Manfred Gilli
- Economics and Econometrics top 2%
- Finance top 1%
- Management Science and Operations Research top 2%
- General Economics, Econometrics and Finance top 5%
- Global and Planetary Change
- Co-authors
- Evis KëlleziPeter WinkerFranco RomerioLudovic GaudardHenri LoubergéEmilio FontelaGilbert RitschardErricos John Kontoghiorghes
- Topics
- Risk and Portfolio Optimization (17 papers)Financial Markets and Investment Strategies (16 papers)Stochastic processes and financial applications (15 papers)
- Partner nations
- SwitzerlandGermanyItaly
In The Last Decade
Manfred Gilli
60 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 97
- Economics and Econometrics 566
- Finance 555
- Management Science and Operations Research 298
- General Economics, Econometrics and Finance 144
- Global and Planetary Change 88
Countries citing papers authored by Manfred Gilli
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 71 | |
| 3 | Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds | 17 |
| 4 | Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude | 3 |
| 5 | Optimisation in Financial Engineering | 1 |
| 6 | 5 | |
| 7 | Risk–Reward Optimisation for Long-Run Investors: an Empirical Analysis∗ | 14 |
| 8 | 9 | |
| 9 | A review of heuristic optimization methods in econometrics | 13 |
| 10 | An Application of Extreme Value Theory for Measuring Financial Risk | 1 |
| 11 | 58 | |
| 12 | 48 | |
| 13 | Threshold Accepting for Index Tracking | 11 |
| 14 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets | 1 |
| 15 | 1 | |
| 16 | Extreme Value Theory for Tail-Related Risk Measures | 40 |
| 17 | Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme | 4 |
| 18 | Computational economic systems : models, methods & econometrics | 10 |
| 19 | 14 | |
| 20 | Étude et analyse des structures causales dans les modèles économiques | 5 |
About Manfred Gilli
Manfred Gilli is a scholar working on Finance, Management Science and Operations Research and Numerical Analysis, having authored 64 papers that have together received 1.2k indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (17 papers), Financial Markets and Investment Strategies (16 papers) and Stochastic processes and financial applications (15 papers). The work is most often cited by research in Finance (555 citations), Management Science and Operations Research (298 citations) and Economics and Econometrics (566 citations). Manfred Gilli has collaborated with scholars based in Switzerland, Germany and Italy. Frequent co-authors include Evis Këllezi, Peter Winker, Franco Romerio, Ludovic Gaudard, Henri Loubergé, Emilio Fontela, Gilbert Ritschard, Erricos John Kontoghiorghes, Giacomo di Tollo and Giampiero M. Gallo. Their work appears in journals such as Econometrica, Automatica and Applied Mathematical Modelling.
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.