| Variance vs downside risk: Is there really that much difference? H Grootveld, W Hallerbach European Journal of operational research 114 (2), 304-319, 1999 | 405 | 1999 |
| Decomposing Portfolio Value-at-Risk: A General Analysis Hallerbach Journal of Risk 5 (2), 1-18, 2003 | 205* | 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 | 198 | 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 | 139 | 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 | 135* | 2002 |
| A proof of the optimality of volatility weighting over time WG Hallerbach Journal of Investment Strategies 1 (4), 87-99, 2012 | 48 | 2012 |
| Disentangling Rebalancing Return WG Hallerbach The Journal of Asset Management 15 (October), 301-316, 2014 | 46 | 2014 |
| 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 | 44* | 2003 |
| A Multidimensional Framework for Financial-Economic Decisions J Spronk, WG Hallerbach The Journal of Multicriteria Decision Analysis 11 (3), 111-124, 2002 | 44* | 2002 |
| On the expected performance of market timing strategies WG Hallerbach The Journal of Portfolio Management 40 (4), 42-51, 2014 | 31 | 2014 |
| Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework WG Hallerbach, AJ Menkveld European Financial Management 10 (4), 567-591, 2004 | 30* | 2004 |
| A multi-dimensional framework for portfolio management W Hallerbach, J Spronk Essays in decision making: A volume in Honour of Stanley Zionts, 275-293, 1997 | 29 | 1997 |
| 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 | 28 | 2004 |
| Advances in Portfolio Risk Control W Hallerbach Risk-Based and Factor Investing, 1-30, 2015 | 24* | 2015 |
| Ibbotson’s Default Premium: Risky Data WG Hallerbach, P Houweling The Journal of Investing 22 (2), 95-105, 2011 | 22 | 2011 |
| Uncovering trend rules P Beekhuizen, WG Hallerbach Available at SSRN 2604942, 2015 | 19 | 2015 |
| An improved estimator for Black-Scholes-Merton implied volatility W Hallerbach | 19 | 2004 |
| Enhancing risk parity by including views D Haesen, WG Hallerbach, TD Markwat, R Molenaar Journal of Investing, 2017 | 18* | 2017 |
| Volatility Weighting Applied to Momentum Strategies JP Du Plessis, WG Hallerbach The Journal of Alternative Investments 19 (3), 40-58, 2016 | 16 | 2016 |
| Theoretical and empirical aspects of the relation between interest rates and common stock returns WG Hallerbach Operations Research Models in Quantitative Finance: Proceedings of the XIII …, 1994 | 15 | 1994 |
Albert J. MenkveldVrije Universiteit AmsterdamZweryfikowany adres z vu.nl