Winfried G. Hallerbach

1.1k total citations
36 papers, 687 citations indexed

About

Winfried G. Hallerbach is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Winfried G. Hallerbach has authored 36 papers receiving a total of 687 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 17 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. Recurrent topics in Winfried G. Hallerbach's work include Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (9 papers) and Stochastic processes and financial applications (8 papers). Winfried G. Hallerbach is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (9 papers) and Stochastic processes and financial applications (8 papers). Winfried G. Hallerbach collaborates with scholars based in Netherlands, France and United States. Winfried G. Hallerbach's co-authors include Jaap Spronk, Patrick Houweling, Johan du Plessis, Roderick Molenaar, Albert J. Menkveld, Pim van Vliet, Laurens Swinkels and David Blitz and has published in prestigious journals such as European Journal of Operational Research, Economics Letters and The Journal of Portfolio Management.

In The Last Decade

Winfried G. Hallerbach

33 papers receiving 604 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Winfried G. Hallerbach Netherlands	12	431	329	265	92	91	36	687
Howard E. Thompson United States	14	422 1.0×	165 0.5×	306 1.2×	105 1.1×	85 0.9×	57	708
Merrill W. Liechty United States	8	325 0.8×	189 0.6×	215 0.8×	66 0.7×	35 0.4×	12	565
David N. Nawrocki United States	13	380 0.9×	235 0.7×	243 0.9×	52 0.6×	72 0.8×	32	573
Tsong‐Yue Lai United States	9	356 0.8×	141 0.4×	361 1.4×	38 0.4×	84 0.9×	18	572
Stefania Funari Italy	11	234 0.5×	428 1.3×	301 1.1×	83 0.9×	131 1.4×	41	681
Vijay K. Chopra United States	4	792 1.8×	501 1.5×	368 1.4×	39 0.4×	148 1.6×	6	969
Maximilian Wimmer Germany	12	261 0.6×	193 0.6×	235 0.9×	173 1.9×	105 1.2×	24	568
Alexandre M. Baptista United States	15	771 1.8×	575 1.7×	447 1.7×	22 0.2×	104 1.1×	47	1.0k
Nikolas Topaloglou Greece	14	290 0.7×	217 0.7×	271 1.0×	22 0.2×	42 0.5×	30	543
Bernell K. Stone United States	12	427 1.0×	171 0.5×	247 0.9×	154 1.7×	254 2.8×	37	724

Countries citing papers authored by Winfried G. Hallerbach

Since Specialization

Citations

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

Fields of papers citing papers by Winfried G. Hallerbach

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Winfried G. Hallerbach. 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 Winfried G. Hallerbach. The network helps show where Winfried G. Hallerbach may publish in the future.

Co-authorship network of co-authors of Winfried G. Hallerbach

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Hallerbach, Winfried G., et al.. (2017). Uncovering Trend Rules. The Journal of Alternative Investments. 20(2). 28–38. 8 indexed citations

Hallerbach, Winfried G., et al.. (2017). Enhancing Risk Parity by Including Views. The Journal of Investing. 1 indexed citations

Hallerbach, Winfried G., et al.. (2014). Risk Parity versus Mean-Variance: It's All in the Views. SSRN Electronic Journal. 3 indexed citations

Hallerbach, Winfried G.. (2014). Disentangling rebalancing return. Journal of Asset Management. 15(5). 301–316. 19 indexed citations

Hallerbach, Winfried G.. (2014). On the Expected Performance of MarketTiming Strategies. The Journal of Portfolio Management. 40(4). 42–51. 14 indexed citations

Hallerbach, Winfried G.. (2013). Advances in Portfolio Risk Control: Risk! Parity?. SSRN Electronic Journal. 7 indexed citations

Hallerbach, Winfried G.. (2012). A proof of the optimality of volatility weighting over time. 1(4). 87–99. 29 indexed citations

Hallerbach, Winfried G.. (2011). On the Expected Performance of Market Timing Strategies. SSRN Electronic Journal. 6 indexed citations

Hallerbach, Winfried G.. (2004). An Improved Estimator for Black-Scholes-Merton Implied Volatility. SSRN Electronic Journal. 8 indexed citations

10.

Spronk, Jaap, et al.. (2004). A Framework for Managing a Portfolio of Socially Responsible Investments. 5 indexed citations

11.

Hallerbach, Winfried G.. (2003). Holding Period Return-Risk Modeling: The Importance of Dividends. Studies of Applied Economics. 23(1). 45–65. 1 indexed citations

12.

Hallerbach, Winfried G. & Jaap Spronk. (2002). The relevance of MCDM for financial decisions. Journal of Multi-Criteria Decision Analysis. 11(4-5). 187–195. 54 indexed citations

13.

Hallerbach, Winfried G. & Jaap Spronk. (2002). A multidimensional framework for financial–economic decisions. Journal of Multi-Criteria Decision Analysis. 11(3). 111–124. 19 indexed citations

14.

Hallerbach, Winfried G.. (2001). Duration & Dimension. SSRN Electronic Journal.

15.

Hallerbach, Winfried G.. (2000). Cross- and Auto-Correlation Effects Arising From Averaging. 1 indexed citations

16.

Hallerbach, Winfried G.. (1999). Decomposing Portfolio Value-at-Risk: A General. RePub (Erasmus University, Rotterdam). 1 indexed citations

17.

Hallerbach, Winfried G., et al.. (1999). Variance vs downside risk: Is there really that much difference?. European Journal of Operational Research. 114(2). 304–319. 199 indexed citations

18.

Spronk, Jaap & Winfried G. Hallerbach. (1997). Financial modelling: Where to go? With an illustration for portfolio management. European Journal of Operational Research. 99(1). 113–125. 67 indexed citations

19.

Hallerbach, Winfried G.. (1994). Multi Attribute Portfolio Selection: a conceptual framework. Data Archiving and Networked Services (DANS). 6 indexed citations

20.

Hallerbach, Winfried G., et al.. (1989). A stochastic cash model with deterministic elements. Decisions in Economics and Finance. 12(1). 207–217.

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.

Explore authors with similar magnitude of impact