| Variance vs downside risk: Is there really that much difference? H Grootveld, W Hallerbach European Journal of operational research 114 (2), 304-319, 1999 | 326 | 1999 |
| Decomposing Portfolio Value-at-Risk: A General Analysis Hallerbach Journal of Risk 5 (2), 1-18, 2003 | 195* | 2003 |
| A framework for managing a portfolio of socially responsible investments W Hallerbach, H Ning, A Soppe, J Spronk European Journal of Operational Research 153 (2), 517-529, 2004 | 144 | 2004 |
| Financial modelling: Where to go? With an illustration for portfolio management J Spronk, W Hallerbach european Journal of operational research 99 (1), 113-125, 1997 | 113 | 1997 |
| The Relevance of Multi-Criteria Decision Making for Financial Decisions J Spronk, WG Hallerbach The Journal of Multicriteria Decision Analysis 11 (4-5), 187-195, 2002 | 99* | 2002 |
| A Multidimensional Framework for Financial-Economic Decisions J Spronk, WG Hallerbach The Journal of Multicriteria Decision Analysis 11 (3), 111-124, 2002 | 45* | 2002 |
| Upgrading Value-at-Risk from Diagnostic Metric to Decision Variable: A Wise Thing to Do? H Grootveld, WG Hallerbach Risk Measures for the 21st Century; Giorgio Szegö (Editor), 33-50, 2003 | 34 | 2003 |
| Disentangling Rebalancing Return WG Hallerbach The Journal of Asset Management 15 (October), 301-316, 2014 | 33 | 2014 |
| A proof of the optimality of volatility weighting over time WG Hallerbach Journal of Investment Strategies 1 (4), 87-99, 2012 | 32 | 2012 |
| On the expected performance of market timing strategies WG Hallerbach The Journal of Portfolio Management 40 (4), 42-51, 2014 | 25 | 2014 |
| Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework WG Hallerbach, AJ Menkveld European Financial Management 10 (4), 567-591, 2004 | 25* | 2004 |
| Capital Allocation, Portfolio Enhancement and Performance Measurement: A Unified Approach WG Hallerbach Risk Measures in the 21st Century. Edited by G. Szegö., 435-450, 2004 | 25 | 2004 |
| A multi-dimensional framework for portfolio management W Hallerbach, J Spronk Essays in decision making, 275-293, 1997 | 22 | 1997 |
| An improved estimator for Black-Scholes-Merton implied volatility WG Hallerbach ERIM Report Series No. ERS-2004-054-F&A, 2004 | 16 | 2004 |
| Multi Attribute Portfolio Selection: a conceptual framework W Hallerbach | 16 | 1994 |
| Theoretical and empirical aspects of the relation between interest rates and common stock returns WG Hallerbach Operations Research Models in Quantitative Finance, 112-133, 1994 | 16 | 1994 |
| Advances in Portfolio Risk Control W Hallerbach Risk-Based and Factor Investing, 1-30, 2015 | 15* | 2015 |
| Ibbotson’s Default Premium: Risky Data WG Hallerbach, P Houweling The Journal of Investing 22 (2), 95-105, 2011 | 14 | 2011 |
| Cross-and auto-correlation effects arising from averaging: the case of US interest rates and equity duration WG Hallerbach Applied Financial Economics 13 (4), 287-294, 2003 | 11 | 2003 |
| An alternative decomposition of the Fisher index WG Hallerbach Economics Letters 86 (2), 147-152, 2005 | 10 | 2005 |
Albert J. MenkveldVrije Universiteit AmsterdamGeverifieerd e-mailadres voor vu.nl
