Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 10. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility20
Speeding up the Euler scheme for killed diffusions18
Risk sharing under heterogeneous beliefs without convexity16
Martingale Schrödinger bridges and optimal semistatic portfolios14
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations12
Deep neural network expressivity for optimal stopping problems12
Optimal reinsurance via BSDEs in a partially observable model with jump clusters12
Robust utility maximisation with intractable claims12
Nash equilibrium between brokers and traders11
The law of one price in quadratic hedging and mean–variance portfolio selection10
Optimal dividends under a drawdown constraint and a curious square-root rule10
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