Agnès Sulem
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
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- Risk and Portfolio Optimization
- Probability and Risk Models
Papers in
- Finance 62
- Stochastic processes and financial applications 52
- Banking stability, regulation, efficiency 11
- Financial Markets and Investment Strategies 9
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- Economic theories and models 32
- Complex Systems and Time Series Analysis 7
- Co-authors
- Bernt Øksendal (24 shared papers)Bernt Øksendal (8 shared papers)Marianne Akian (5 shared papers)Marie-Claire Quenez (7 shared papers)J. L. Menaldi (3 shared papers)Avner Bar‐Ilan (2 shared papers)Tusheng Zhang (2 shared papers)Yaozhong Hu (3 shared papers)
- Journals
- Journal of Optimization Theory and Applications (5 papers)Stochastic Processes and their Applications (5 papers)SIAM Journal on Control and Optimization (5 papers)Mathematics of Operations Research (5 papers)Mathematical Finance (3 papers)
- Partner nations
- FranceUnited StatesNorway
In The Last Decade
Agnès Sulem
80 papers receiving 2.8k citations
Agnès Sulem's Hit Papers
Peers
Comparison fields: 5 of 84
- Finance 2.3k
- Management Science and Operations Research 849
- Modeling and Simulation 260
- Demography 618
- Economics and Econometrics 1.1k
Countries citing papers authored by Agnès Sulem
This map shows the geographic impact of Agnès Sulem'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 Agnès Sulem with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Agnès Sulem more than expected).
Fields of papers citing papers by Agnès Sulem
This network shows the impact of papers produced by Agnès Sulem. 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 Agnès Sulem. The network helps show where Agnès Sulem may publish in the future.
Co-authors
The 25 scholars most cited alongside Agnès Sulem, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 85 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Applied Stochastic Control of Jump Diffusions Hit paper breakdown → | 2005 | 637 |
| 2 | 2007 | 387 | |
| 3 | 1997 | 125 | |
| 4 | 1996 | 124 | |
| 5 | 2002 | 115 | |
| 6 | 2004 | 112 | |
| 7 | 2000 | 102 | |
| 8 | A maximum principle for optimal control of stochastic systems with delay, with applications to finance | 2000 | 88 |
| 9 | 2019 | 84 | |
| 10 | 2009 | 80 | |
| 11 | 2001 | 79 | |
| 12 | 1986 | 79 | |
| 13 | 2011 | 74 | |
| 14 | 2013 | 69 | |
| 15 | 2004 | 65 | |
| 16 | 2001 | 59 | |
| 17 | 2012 | 47 | |
| 18 | 2002 | 39 | |
| 19 | 2002 | 39 | |
| 20 | 2003 | 38 |
About Agnès Sulem
Agnès Sulem is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and Management Information Systems, having authored 85 papers that have together received 3.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (52 papers), Economic theories and models (32 papers), Risk and Portfolio Optimization (16 papers), Insurance, Mortality, Demography, Risk Management (13 papers), Banking stability, regulation, efficiency (11 papers), Financial Markets and Investment Strategies (9 papers), Advanced Queuing Theory Analysis (7 papers) and Complex Systems and Time Series Analysis (7 papers). The work is most often cited by research in Finance (2.3k citations), Management Science and Operations Research (849 citations), Modeling and Simulation (260 citations), Demography (618 citations) and Economics and Econometrics (1.1k citations). Agnès Sulem has collaborated with scholars based in France, United States and Norway. Frequent co-authors include Bernt Øksendal, Bernt Øksendal, Marianne Akian, Marie-Claire Quenez, J. L. Menaldi, Avner Bar‐Ilan, Tusheng Zhang, Yaozhong Hu, Francesca Biagini and Andreea Minca. Their work appears in journals such as Journal of Optimization Theory and Applications, Stochastic Processes and their Applications, SIAM Journal on Control and Optimization, Mathematics of Operations Research and Mathematical 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.