Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 8. 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 2020-03-01 to 2024-03-01.)
ArticleCitations
Adapted Wasserstein distances and stability in mathematical finance33
Optimal insurance with background risk: An analysis of general dependence structures23
Reinforcement learning and stochastic optimisation13
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem11
Duality theory for robust utility maximisation10
Scenario-based risk evaluation9
Robust state-dependent mean–variance portfolio selection: a closed-loop approach8
Extended weak convergence and utility maximisation with proportional transaction costs8
Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes8
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