4.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2014). No-arbitrage bounds for financial scenarios. European Journal of Operational Research. 236(2). 657–663. 17 indexed citations
5.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters. 41(5). 494–498. 11 indexed citations
6.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2012). A Simplex Rotation Algorithm for the Factor Approach to Generate Financial Scenarios. SSRN Electronic Journal. 2 indexed citations
7.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2009). Scenario Trees, Arbitrage, and Multi-Asset ALM Models. SSRN Electronic Journal. 1 indexed citations
8.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2009). Life-cycle asset allocation and consumption using stochastic linear programming. The Journal of Computational Finance. 12(4). 29–50. 20 indexed citations
9.
Geyer, Alois & William T. Ziemba. (2008). The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Operations Research. 56(4). 797–810. 56 indexed citations
10.
Geyer, Alois, Michael Hanke, & Alex Weissensteiner. (2007). Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming. SSRN Electronic Journal. 7 indexed citations
11.
Geyer, Alois, Stephan Kossmeier, & Stefan Pichler. (2004). Measuring Systematic Risk in EMU Government Yield Spreads. European Finance Review. 8(2). 171–197. 147 indexed citations
12.
Geyer, Alois, et al.. (2003). Students' Evaluation of Teachers and Instructional Quality--Analysis of Relevant Factors Based on Empirical Evaluation Research. Assessment & Evaluation in Higher Education. 28(3). 229–238. 86 indexed citations
13.
Trapletti, Adrian, Alois Geyer, & Friedrich Leisch. (2002). Forecasting exchange rates using cointegration models and intra‐day data. Journal of Forecasting. 21(3). 151–166. 15 indexed citations
14.
Geyer, Alois, Stephan Kossmeier, & Stefan Pichler. (2001). Empirical Analysis of European Government Yield Spreads. SSRN Electronic Journal. 10 indexed citations
15.
Geyer, Alois. (2000). Implications of dependence in stock returns for asset allocation. Applied Financial Economics. 10(6). 623–633. 1 indexed citations
16.
Geyer, Alois & Stefan Pichler. (1999). A STATE‐SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX‐INGERSOLL‐ROSS MODELS OF THE TERM STRUCTURE. The Journal of Financial Research. 22(1). 107–130. 78 indexed citations
17.
Geyer, Alois & Stefan Pichler. (1998). A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure. WU Research. 6 indexed citations
18.
Geyer, Alois & Johannes Steyrer. (1998). Messung und Erfolgswirksamkeit transformationaler Führung. German Journal of Human Resource Management Zeitschrift für Personalforschung. 12(4). 377–401. 14 indexed citations
19.
Wagner, Udo & Alois Geyer. (1995). A maximum entropy method for inverting Laplace transforms of probability density functions. Biometrika. 82(4). 887–892. 8 indexed citations
20.
Geyer, Alois. (1994). Volatility estimates of the Vienna stock market. Applied Financial Economics. 4(6). 449–455. 6 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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