Birgit Rudloff

1.0k total citations
29 papers, 449 citations indexed

About

Birgit Rudloff is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Birgit Rudloff has authored 29 papers receiving a total of 449 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Management Science and Operations Research, 15 papers in Finance and 9 papers in Economics and Econometrics. Recurrent topics in Birgit Rudloff's work include Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (12 papers) and Economic theories and models (7 papers). Birgit Rudloff is often cited by papers focused on Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (12 papers) and Economic theories and models (7 papers). Birgit Rudloff collaborates with scholars based in United States, Austria and Germany. Birgit Rudloff's co-authors include Zachary Feinstein, Andreas H. Hamel, Andreas Löhne, Stefan Weber, Frank Heyde, Davi Valladão, Alexandre Street, Ioannis Karatzas, Robert J. Vanderbei and Eric Schaanning and has published in prestigious journals such as European Journal of Operational Research, Operations Research and Mathematical Programming.

In The Last Decade

Birgit Rudloff

29 papers receiving 432 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Birgit Rudloff United States 13 271 175 133 96 95 29 449
Ralf Werner Germany 11 210 0.8× 107 0.6× 47 0.4× 71 0.7× 105 1.1× 25 348
Csaba I. Fábián Hungary 10 297 1.1× 147 0.8× 35 0.3× 80 0.8× 53 0.6× 22 401
José Juan Quesada-Molina Spain 15 215 0.8× 360 2.1× 252 1.9× 45 0.5× 58 0.6× 33 592
Richard H. Stockbridge United States 12 96 0.4× 225 1.3× 51 0.4× 109 1.1× 86 0.9× 32 469
Martin Branda Czechia 12 262 1.0× 96 0.5× 23 0.2× 99 1.0× 40 0.4× 28 367
Teemu Pennanen Finland 16 277 1.0× 261 1.5× 34 0.3× 192 2.0× 309 3.3× 53 758
Dietmar Maringer Switzerland 12 425 1.6× 289 1.7× 36 0.3× 151 1.6× 136 1.4× 34 657
Hiroshi Shirakawa Japan 9 210 0.8× 309 1.8× 36 0.3× 143 1.5× 31 0.3× 16 450
Tomás Prieto-Rumeau Spain 13 188 0.7× 101 0.6× 103 0.8× 77 0.8× 73 0.8× 43 435
Łukasz Stettner Poland 14 107 0.4× 252 1.4× 73 0.5× 125 1.3× 69 0.7× 72 487

Countries citing papers authored by Birgit Rudloff

Since Specialization
Citations

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

Fields of papers citing papers by Birgit Rudloff

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Birgit Rudloff

This figure shows the co-authorship network connecting the top 25 collaborators of Birgit Rudloff. A scholar is included among the top collaborators of Birgit Rudloff 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 Birgit Rudloff. Birgit Rudloff 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.
Feinstein, Zachary & Birgit Rudloff. (2024). Deep learning the efficient frontier of convex vector optimization problems. Journal of Global Optimization. 90(2). 429–458. 1 indexed citations
2.
Rudloff, Birgit, et al.. (2022). Acceptability maximization. WU Research. 1(2). 219–219. 1 indexed citations
3.
Feinstein, Zachary, et al.. (2021). Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Mathematics of Operations Research. 47(1). 616–642. 8 indexed citations
4.
Rudloff, Birgit, et al.. (2020). Elicitability and identifiability of set-valued measures of systemic risk. Finance and Stochastics. 25(1). 133–165. 2 indexed citations
5.
Rudloff, Birgit, et al.. (2019). Elicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals. Spiral (Imperial College London). 3 indexed citations
6.
Feinstein, Zachary, Birgit Rudloff, & Stefan Weber. (2017). Measures of Systemic Risk. SIAM Journal on Financial Mathematics. 8(1). 672–708. 68 indexed citations
7.
Feinstein, Zachary, et al.. (2017). Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SSRN Electronic Journal. 2 indexed citations
8.
Rudloff, Birgit, et al.. (2016). A parametric simplex algorithm for linear vector optimization problems. Mathematical Programming. 163(1-2). 213–242. 17 indexed citations
9.
Feinstein, Zachary & Birgit Rudloff. (2016). A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle. Journal of Global Optimization. 68(1). 47–69. 13 indexed citations
10.
Hamel, Andreas H., et al.. (2015). Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures. CERN Document Server (European Organization for Nuclear Research). 7 indexed citations
11.
Löhne, Andreas & Birgit Rudloff. (2015). On the dual of the solvency cone. Discrete Applied Mathematics. 186. 176–185. 1 indexed citations
12.
Feinstein, Zachary & Birgit Rudloff. (2013). Time consistency of dynamic risk measures in markets with transaction costs. Quantitative Finance. 13(9). 1473–1489. 18 indexed citations
13.
Hamel, Andreas H., et al.. (2013). Set-valued average value at risk and its computation. Mathematics and Financial Economics. 7(2). 229–246. 27 indexed citations
14.
Feinstein, Zachary & Birgit Rudloff. (2012). Set-Valued Dynamic Risk Measures. arXiv (Cornell University). 1 indexed citations
15.
Hamel, Andreas H., et al.. (2012). Risk minimization and set-valued average value at risk via linear vector optimization. arXiv (Cornell University). 3 indexed citations
16.
Löhne, Andreas & Birgit Rudloff. (2011). An algorithm for calculating the set of superhedging portfolios and strategies in markets with transaction costs. arXiv (Cornell University). 5 indexed citations
17.
Rudloff, Birgit & Ioannis Karatzas. (2010). Testing composite hypotheses via convex duality. Bernoulli. 16(4). 14 indexed citations
18.
Rudloff, Birgit. (2009). Coherent hedging in incomplete markets. Quantitative Finance. 9(2). 197–206. 8 indexed citations
19.
Rudloff, Birgit. (2007). Convex Hedging in Incomplete Markets. Applied Mathematical Finance. 14(5). 437–452. 25 indexed citations
20.
Rudloff, Birgit. (2005). A generalized Neyman-Pearson lemma for hedge problems in incomplete markets. Qucosa - Monarch (Chemnitz University of Technology). 1 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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