Alois Pichler

Management Science and Operations Research · 2011–2014

A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Alois Pichler trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Georg Ch. Pflug
  2. S. Kusuoka
  3. Victor DeMiguel
  4. Holger Heitsch
  5. Werner Römisch
  6. Kjetil Høyland
  7. Andrzej Ruszczynski
  8. Lorenzo Garlappi
  9. Gur Huberman
  10. Patrick Cheridito

Who trusts Alois Pichler overall

  1. Rui Gao
  2. Daniel Bartl
  3. Julio Backhoff-Veraguas
  4. Julio Backhoff
  5. Mathias Beiglbock
  6. Anton J. Kleywegt

Papers from Alois Pichler's perspective

Ordered by how strongly the researchers Alois Pichler trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  3. Scenario Reduction Algorithms in Stochastic Programming (Computational optimization and applications)
  4. Foundations of Quantization for Probability Distributions
  5. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  6. Random number generation and Quasi-Monte Carlo methods
  7. Scenario tree modeling for multistage stochastic programs (Mathematical programming)
  8. Scenario tree generation for multiperiod financial optimization by optimal discretization (Mathematical programming)
  9. Generating Scenario Trees for Multistage Decision Problems (Management Sciences)
  10. Topics in Optimal Transportation

Their papers