Sebastian Utz
Reviews of Management Sciences · 2015–2020
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Sebastian Utz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Sebastian Utz's perspective
Ordered by how strongly the researchers Sebastian Utz trusts endorse each paper. Same corpus, a different order for every researcher.
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix (SIAM Journal on Matrix Analysis and Applications)
- Multi-objective stochastic programming for portfolio selection (European Journal of Operational Research)
- Best approximation in inner product spaces
- Computing the nearest correlation matrix—a problem from finance
- Methods of conjugate gradients for solving linear systems
- Bounded Linear Regularity, Strong CHIP, and CHIP are Distinct Properties
- Perturbation Analysis of Optimization Problems (Springer Series in Operations Research)
- Matrix Analysis
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The Cross-Section of Volatility and Expected Returns
Their papers
- The pricing of green bonds: external reviews and the shades of green (2020) — 112 citations
- Tri-criterion modeling for constructing more-sustainable mutual funds (2015) — 106 citations