Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 9. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility19
Risk sharing under heterogeneous beliefs without convexity18
Speeding up the Euler scheme for killed diffusions15
Optimal reinsurance via BSDEs in a partially observable model with jump clusters15
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations15
Martingale Schrödinger bridges and optimal semistatic portfolios14
Robust utility maximisation with intractable claims13
Deep neural network expressivity for optimal stopping problems12
Improved robust price bounds for multi-asset derivatives under market-implied dependence information12
Optimal dividends under a drawdown constraint and a curious square-root rule9
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