Frank Heyde

702 total citations
17 papers, 305 citations indexed

About

Frank Heyde is a scholar working on Computational Theory and Mathematics, Management Science and Operations Research and Numerical Analysis. According to data from OpenAlex, Frank Heyde has authored 17 papers receiving a total of 305 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Computational Theory and Mathematics, 7 papers in Management Science and Operations Research and 5 papers in Numerical Analysis. Recurrent topics in Frank Heyde's work include Optimization and Variational Analysis (7 papers), Risk and Portfolio Optimization (6 papers) and Advanced Optimization Algorithms Research (4 papers). Frank Heyde is often cited by papers focused on Optimization and Variational Analysis (7 papers), Risk and Portfolio Optimization (6 papers) and Advanced Optimization Algorithms Research (4 papers). Frank Heyde collaborates with scholars based in Germany, Austria and Italy. Frank Heyde's co-authors include Andreas H. Hamel, Andreas Löhne, Birgit Rudloff, Ulrike Neyer, Christiane Tammer, Andreas Horsch, Sylvia Richter, Wilfried Grecksch, G. Isac and Chr. Tammer and has published in prestigious journals such as Energy Economics, Journal of Mathematical Analysis and Applications and SIAM Journal on Optimization.

In The Last Decade

Frank Heyde

16 papers receiving 288 citations

Peers

Frank Heyde

CTM

MSOR

FINAN

Andreas H. Hamel Germany

Alberto Zaffaroni Italy

Ralf Werner Germany

Erio Castagnoli Italy

Peter Sarkoci Austria

Andrew J. Heunis Canada

Walter Farkas Switzerland

Norbert Jobst United Kingdom

Christian Hess France

A. A. Yushkevich United States

Andreas H. Hamel Germany

Frank Heyde

275 ×1.8

CTM

204 ×1.5

MSOR

176 ×1.6

150 ×1.4

73 ×0.8

FINAN

Citations per year, relative to Frank Heyde Frank Heyde (= 1×) peers Andreas H. Hamel

Countries citing papers authored by Frank Heyde

Since Specialization

Citations

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

Fields of papers citing papers by Frank Heyde

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Frank Heyde

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

All Works

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17 of 17 papers shown

Richter, Sylvia, et al.. (2021). Determinants of project bond prices – Insights into infrastructure and energy capital markets. Energy Economics. 97. 105175–105175. 10 indexed citations

Hamel, Andreas H. & Frank Heyde. (2021). Set-Valued T-Translative Functions and Their Applications in Finance. Mathematics. 9(18). 2270–2270.

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

Hamel, Andreas H., et al.. (2015). Set Optimization and Applications - The State of the Art. Springer proceedings in mathematics & statistics. 19 indexed citations

Heyde, Frank, et al.. (2012). Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization. Journal of Mathematical Analysis and Applications. 397(2). 772–784. 10 indexed citations

Hamel, Andreas H., Frank Heyde, & Birgit Rudloff. (2011). Set-valued risk measures for conical market models. Mathematics and Financial Economics. 5(1). 1–28. 53 indexed citations

Heyde, Frank & Ulrike Neyer. (2010). Credit Default Swaps and the Stability of the Banking Sector^*. International Review of Finance. 10(1). 27–61. 21 indexed citations

Heyde, