Manfred Gilli
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
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- Risk and Portfolio Optimization
Papers in
- Finance 31
- Stochastic processes and financial applications 17
- Financial Markets and Investment Strategies 12
- Financial Risk and Volatility Modeling 8
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- Risk and Portfolio Optimization 16
- Co-authors
- Evis Këllezi (10 shared papers)Peter Winker (7 shared papers)Dietmar G. Maringer (20 shared papers)Franco Romerio (1 shared paper)Ludovic Gaudard (1 shared paper)Emilio Fontela (1 shared paper)Henri Loubergé (1 shared paper)Gilbert Ritschard (2 shared papers)
- Journals
- Journal of Economic Dynamics and Control (6 papers)Computational Economics (5 papers)Computational Statistics & Data Analysis (2 papers)The International Journal of High Performance Computing Applications (1 paper)Water Resources Management (1 paper)
- Partner nations
- SwitzerlandGermanyUnited States
In The Last Decade
Manfred Gilli
72 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 106
- Finance 498
- Management Science and Operations Research 360
- Economics and Econometrics 497
- General Economics, Econometrics and Finance 122
- Statistics and Probability 71
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-authors
The 17 scholars most cited alongside Manfred Gilli, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 75 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2006 | 274 | |
| 2 | 2003 | 144 | |
| 3 | 2013 | 73 | |
| 4 | 2006 | 68 | |
| 5 | 2004 | 65 | |
| 6 | 2007 | 64 | |
| 7 | 2002 | 49 | |
| 8 | 2002 | 44 | |
| 9 | An Application of Extreme Value Theory for Measuring Risk | 2003 | 31 |
| 10 | 2010 | 24 | |
| 11 | Heuristic Approaches For Portfolio Optimization | 2000 | 21 |
| 12 | 1981 | 21 | |
| 13 | 2008 | 19 | |
| 14 | 1992 | 19 | |
| 15 | Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds | 2011 | 16 |
| 16 | 1998 | 16 | |
| 17 | 2019 | 12 | |
| 18 | Risk–Reward Optimisation for Long-Run Investors: an Empirical Analysis∗ | 2009 | 12 |
| 19 | 1980 | 11 | |
| 20 | 1984 | 11 |
About Manfred Gilli
Manfred Gilli is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Computational Theory and Mathematics and Numerical Analysis, having authored 75 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (17 papers), Risk and Portfolio Optimization (16 papers), Complex Systems and Time Series Analysis (13 papers), Financial Markets and Investment Strategies (12 papers), Financial Risk and Volatility Modeling (8 papers), Economic theories and models (7 papers), Reservoir Engineering and Simulation Methods (7 papers) and Matrix Theory and Algorithms (7 papers). The work is most often cited by research in Finance (498 citations), Management Science and Operations Research (360 citations), Economics and Econometrics (497 citations), General Economics, Econometrics and Finance (122 citations) and Statistics and Probability (71 citations). Manfred Gilli has collaborated with scholars based in Switzerland, Germany and United States. Frequent co-authors include Evis Këllezi, Peter Winker, Dietmar G. Maringer, Franco Romerio, Ludovic Gaudard, Emilio Fontela, Henri Loubergé, Gilbert Ritschard, Erricos John Kontoghiorghes and Giampiero Maria Gallo. Their work appears in journals such as Journal of Economic Dynamics and Control, Computational Economics, Computational Statistics & Data Analysis, The International Journal of High Performance Computing Applications and Water Resources Management.
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.