Manfred Gilli

58 papers and 1.0k indexed citations i.

Manfred Gilli has authored 58 papers that have received a total of 1.0k indexed citations. This includes 32 papers in Management Science and Operations Research, 30 papers in Finance and 19 papers in Economics and Econometrics. The topics of these papers are Risk and Portfolio Optimization (18 papers), Financial Markets and Investment Strategies (16 papers) and Stochastic processes and financial applications (16 papers). Manfred Gilli is often cited by papers focused on Risk and Portfolio Optimization (18 papers), Financial Markets and Investment Strategies (16 papers) and Stochastic processes and financial applications (16 papers) and collaborates with scholars based in Switzerland, Germany and Italy. Manfred Gilli's co-authors include Enrico Schumann, Peter Winker, Evis Këllezi, Giacomo di Tollo and Gilbert Ritschard and has published in prestigious journals such as Econometrica, Automatica and International Economic Review.