Daniel Hernández–Hernández

1.3k total citations
50 papers, 755 citations indexed

About

Daniel Hernández–Hernández is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Daniel Hernández–Hernández has authored 50 papers receiving a total of 755 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 19 papers in Management Science and Operations Research and 19 papers in Economics and Econometrics. Recurrent topics in Daniel Hernández–Hernández's work include Stochastic processes and financial applications (21 papers), Economic theories and models (15 papers) and Risk and Portfolio Optimization (12 papers). Daniel Hernández–Hernández is often cited by papers focused on Stochastic processes and financial applications (21 papers), Economic theories and models (15 papers) and Risk and Portfolio Optimization (12 papers). Daniel Hernández–Hernández collaborates with scholars based in Mexico, United States and Spain. Daniel Hernández–Hernández's co-authors include Wendell H. Fleming, Rolando Cavazos–Cadena, Steven I. Marcus, Alexander Schied, Onésimo Hernández–Lerma, Tomasz R. Bielecki, Stanley R. Pliska, Michael Taksar, Kazutoshi Yamazaki and José Luis Pérez and has published in prestigious journals such as IEEE Transactions on Automatic Control, Journal of Mathematical Analysis and Applications and Systems & Control Letters.

In The Last Decade

Daniel Hernández–Hernández

44 papers receiving 677 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Daniel Hernández–Hernández Mexico 14 382 373 272 143 143 50 755
Giovanni B. Di Masi Italy 11 289 0.8× 170 0.5× 145 0.5× 113 0.8× 114 0.8× 26 530
Manfred Schäl Germany 15 269 0.7× 247 0.7× 238 0.9× 70 0.5× 89 0.6× 30 667
Rolando Cavazos–Cadena Mexico 16 145 0.4× 253 0.7× 174 0.6× 190 1.3× 280 2.0× 84 720
X.Y. Zhou Hong Kong 8 792 2.1× 536 1.4× 324 1.2× 210 1.5× 37 0.3× 13 1.1k
Huyên Pham France 16 916 2.4× 310 0.8× 488 1.8× 72 0.5× 52 0.4× 30 1.2k
Michael Kupper Germany 17 700 1.8× 800 2.1× 399 1.5× 39 0.3× 44 0.3× 56 1.1k
Łukasz Stettner Poland 8 142 0.4× 143 0.4× 97 0.4× 67 0.5× 85 0.6× 16 308
Petter N. Kolm United States 13 581 1.5× 522 1.4× 337 1.2× 36 0.3× 67 0.5× 50 970
Dieter Denneberg Germany 8 171 0.4× 717 1.9× 248 0.9× 58 0.4× 210 1.5× 18 976
Łukasz Stettner Poland 14 252 0.7× 107 0.3× 125 0.5× 120 0.8× 47 0.3× 72 487

Countries citing papers authored by Daniel Hernández–Hernández

Since Specialization
Citations

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

Fields of papers citing papers by Daniel Hernández–Hernández

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Hernández–Hernández. 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 Daniel Hernández–Hernández. The network helps show where Daniel Hernández–Hernández may publish in the future.

Co-authorship network of co-authors of Daniel Hernández–Hernández

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Hernández–Hernández. A scholar is included among the top collaborators of Daniel Hernández–Hernández 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 Daniel Hernández–Hernández. Daniel Hernández–Hernández 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.
Hernández–Hernández, Daniel, et al.. (2025). Coupled forward-backward stochastic differential equations with jumps in random environments. Stochastic Analysis and Applications. 44(1). 35–64. 1 indexed citations
2.
Hernández–Hernández, Daniel, et al.. (2025). Conditional McKean–Vlasov differential equations with common poissonian noise: Propagation of chaos. Stochastics and Dynamics. 25(07n08).
3.
Hernández–Hernández, Daniel, et al.. (2022). Portfolio management under drawdown constraint in discrete-time financial markets. Journal of Applied Probability. 60(1). 127–147.
4.
Cavazos–Cadena, Rolando & Daniel Hernández–Hernández. (2019). The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion. SIAM Journal on Control and Optimization. 57(1). 219–240. 8 indexed citations
5.
Hernández–Hernández, Daniel, Juan Carlos Pardo, & Víctor M. Hernández Rivero. (2018). XII Symposium of Probability and Stochastic Processes. CERN Document Server (European Organization for Nuclear Research). 1 indexed citations
6.
Hernández–Hernández, Daniel. (2017). Variance-Optimal Martingale Measures for Diffusion Processes with Stochastic Coefficients. Set-Valued and Variational Analysis. 26(4). 975–991. 1 indexed citations
7.
Cavazos–Cadena, Rolando & Daniel Hernández–Hernández. (2015). A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. Mathematics of Operations Research. 41(1). 224–235. 6 indexed citations
8.
Hernández–Hernández, Daniel & Kazutoshi Yamazaki. (2014). Games of singular control and stopping driven by spectrally one-sided Lévy processes. Stochastic Processes and their Applications. 125(1). 1–38. 11 indexed citations
9.
Hernández–Hernández, Daniel, et al.. (2013). Quantile Portfolio Optimization Under Risk Measure Constraints. Applied Mathematics & Optimization. 68(2). 157–179. 6 indexed citations
10.
Cavazos–Cadena, Rolando & Daniel Hernández–Hernández. (2012). Nash Equilibria in a class of Markov stopping games. Kybernetika. 48(5). 1027–1044. 4 indexed citations
11.
Cavazos–Cadena, Rolando & Daniel Hernández–Hernández. (2011). Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. Mathematics of Operations Research. 36(1). 133–146. 24 indexed citations
12.
Hernández–Hernández, Daniel, et al.. (2011). Utility maximization in markets with bid–ask spreads. Stochastics. 83(1). 17–43.
13.
Cavazos–Cadena, Rolando & Daniel Hernández–Hernández. (2008). Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space. Systems & Control Letters. 58(4). 254–258. 11 indexed citations
14.
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
15.
Hernández–Hernández, Daniel & Alexander Schied. (2006). Robust utility maximization in a stochastic factor model. Statistics & Risk Modeling. 24(1). 109–125. 41 indexed citations
16.
Cavazos–Cadena, Rolando, et al.. (2005). A CHARACTERIZATION OF THE OPTIMAL RISK-SENSITIVE AVERAGE COST IN FINITE CONTROLLED MARKOV CHAINS 1. 15 indexed citations
17.
Hernández–Hernández, Daniel, et al.. (2005). Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients. SIAM Journal on Control and Optimization. 44(4). 1322–1344. 36 indexed citations
18.
Bielecki, Tomasz R., Daniel Hernández–Hernández, & Stanley R. Pliska. (1999). Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. Mathematical Methods of Operations Research. 50(2). 167–188. 49 indexed citations
19.
Hernández–Lerma, Onésimo & Daniel Hernández–Hernández. (1994). Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation. Journal of Mathematical Analysis and Applications. 183(2). 335–351. 13 indexed citations
20.
Hernández–Hernández, Daniel & Onésimo Hernández–Lerma. (1993). LINEAR PROGRAMMING AND INFINITE HORIZON PROBLEMS OF DETERMINISTIC CONTROL THEORY. Boletín de la Sociedad Matemática Mexicana. 1(1). 1–19.

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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