Manfred Gilli

2.3k total citations
64 papers, 1.2k citations indexed

About

Manfred Gilli is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Manfred Gilli has authored 64 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Management Science and Operations Research, 31 papers in Finance and 22 papers in Economics and Econometrics. Recurrent topics in Manfred Gilli's work include Risk and Portfolio Optimization (17 papers), Financial Markets and Investment Strategies (16 papers) and Stochastic processes and financial applications (15 papers). Manfred Gilli is often cited by papers focused on Risk and Portfolio Optimization (17 papers), Financial Markets and Investment Strategies (16 papers) and Stochastic processes and financial applications (15 papers). Manfred Gilli collaborates with scholars based in Switzerland, Germany and Italy. Manfred Gilli's co-authors include Evis Këllezi, Peter Winker, Ludovic Gaudard, Franco Romerio, Henri Loubergé, Emilio Fontela, Gilbert Ritschard, Erricos John Kontoghiorghes, Giacomo di Tollo and Giampiero M. Gallo and has published in prestigious journals such as Econometrica, Automatica and Applied Mathematical Modelling.

In The Last Decade

Manfred Gilli

60 papers receiving 1.1k citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Manfred Gilli 566 555 298 144 88 64 1.2k
Piotr Jaworski 309 0.5× 625 1.1× 181 0.6× 124 0.9× 119 1.4× 65 1.1k
Umberto Cherubini 670 1.2× 1.1k 1.9× 248 0.8× 263 1.8× 115 1.3× 53 1.5k
Elisa Luciano 1.1k 1.9× 1.4k 2.6× 476 1.6× 232 1.6× 102 1.2× 85 2.3k
Walter Vecchiato 405 0.7× 607 1.1× 149 0.5× 156 1.1× 93 1.1× 4 919
Fred Espen Benth 1.4k 2.5× 2.1k 3.8× 273 0.9× 207 1.4× 218 2.5× 199 3.5k
Alois Pichler 213 0.4× 251 0.5× 553 1.9× 48 0.3× 28 0.3× 53 1.1k
A. A. Balkema 350 0.6× 704 1.3× 224 0.8× 115 0.8× 260 3.0× 23 1.3k
Tae Yoon Kim 303 0.5× 285 0.5× 463 1.6× 66 0.5× 61 0.7× 79 1.0k
Eike Brechmann 410 0.7× 495 0.9× 125 0.4× 134 0.9× 140 1.6× 13 1.0k
Y. Ermoliev 415 0.7× 103 0.2× 588 2.0× 35 0.2× 115 1.3× 82 1.4k

Countries citing papers authored by Manfred Gilli

Since Specialization
Citations

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

Fields of papers citing papers by Manfred Gilli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Manfred Gilli

This figure shows the co-authorship network connecting the top 25 collaborators of Manfred Gilli. A scholar is included among the top collaborators of Manfred Gilli 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 Manfred Gilli. Manfred Gilli 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.
Gilli, Manfred, et al.. (2014). Optimization Cultures. SSRN Electronic Journal. 1 indexed citations
2.
Gilli, Manfred, et al.. (2014). Optimization cultures. Wiley Interdisciplinary Reviews Computational Statistics. 6(5). 352–358. 6 indexed citations
3.
Gaudard, Ludovic, Manfred Gilli, & Franco Romerio. (2013). Climate Change Impacts on Hydropower Management. Water Resources Management. 71 indexed citations
4.
Loubergé, Henri, Evis Këllezi, & Manfred Gilli. (2011). Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds. Journal of Insurance Issues. 22(2). 125–146. 17 indexed citations
5.
Gilli, Manfred, et al.. (2010). Optimisation in Financial Engineering. SSRN Electronic Journal. 1 indexed citations
6.
Gilli, Manfred, et al.. (2010). Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude. Journal of financial transformation. 28. 117–122. 3 indexed citations
7.
Gilli, Manfred, et al.. (2010). A Note on ‘Good Starting Values’ in Numerical Optimisation. SSRN Electronic Journal. 8 indexed citations
8.
Gilli, Manfred, et al.. (2010). Optimal enough?. Journal of Heuristics. 17(4). 373–387. 27 indexed citations
9.
Gilli, Manfred, et al.. (2009). Risk–Reward Optimisation for Long-Run Investors: an Empirical Analysis∗. 14 indexed citations
10.
Gilli, Manfred & Peter Winker. (2008). A review of heuristic optimization methods in econometrics. SSRN Electronic Journal. 13 indexed citations
11.
Gilli, Manfred & Evis Këllezi. (2006). An Application of Extreme Value Theory for Measuring Financial Risk. Archive ouverte UNIGE (University of Geneva). 1 indexed citations
12.
Winker, Peter & Manfred Gilli. (2004). Applications of optimization heuristics to estimation and modelling problems. Computational Statistics & Data Analysis. 47(2). 211–223. 58 indexed citations
13.
Gilli, Manfred & Peter Winker. (2002). Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. SSRN Electronic Journal. 48 indexed citations
14.
Gilli, Manfred & Peter Winker. (2001). Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. RePEc: Research Papers in Economics. 1 indexed citations
15.
Gilli, Manfred & Evis Këllezi. (2001). Threshold Accepting for Index Tracking. 11 indexed citations
16.
Këllezi, Evis & Manfred Gilli. (2000). Extreme Value Theory for Tail-Related Risk Measures. RePEc: Research Papers in Economics. 40 indexed citations
17.
Flückiger, Yves, et al.. (1999). Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme. Zeitschrift für schweizerische Statistik und Volkswirtschaft/Schweizerische Zeitschrift für Volkswirtschaft und Statistik/Swiss journal of economics and statistics. 135. 349–368. 4 indexed citations
18.
Gilli, Manfred, et al.. (1996). Computational economic systems : models, methods & econometrics. Kluwer Academic Publishers eBooks. 10 indexed citations
19.
Gilli, Manfred, et al.. (1981). Understanding complex systems. Automatica. 17(4). 647–652. 14 indexed citations
20.
Gilli, Manfred. (1979). Étude et analyse des structures causales dans les modèles économiques. P. Lang eBooks. 5 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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