Andrew E. B. Lim

2.6k total citations · 1 hit paper
53 papers, 1.7k citations indexed

About

Andrew E. B. Lim is a scholar working on Finance, Management Science and Operations Research and Control and Systems Engineering. According to data from OpenAlex, Andrew E. B. Lim has authored 53 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 20 papers in Management Science and Operations Research and 17 papers in Control and Systems Engineering. Recurrent topics in Andrew E. B. Lim's work include Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (17 papers) and Advanced Control Systems Optimization (10 papers). Andrew E. B. Lim is often cited by papers focused on Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (17 papers) and Advanced Control Systems Optimization (10 papers). Andrew E. B. Lim collaborates with scholars based in United States, Singapore and Australia. Andrew E. B. Lim's co-authors include Xun Yu Zhou, J. George Shanthikumar, Xun Li, Noureddine El Karoui, Gah‐Yi Ban, J.B. Moore, Michael Jong Kim, Tsan‐Ming Choi, Sunil Tiwari and Pankaj Sharma and has published in prestigious journals such as IEEE Transactions on Automatic Control, Management Science and Automatica.

In The Last Decade

Andrew E. B. Lim

49 papers receiving 1.6k citations

Hit Papers

Blockchain and third-party logistics for global supply ch... 2023 2026 2024 2025 2023 25 50 75
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Blockchain and third-party logistics for global supply chain operations: Stakeholders’ perspectives and decision roadmap
    2023 85 citations Andrew E. B. Lim et al. profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Andrew E. B. Lim United States 20 949 791 361 338 218 53 1.7k
Tomasz R. Bielecki United States 24 1.8k 1.9× 554 0.7× 603 1.7× 326 1.0× 93 0.4× 89 2.4k
Shushang Zhu China 16 593 0.6× 1.0k 1.3× 314 0.9× 116 0.3× 215 1.0× 39 1.3k
Nicole Bäuerle Germany 21 799 0.8× 899 1.1× 539 1.5× 418 1.2× 116 0.5× 83 1.7k
Anja De Waegenaere Netherlands 17 149 0.2× 566 0.7× 554 1.5× 365 1.1× 125 0.6× 72 1.4k
Carlo Acerbi Germany 6 1.2k 1.3× 1.4k 1.8× 872 2.4× 236 0.7× 55 0.3× 7 2.0k
José Blanchet United States 18 350 0.4× 828 1.0× 121 0.3× 178 0.5× 71 0.3× 158 1.5k
Ulrich Rieder Germany 14 403 0.4× 418 0.5× 302 0.8× 127 0.4× 136 0.6× 43 996
Alexei A. Gaivoronski Norway 14 292 0.3× 535 0.7× 170 0.5× 47 0.1× 115 0.5× 59 895
Tak Kuen Siu Australia 31 2.6k 2.8× 968 1.2× 1.4k 3.7× 1.4k 4.1× 77 0.4× 228 3.6k
Karthik Natarajan Singapore 18 167 0.2× 727 0.9× 216 0.6× 51 0.2× 226 1.0× 50 1.2k

Countries citing papers authored by Andrew E. B. Lim

Since Specialization
Citations

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

Fields of papers citing papers by Andrew E. B. Lim

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrew E. B. Lim. 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 Andrew E. B. Lim. The network helps show where Andrew E. B. Lim may publish in the future.

