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 2021-09-01 to 2025-09-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility22
Risk sharing under heterogeneous beliefs without convexity20
Optimal reinsurance via BSDEs in a partially observable model with jump clusters19
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations18
Martingale Schrödinger bridges and optimal semistatic portfolios14
Deep neural network expressivity for optimal stopping problems14
Speeding up the Euler scheme for killed diffusions14
Robust utility maximisation with intractable claims11
Improved robust price bounds for multi-asset derivatives under market-implied dependence information10
Fast and slow optimal trading with exogenous information9
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