Standout Papers

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION 2012 2026 2016 2021 331
  1. MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)
    Tomas Björk, Agatha Murgoci et al. Mathematical Finance

Immediate Impact

1 by Nobel laureates 1 from Science/Nature 47 standout
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Citing Papers

Noisy intermediate-scale quantum algorithms
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Quantum computational advantage with a programmable photonic processor
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1 intermediate paper

Works of Tomas Björk being referenced

Bond Market Structure in the Presence of Marked Point Processes
1997

Author Peers

Author Last Decade Papers Cites
Tomas Björk 1471 831 102 638 40 1.8k
Thaleia Zariphopoulou 1878 1215 23 652 63 2.2k
Patrick Cheridito 1858 870 169 803 60 2.3k
Sheung Chi Phillip Yam 1078 891 100 608 110 1.9k
Alexander Schied 2077 1426 115 1910 62 3.0k
Rob Kaas 894 767 76 1465 37 1.9k
Harry H. Panjer 837 783 41 1410 39 2.4k
Nicole Bäuerle 772 515 33 855 82 1.6k
Marek Musiela 1841 701 109 301 27 2.1k
Monique Jeanblanc 1792 684 160 419 79 2.0k
David Hobson 1622 713 217 428 79 1.9k

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