Christoph Frei

869 total citations
37 papers, 449 citations indexed

About

Christoph Frei is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Christoph Frei has authored 37 papers receiving a total of 449 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 14 papers in Management Science and Operations Research and 13 papers in Economics and Econometrics. Recurrent topics in Christoph Frei's work include Stochastic processes and financial applications (13 papers), Financial Markets and Investment Strategies (10 papers) and Credit Risk and Financial Regulations (9 papers). Christoph Frei is often cited by papers focused on Stochastic processes and financial applications (13 papers), Financial Markets and Investment Strategies (10 papers) and Credit Risk and Financial Regulations (9 papers). Christoph Frei collaborates with scholars based in Canada, United States and Switzerland. Christoph Frei's co-authors include Lorenzo Fagiano, Georg Schildbach, Manfred Morari, Stanley Hoffmann, Gonçalo dos Reis, Martin Schweizer, Agostino Capponi, Marcus Wunsch, Markus Baldauf and Celso Brunetti and has published in prestigious journals such as Journal of Financial Economics, Management Science and Automatica.

In The Last Decade

Christoph Frei

34 papers receiving 408 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Christoph Frei Canada 8 166 165 99 70 48 37 449
Peter Zadrozny United States 14 125 0.8× 36 0.2× 269 2.7× 53 0.8× 13 0.3× 35 469
Weiyi Liu China 12 189 1.1× 49 0.3× 220 2.2× 87 1.2× 2 0.0× 62 557
Dongho Song United States 15 398 2.4× 27 0.2× 451 4.6× 65 0.9× 8 0.2× 30 759
Anna Jaśkiewicz Poland 14 180 1.1× 78 0.5× 317 3.2× 252 3.6× 2 0.0× 55 587
Tung Liu United States 11 177 1.1× 36 0.2× 346 3.5× 240 3.4× 18 0.4× 28 671
Kent D. Wall United States 13 258 1.6× 73 0.4× 358 3.6× 90 1.3× 6 0.1× 36 680
Serguei Maliar Spain 14 168 1.0× 35 0.2× 568 5.7× 70 1.0× 9 0.2× 53 754
Malcolm Pemberton United Kingdom 5 23 0.1× 23 0.1× 235 2.4× 82 1.2× 11 0.2× 9 472

Countries citing papers authored by Christoph Frei

Since Specialization
Citations

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

Fields of papers citing papers by Christoph Frei

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Christoph Frei

This figure shows the co-authorship network connecting the top 25 collaborators of Christoph Frei. A scholar is included among the top collaborators of Christoph Frei 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 Christoph Frei. Christoph Frei 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.
Baldauf, Markus, et al.. (2024). Block trade contracting. Journal of Financial Economics. 160. 103901–103901. 1 indexed citations
2.
Frei, Christoph, et al.. (2023). Traditional and digital currencies in over-the-counter markets. Mathematics and Financial Economics. 17(3). 457–497. 2 indexed citations
3.
Baldauf, Markus, et al.. (2021). Principal Trading Arrangements: When Are Common Contracts Optimal?. Management Science. 68(4). 3112–3128. 6 indexed citations
4.
Frei, Christoph, Agostino Capponi, & Celso Brunetti. (2021). Counterparty Risk in Over-the-Counter Markets. Journal of Financial and Quantitative Analysis. 57(3). 1058–1082. 3 indexed citations
5.
Frei, Christoph. (2020). A New Approach to Risk Attribution and Its Application in Credit Risk Analysis. Risks. 8(2). 65–65. 2 indexed citations
6.
Frei, Christoph, et al.. (2019). A stochastic model for cancer metastasis: branching stochastic process with settlement. Mathematical Medicine and Biology A Journal of the IMA. 37(2). 153–182. 6 indexed citations
7.
Brunetti, Celso, Christoph Frei, & Agostino Capponi. (2018). Managing Counterparty Risk in OTC Markets. Finance and Economics Discussion Series. 2018(083r1). 1 indexed citations
8.
Frei, Christoph & Marcus Wunsch. (2018). Moment estimators for autocorrelated time series and their application to default correlations. The Journal of Credit Risk. 14(1). 1–29. 7 indexed citations
9.
Frei, Christoph & Marcus Wunsch. (2017). Moment Estimators for Autocorrelated Time Series and Their Application to Default Correlations. SSRN Electronic Journal. 1 indexed citations
10.
Capponi, Agostino & Christoph Frei. (2016). Systemic Influences on Optimal Equity-Credit Investment. Management Science. 63(8). 2756–2771. 9 indexed citations
11.
Frei, Christoph. (2016). Politics Among Nations: Revisiting a Classic. Ethics & International Affairs. 30(1). 39–46. 1 indexed citations
12.
Frei, Christoph, et al.. (2016). The folk theorem with imperfect public information in continuous time. Theoretical Economics. 11(2). 411–453. 4 indexed citations
13.
Capponi, Agostino & Christoph Frei. (2015). Systemic Influences on Optimal Equity-Credit Investment. SSRN Electronic Journal. 3 indexed citations
14.
Frei, Christoph. (2014). Splitting multidimensional BSDEs and finding local equilibria. Stochastic Processes and their Applications. 124(8). 2654–2671. 17 indexed citations
15.
Frei, Christoph, et al.. (2012). BSDEs in utility maximization with BMO market price of risk. Stochastic Processes and their Applications. 122(6). 2486–2519. 2 indexed citations
16.
Frei, Christoph & Gonçalo dos Reis. (2012). QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS. Stochastics and Dynamics. 13(2). 1250015–1250015. 4 indexed citations
17.
Frei, Christoph & Martin Schweizer. (2008). Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Advances in Applied Probability. 40(2). 401–423. 1 indexed citations
18.
Frei, Christoph & Martin Schweizer. (2008). Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Advances in Applied Probability. 40(2). 401–423. 16 indexed citations
19.
Frei, Christoph. (2007). Blueprint for a global energy authority. 130–131. 1 indexed citations
20.
Frei, Christoph, et al.. (1994). Contending with Hayek : on liberalism, spontaneous order and the post-communist societies in transition. P. Lang eBooks. 5 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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