Alexander S. Cherny

1.7k total citations
28 papers, 799 citations indexed

About

Alexander S. Cherny is a scholar working on Finance, Management Science and Operations Research and Demography. According to data from OpenAlex, Alexander S. Cherny has authored 28 papers receiving a total of 799 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 16 papers in Management Science and Operations Research and 5 papers in Demography. Recurrent topics in Alexander S. Cherny's work include Stochastic processes and financial applications (25 papers), Risk and Portfolio Optimization (15 papers) and Financial Risk and Volatility Modeling (6 papers). Alexander S. Cherny is often cited by papers focused on Stochastic processes and financial applications (25 papers), Risk and Portfolio Optimization (15 papers) and Financial Risk and Volatility Modeling (6 papers). Alexander S. Cherny collaborates with scholars based in Russia, Tajikistan and United States. Alexander S. Cherny's co-authors include Dilip B. Madan, V. P. Maslov, Dmitri Olegovich Orlov, Albert N. Shiryaev, Mikhail Urusov, Michael Kupper, Raphaël Douady and Stanislav Molchanov and has published in prestigious journals such as Review of Financial Studies, Lecture notes in mathematics and Mathematical Finance.

In The Last Decade

Alexander S. Cherny

27 papers receiving 704 citations

Peers

Countries citing papers authored by Alexander S. Cherny

Since Specialization

Citations

This map shows the geographic impact of Alexander S. Cherny'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 Alexander S. Cherny with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander S. Cherny more than expected).

Fields of papers citing papers by Alexander S. Cherny

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alexander S. Cherny. 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 Alexander S. Cherny. The network helps show where Alexander S. Cherny may publish in the future.

Co-authorship network of co-authors of Alexander S. Cherny

This figure shows the co-authorship network connecting the top 25 collaborators of Alexander S. Cherny. A scholar is included among the top collaborators of Alexander S. Cherny 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 Alexander S. Cherny. Alexander S. Cherny is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work	Indexed citations
1	Illiquid Markets as a Counterparty: An Introduction to Conic Finance 2010 ·SSRN Electronic Journal ·Dilip B. Madan, Alexander S. Cherny	4
2	CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK 2009 ·Mathematical Finance ·Alexander S. Cherny	20
3	On Measuring Nonlinear Risk with Scarce Observations 2008 ·SSRN Electronic Journal ·Alexander S. Cherny, Raphaël Douady, Stanislav Molchanov	1
4	New Measures for Performance Evaluation 2008 ·Review of Financial Studies ·Alexander S. Cherny, Dilip B. Madan	225
5	On Measuring Hedge Fund Risk 2008 ·SSRN Electronic Journal ·Alexander S. Cherny, Raphaël Douady, Stanislav Molchanov	3
6	Pricing with Coherent Risk 2008 ·Theory of Probability and Its Applications ·Alexander S. Cherny	22
7	New Measures for Performance Evaluation 2007 ·SSRN Electronic Journal ·Alexander S. Cherny, Dilip B. Madan	22
8	Divergence Utilities 2007 ·SSRN Electronic Journal ·Alexander S. Cherny, Michael Kupper	6
9	Pricing and hedging European options with discrete-time coherent risk 2007 ·Finance and Stochastics ·Alexander S. Cherny	6
10	Dilatation monotone risk measures are law invariant 2007 ·Finance and Stochastics ·Alexander S. Cherny, (unknown)	18
11	Pricing and Hedging in Incomplete Markets with Coherent Risk 2006 ·SSRN Electronic Journal ·Alexander S. Cherny, Dilip B. Madan	3
12	Weighted V@R and its Properties 2006 ·Finance and Stochastics ·Alexander S. Cherny	74
13	CAPM, Rewards, and Empirical Asset Pricing with Coherent Risk 2006 ·SSRN Electronic Journal ·Alexander S. Cherny, Dilip B. Madan	3
14	On Minimization and Maximization of Entropy in Various Disciplines 2004 ·Theory of Probability and Its Applications ·Alexander S. Cherny, V. P. Maslov	28
15	Separating Times for Measures on Filtered Spaces 2004 ·Theory of Probability and Its Applications ·Alexander S. Cherny, Mikhail Urusov	7
16	Invariant Distributions for Singular Stochastic Differential Equations 2004 ·Stochastics and stochastics reports ·Alexander S. Cherny	0
17	Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle 2003 ·Theory of Probability and Its Applications ·(unknown), Alexander S. Cherny, Albert N. Shiryaev	19
18	On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations 2002 ·Theory of Probability and Its Applications ·Alexander S. Cherny	40
19	Families of Consistent Probability Measures 2002 ·Theory of Probability and Its Applications ·Alexander S. Cherny	4
20	Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem 2000 ·Theory of Probability and Its Applications ·Albert N. Shiryaev, Alexander S. Cherny	4

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.

Explore authors with similar magnitude of impact