Agatha Murgoci

1.6k citations
15 papers · 1.0k indexed · 1 hit paper · h-index 6
Topics
Stochastic processes and financial applications (12 papers)Credit Risk and Financial Regulations (5 papers)Economic theories and models (5 papers)
Partner nations
DenmarkSwedenCanada

In The Last Decade

Agatha Murgoci

11 papers receiving 963 citations

Hit Papers

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT...20122026201620212012100200300

Peers

Agatha Murgoci
Comparison fields: 5 of 45
  • Finance 771
  • Economics and Econometrics 550
  • Management Science and Operations Research 501
  • Demography 394
  • General Decision Sciences 106
Replace Traian A. Pirvu with:
Traian A. Pirvu Canada
Vicky Henderson United Kingdom
Knut K. Aase Norway
Marco Frittelli Italy
Dmitry Kramkov United States
Mark Schröder United States
Xue Dong He Hong Kong
Michael Kupper Germany
Zuo Quan Xu Hong Kong
Costis Skiadas United States
Agatha Murgoci relative to Traian A. Pirvu Canada Traian A. Pirvu's profile →
Citations per field
00.5×2.8×
Traian A. Pirvu · 1×
Citations per year

Countries citing papers authored by Agatha Murgoci

Since Specialization
Citations

This map shows the geographic impact of Agatha Murgoci's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Agatha Murgoci with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Agatha Murgoci more than expected).

Fields of papers citing papers by Agatha Murgoci

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Agatha Murgoci. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Agatha Murgoci. The network helps show where Agatha Murgoci may publish in the future.

Co-authorship network of co-authors of Agatha Murgoci

This figure shows the co-authorship network connecting the top 25 collaborators of Agatha Murgoci. A scholar is included among the top collaborators of Agatha Murgoci based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Agatha Murgoci. Agatha Murgoci is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

15 of 15 papers shown
#WorkIndexed citations
1 0
2 0
3 28
4 206
5
On Time Inconsistent Stochastic Control in Continuous Time
1
6 5
7 0
8 145
9 36
10
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSIONbreakdown →
350
11 0
12 249
13
Essays in mathematical finance
3
14 3
15 1

About Agatha Murgoci

Agatha Murgoci is a scholar working on Finance, General Decision Sciences and Management Science and Operations Research, having authored 15 papers that have together received 1.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (12 papers), Credit Risk and Financial Regulations (5 papers) and Economic theories and models (5 papers). The work is most often cited by research in Finance (771 citations), General Decision Sciences (106 citations) and Management Science and Operations Research (501 citations). Agatha Murgoci has collaborated with scholars based in Denmark, Sweden and Canada. Frequent co-authors include Tomas Björk, Xun Yu Zhou, Mariana Khapko, David Lando and Claudio Fontana. Their work appears in journals such as Journal of Empirical Finance, Mathematical Finance and Quantitative Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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