Eberhard Mayerhofer

651 total citations
23 papers, 273 citations indexed

About

Eberhard Mayerhofer is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Eberhard Mayerhofer has authored 23 papers receiving a total of 273 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 7 papers in Statistics and Probability and 5 papers in Economics and Econometrics. Recurrent topics in Eberhard Mayerhofer's work include Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (7 papers) and Financial Markets and Investment Strategies (5 papers). Eberhard Mayerhofer is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (7 papers) and Financial Markets and Investment Strategies (5 papers). Eberhard Mayerhofer collaborates with scholars based in Ireland, Austria and Switzerland. Eberhard Mayerhofer's co-authors include Paul Schneider, Damir Filipović, Martin Keller‐Ressel, Robert Stelzer, Josef Teichmann, Christa Cuchiero, Johannes Muhle‐Karbe, Paolo Guasoni, Alain Escassut and Piotr Graczyk and has published in prestigious journals such as Operations Research, Journal of Mathematical Analysis and Applications and Transactions of the American Mathematical Society.

In The Last Decade

Eberhard Mayerhofer

20 papers receiving 263 citations

Peers

Eberhard Mayerhofer

FINAN

Martin Keller‐Ressel Germany

Christa Cuchiero Austria

Jeannette H. C. Woerner Germany

Emmanuelle Clément France

Bruno Dupire United States

Claude Martini France

Eduardo Abi Jaber France

Jacek Jakubowski Poland

José E. Figueroa‐López United States

Valentine Genon-Catalot France

Martin Keller‐Ressel Germany

Eberhard Mayerhofer

333 ×1.5

FINAN

92 ×1.7

66 ×1.2

68 ×1.5

35 ×0.9

Citations per year, relative to Eberhard Mayerhofer Eberhard Mayerhofer (= 1×) peers Martin Keller‐Ressel

Countries citing papers authored by Eberhard Mayerhofer

Since Specialization

Citations

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

Fields of papers citing papers by Eberhard Mayerhofer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Eberhard Mayerhofer

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

All Works

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20 of 20 papers shown

Mayerhofer, Eberhard. (2024). Almost Perfect Shadow Prices. Journal of risk and financial management. 17(2). 70–70.

Guasoni, Paolo & Eberhard Mayerhofer. (2023). Leveraged funds: robust replication and performance evaluation. Quantitative Finance. 23(7-8). 1155–1176. 2 indexed citations

Guasoni, Paolo, et al.. (2022). Options Portfolio Selection with Position Limits. SSRN Electronic Journal. 1 indexed citations

Guasoni, Paolo & Eberhard Mayerhofer. (2020). Technical Note—Options Portfolio Selection. Operations Research. 68(3). 733–740. 2 indexed citations

Guasoni, Paolo, et al.. (2019). Dynamic Information Aggregation and Welfare. SSRN Electronic Journal.

Mayerhofer, Eberhard. (2018). On Wishart and noncentral Wishart distributions on symmetric cones. Transactions of the American Mathematical Society. 371(10). 7093–7109. 2 indexed citations

Graczyk, Piotr, Jacek Małecki, & Eberhard Mayerhofer. (2017). A characterization of Wishart processes and Wishart distributions. Stochastic Processes and their Applications. 128(4). 1386–1404. 4 indexed citations

Mayerhofer, Eberhard & Paul Schneider. (2016). Density Approximations for Multivariate Affine Jump-Diffusion Processes. 57 indexed citations

Keller‐Ressel, Martin & Eberhard Mayerhofer. (2015). Exponential moments of affine processes. The Annals of Applied Probability. 25(2). 40 indexed citations

10.

Cuchiero, Christa, Martin Keller‐Ressel, Eberhard Mayerhofer, & Josef Teichmann. (2014). Affine Processes on Symmetric Cones. Journal of Theoretical Probability. 29(2). 359–422. 10 indexed citations

11.

Guasoni, Paolo & Eberhard Mayerhofer. (2014). The Limits of Leverage. SSRN Electronic Journal.

12.

Mayerhofer, Eberhard. (2012). On the existence of non-central Wishart distributions. Journal of Multivariate Analysis. 114. 448–456. 6 indexed citations

13.

Mayerhofer, Eberhard. (2012). Affine processes on positive semidefinite d×d matrices have jumps of finite variation in dimension d>1. Stochastic Processes and their Applications. 122(10). 3445–3459. 8 indexed citations

14.

Mayerhofer, Eberhard, et al.. (2011). On strong solutions for positive definite jump diffusions. Stochastic Processes and their Applications. 121(9). 2072–2086. 40 indexed citations

15.

Filipović, Damir, Eberhard Mayerhofer, & Paul Schneider. (2011). Density Approximations for Multivariate Affine Jump-Diffusion Processes. SSRN Electronic Journal. 8 indexed citations

16.

Mayerhofer, Eberhard, et al.. (2010). A characterization of the martingale property of exponentially affine processes. Stochastic Processes and their Applications. 121(3). 568–582. 15 indexed citations

17.

Cuchiero, Christa, Damir Filipović, Eberhard Mayerhofer, & Josef Teichmann. (2009). Affine Processes on Positive Semidefinite Matrices. SSRN Electronic Journal. 19 indexed citations

18.

Mayerhofer, Eberhard, et al.. (2007). Homogeneity in generalized function algebras. Journal of Mathematical Analysis and Applications. 339(2). 889–904. 2 indexed citations

19.

Mayerhofer, Eberhard. (2007). On the characterization of p ‐adic Colombeau–Egorov generalized functions by their point values. Mathematische Nachrichten. 280(11). 1297–1301. 4 indexed citations

20.

Escassut, Alain & Eberhard Mayerhofer. (2004). Rational decompositions of complex meromorphic functions. Complex Variables Theory and Application An International Journal. 49(14). 991–996. 3 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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