Co-authorship network of co-authors of Andrew E. B. Lim

This figure shows the co-authorship network connecting the top 25 collaborators of Andrew E. B. Lim. A scholar is included among the top collaborators of Andrew E. B. Lim 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 Andrew E. B. Lim. Andrew E. B. Lim 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.
Lim, Andrew E. B., et al.. (2024). Estimating policy effects in a social network with independent set sampling. Social Networks. 81. 17–30.
2.
Lim, Andrew E. B., et al.. (2020). A Generalized Black–Litterman Model. Operations Research. 10 indexed citations
3.
Gotoh, Jun‐ya, Michael Jong Kim, & Andrew E. B. Lim. (2018). Robust empirical optimization is almost the same as mean–variance optimization. Operations Research Letters. 46(4). 448–452. 42 indexed citations
4.
Ban, Gah‐Yi, Noureddine El Karoui, & Andrew E. B. Lim. (2016). Machine Learning and Portfolio Optimization. Management Science. 64(3). 1136–1154. 168 indexed citations
5.
Kim, Michael Jong & Andrew E. B. Lim. (2015). Robust Multiarmed Bandit Problems. Management Science. 62(1). 264–285. 30 indexed citations
6.
Haugh, Martin B. & Andrew E. B. Lim. (2012). Linear–quadratic control and information relaxations. Operations Research Letters. 40(6). 521–528. 14 indexed citations
7.
Karoui, Noureddine El, et al.. (2011). Estimation error reduction in portfolio optimization with Conditional Value-at-Risk. arXiv (Cornell University).
8.
Lim, Andrew E. B., et al.. (2011). Dynamic portfolio choice with market impact costs. 3. 6413–6420. 2 indexed citations
9.
Lim, Andrew E. B., et al.. (2011). Decentralized control of a multi-agent stochastic dynamic resource allocation problem. 44. 6400–6406. 6 indexed citations
10.
Li, Peng, Andrew E. B. Lim, & J. George Shanthikumar. (2010). Optimal risk transfer for agents with germs. Insurance Mathematics and Economics. 47(1). 1–12. 3 indexed citations
11.
Lim, Andrew E. B., et al.. (2009). Technical Appendix: Robust Asset Allocation with Benchmarked Objectives. SSRN Electronic Journal. 1 indexed citations
12.
Lim, Andrew E. B. & J. George Shanthikumar. (2007). Relative Entropy, Exponential Utility, and Robust Dynamic Pricing. Operations Research. 55(2). 198–214. 130 indexed citations
13.
Lim, Andrew E. B.. (2005). Mean-Variance Hedging When There Are Jumps. SIAM Journal on Control and Optimization. 44(5). 1893–1922. 55 indexed citations
14.
Lim, Andrew E. B.. (2004). Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market. Mathematics of Operations Research. 29(1). 132–161. 110 indexed citations
15.
Lim, Andrew E. B. & Zhou Xu. (2003). A fixed-length subset genetic algorithm for the p-median problem. Lecture notes in computer science. 2724. 1596–1597. 2 indexed citations
16.
Lim, Andrew E. B. & Xun Zhou. (2003). Mean-variance portfolio selection via LQ optimal control. Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228). 5. 4553–4558. 1 indexed citations
17.
Lim, Andrew E. B. & Vikram Krishnamurthy. (2002). Risk-sensitive sensor scheduling for discrete-time nonlinear systems. 2. 1859–1864. 4 indexed citations
18.
Lim, Andrew E. B. & J.B. Moore. (2002). A quasi-separation theorem for LQG optimal control with IQ constraints. 2. 994–999. 1 indexed citations
19.
Lim, Andrew E. B. & Xun Yu Zhou. (1999). Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights. IEEE Transactions on Automatic Control. 44(7). 1359–1369. 65 indexed citations
20.
Moore, J.B., Xun Yu Zhou, & Andrew E. B. Lim. (1999). Discrete time LQG controls with control dependent noise. Systems & Control Letters. 36(3). 199–206. 36 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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Breakdown of academic impact, for papers by Tomasz R. Bielecki Breakdown of academic impact, for papers by Shushang Zhu Breakdown of academic impact, for papers by Nicole Bäuerle Breakdown of academic impact, for papers by Anja De Waegenaere Breakdown of academic impact, for papers by Carlo Acerbi Breakdown of academic impact, for papers by José Blanchet Breakdown of academic impact, for papers by Ulrich Rieder Breakdown of academic impact, for papers by Alexei A. Gaivoronski Breakdown of academic impact, for papers by Tak Kuen Siu Breakdown of academic impact, for papers by Karthik Natarajan
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