Alexander Schied

7.8k total citations · 2 hit papers
71 papers, 4.3k citations indexed

About

Alexander Schied is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Alexander Schied has authored 71 papers receiving a total of 4.3k indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in Finance, 33 papers in Economics and Econometrics and 23 papers in Management Science and Operations Research. Recurrent topics in Alexander Schied's work include Stochastic processes and financial applications (47 papers), Economic theories and models (28 papers) and Risk and Portfolio Optimization (21 papers). Alexander Schied is often cited by papers focused on Stochastic processes and financial applications (47 papers), Economic theories and models (28 papers) and Risk and Portfolio Optimization (21 papers). Alexander Schied collaborates with scholars based in Germany, Canada and United States. Alexander Schied's co-authors include Hans Föllmer, Aurélien Alfonsi, Antje Fruth, Alla Slynko, Daniel Hernández–Hernández, Henryk Zähle, Volker Krätschmer, Jim Gatheral, Michael R. Tehranchi and Michael Röckner and has published in prestigious journals such as European Journal of Operational Research, Journal of Mathematical Analysis and Applications and Systems & Control Letters.

In The Last Decade

Alexander Schied

69 papers receiving 3.9k citations

Hit Papers

Convex measures of risk and trading constraints 2002 2026 2010 2018 2002 2002 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Convex measures of risk and trading constraints
    2002 903 citations Hans Föllmer, Alexander Schied profile →
  2. Stochastic Finance: An Introduction in Discrete Time
    2002 747 citations Hans Föllmer, Alexander Schied Medical Entomology and Zoology profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alexander Schied Germany 27 2.8k 2.7k 2.0k 496 476 71 4.3k
Hans Föllmer Germany 26 2.8k 1.0× 2.7k 1.0× 2.0k 1.0× 555 1.1× 616 1.3× 53 4.6k
Nizar Touzi France 34 3.6k 1.3× 1.3k 0.5× 1.7k 0.9× 345 0.7× 667 1.4× 128 4.3k
Freddy Delbaen Switzerland 36 6.8k 2.4× 5.3k 1.9× 4.3k 2.2× 985 2.0× 1.5k 3.1× 91 10.1k
Walter Schachermayer Austria 34 4.6k 1.6× 1.7k 0.6× 2.8k 1.4× 328 0.7× 675 1.4× 125 5.7k
Patrick Cheridito Switzerland 26 1.9k 0.7× 867 0.3× 892 0.5× 204 0.4× 252 0.5× 61 2.4k
Nicole El Karoui France 29 4.3k 1.5× 1.4k 0.5× 1.6k 0.8× 219 0.4× 1.3k 2.7× 70 4.9k
Dilip B. Madan United States 43 12.0k 4.2× 1.9k 0.7× 4.8k 2.4× 563 1.1× 1.6k 3.4× 328 13.0k
Ruodu Wang Canada 24 853 0.3× 1.5k 0.5× 773 0.4× 596 1.2× 259 0.5× 162 2.1k
Robert A. Jarrow United States 51 11.3k 4.0× 1.1k 0.4× 4.7k 2.4× 187 0.4× 853 1.8× 300 12.7k
Mark Broadie United States 35 4.7k 1.7× 909 0.3× 1.5k 0.8× 246 0.5× 824 1.7× 80 5.6k

Countries citing papers authored by Alexander Schied

Since Specialization
Citations

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

Fields of papers citing papers by Alexander Schied

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Alexander Schied

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

All Works

20 of 20 papers shown
1.
Hu, H. M., Arthur Charpentier, Mario Ghossoub, & Alexander Schied. (2025). The multi-armed bandit problem under the mean-variance setting. European Journal of Operational Research. 324(1). 168–182.
2.
Schied, Alexander, et al.. (2025). The roughness exponent and its model-free estimation. The Annals of Applied Probability. 35(2). 1 indexed citations
3.
Schied, Alexander, et al.. (2024). A criterion for absolute continuity relative to the law of fractional Brownian motion. Electronic Communications in Probability. 29(none). 1 indexed citations
4.
Schied, Alexander, et al.. (2021). Protecting pegged currency markets from speculative investors. Spiral (Imperial College London). 2 indexed citations
5.
Mishura, Yuliya & Alexander Schied. (2018). On (signed) Takagi–Landsberg functions: pth variation, maximum, and modulus of continuity. Journal of Mathematical Analysis and Applications. 473(1). 258–272. 8 indexed citations
6.
Gatheral, Jim & Alexander Schied. (2013). Dynamical models for market impact and algorithms for optimal order execution. 3 indexed citations
7.
Föllmer, Hans & Alexander Schied. (2011). Stochastic Finance. 234 indexed citations
8.
Krätschmer, Volker, Alexander Schied, & Henryk Zähle. (2011). Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Journal of Multivariate Analysis. 103(1). 35–47. 42 indexed citations
9.
Alfonsi, Aurélien & Alexander Schied. (2010). Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models. SSRN Electronic Journal. 24 indexed citations
10.
Schied, Alexander, et al.. (2009). Liquidation in the Face of Adversity: Stealth vs. Sunshine Trading. SSRN Electronic Journal. 33 indexed citations
11.
Alfonsi, Aurélien, Antje Fruth, & Alexander Schied. (2007). Optimal execution strategies in limit order books with general shape\n functions. arXiv (Cornell University). 230 indexed citations
12.
Hernández–Hernández, Daniel & Alexander Schied. (2006). A control approach to robust utility maximization with logarithmic utility and time-consistent penalties. Stochastic Processes and their Applications. 117(8). 980–1000. 46 indexed citations
13.
Schied, Alexander. (2006). Risk Measures and Robust Optimization Problems. Stochastic Models. 22(4). 753–831. 39 indexed citations
14.
Hernández–Hernández, Daniel & Alexander Schied. (2006). Robust utility maximization in a stochastic factor model. Statistics & Risk Modeling. 24(1). 109–125. 41 indexed citations
15.
Schied, Alexander, et al.. (2005). Duality theory for optimal investments under model uncertainty. RePEc: Research Papers in Economics. 23(3/2005). 28 indexed citations
16.
Föllmer, Hans & Alexander Schied. (2002). Stochastic Finance: An Introduction in Discrete Time. Medical Entomology and Zoology. 747 indexed citations breakdown →
17.
Röckner, Michael & Alexander Schied. (1999). Rademacher's Theorem on Configuration Spaces and Applications. Journal of Functional Analysis. 169(2). 325–356. 26 indexed citations
18.
Schied, Alexander. (1999). Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses. Journal of Theoretical Probability. 12(4). 1011–1035. 2 indexed citations
19.
Schied, Alexander. (1997). Moderate deviations and functional LIL for super-Brownian motion. Stochastic Processes and their Applications. 72(1). 11–25. 13 indexed citations
20.
Schied, Alexander. (1996). Sample path large deviations for super-Brownian motion. Probability Theory and Related Fields. 104(3). 319–347. 2 indexed citations

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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