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 2022-01-01 to 2026-01-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility25
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations18
Optimal reinsurance via BSDEs in a partially observable model with jump clusters16
Risk sharing under heterogeneous beliefs without convexity14
Speeding up the Euler scheme for killed diffusions12
Martingale Schrödinger bridges and optimal semistatic portfolios12
Robust utility maximisation with intractable claims11
Deep neural network expressivity for optimal stopping problems11
Optimal dividends under a drawdown constraint and a curious square-root rule10
Fast and slow optimal trading with exogenous information10
The law of one price in quadratic hedging and mean–variance portfolio selection10
Improved robust price bounds for multi-asset derivatives under market-implied dependence information10
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