Standout Papers

The asymptotic elasticity of utility functions and optimal investment in incomplete markets 1999 2026 2008 2017 508
  1. The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)
    Dmitry Kramkov, Walter Schachermayer The Annals of Applied Probability

Citation Impact

22 standout
Sub-graph 1 of 9

Citing Papers

Qualitative research: extending the range with flexible pattern matching
2021 Standout
Solving high-dimensional partial differential equations using deep learning
2018 Standout
3 intermediate papers

Works of Dmitry Kramkov being referenced

Optional decompositions under constraints
1997
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
1996
and 1 more

Author Peers

Author Finance EE MSOR Last Decade Papers Cites
Dmitry Kramkov 1151 785 521 23 1.2k
Jacobo Sabbaj 13 376
Maya Devi Paidi 8 255
Sixu Zheng 1 15 628
Hans Johannesson 4 17 56 507
T. Tsurushima 35 419

All Works

Loading papers...

Rankless by CCL
2026