Concepedia

Winfried G. Hallerbach

WG

17

Publications

935

Citations

14

H-Index

1997

Active since

Affiliations

Erasmus University Rotterdam(Current)

Tinbergen Institute

Winfried G. Hallerbach is an author at Erasmus University Rotterdam specializing in business, finance, and management.

Top concepts

FinanceBusinessManagementFinancial EconomicsPortfolio ManagementAsset PricingQuantitative FinancePortfolio OptimizationEconomicsStatistics

Publications per year

1997–2017

17

Publications

17

Variance vs downside risk: Is there really that much difference?

Henk Grootveld, Winfried G. Hallerbach · European Journal of Operational Research · 1999 · 279 citations

Value-at-risk, Much Difference, Risk Management +8

A framework for managing a portfolio of socially responsible investments

Winfried G. Hallerbach · European Journal of Operational Research · 2003 · 139 citations

Ethical Investment, Management, Business +11

Decomposing portfolio value-at-risk: a general analysis

Winfried G. Hallerbach · The Journal of Risk · 2003 · 106 citations

Portfolio Optimization, Asset Pricing, Var Metrics +12

Financial modelling: Where to go? With an illustration for portfolio management

Jaap Spronk, Winfried G. Hallerbach · European Journal of Operational Research · 1997 · 91 citations · Full text

Portfolio Optimization, Portfolio Selection, Accounting +11

The relevance of MCDM for financial decisions

Winfried G. Hallerbach, Jaap Spronk · Journal of Multi-Criteria Decision Analysis · 2002 · 79 citations

Decision Analysis, Financial Decisions, Multiple-criteria Decision Analysis +19

Rows per page

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