János Mayer - Concepedia

Author

János Mayer

University of Zurich

Also Known As

J. MAYER, J. Mayer, Janos Mayer, Juliane Mayer, JÁNOS MAYER, Jànos Mayer, János Mayer, Mayer, Janos, Mayer, János

Publications

1.2K

Citations

H-Index

Concepts

All Affiliations

University of Zurich Norwegian School of Economics Swiss Finance Institute Zurich University of Applied Sciences in Business Administration Institute of Finance and Banking

About

János Mayer is an author at University of Zurich specializing in engineering, economics, and mathematical programming.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	3	3	162
2	Business	2	2	60
3	Management	2	2	112
4	Economics	2	2	60
5	Computer Science	1	1	49

János Mayer

Publications

284

Citations

H-Index

Page 1

	Year	Citations
Computational aspects of minimizing conditional value-at-risk Alexandra Künzi-Bay, János Mayer Computational Management Science EngineeringUncertainty QuantificationRisk ManagementManagementRisk Metric	2005	94
SLP-IOR: An interactive model management system for stochastic linear programs Peter Kall, János Mayer Mathematical Programming Mathematical ProgrammingEngineeringProgram AnalysisProcess ControlModel Management	1996	49
Computational aspects of prospect theory with asset pricing applications Enrico De Giorgi, Thorsten Hens, János Mayer Computational Economics EconomicsAsset PricingDerivative PricingBusinessProspect Theory	2007	42
Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets Thorsten Hens, Beate Pilgrim, János Mayer SSRN Electronic Journal	2004	28
Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison Thorsten Hens, János Mayer SSRN Electronic Journal	2014	22
Linearly constrained estimation by mathematical programming Emil Klafszky, János Mayer, Tamás Terlaky European Journal of Operational Research Mathematical ProgrammingEngineeringNonlinear ProgrammingConstrained OptimizationInverse Problems	1989	19
A note on reward-risk portfolio selection and two-fund separation Enrico De Giorgi, Thorsten Hens, János Mayer Finance research letters EconomicsPortfolio OptimizationReward-risk Portfolio SelectionAsset PricingPortfolio Selection	2010	18
A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle Enrico G. De Giorgi, Thorsten Hens, János Mayer SSRN Electronic Journal	2008	12

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