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 2022-05-01 to 2026-05-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility20
Optimal reinsurance via BSDEs in a partially observable model with jump clusters18
Martingale Schrödinger bridges and optimal semistatic portfolios14
Speeding up the Euler scheme for killed diffusions14
Robust utility maximisation with intractable claims12
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations12
Deep neural network expressivity for optimal stopping problems12
Risk sharing under heterogeneous beliefs without convexity12
Optimal dividends under a drawdown constraint and a curious square-root rule10
The law of one price in quadratic hedging and mean–variance portfolio selection10
Fast and slow optimal trading with exogenous information10
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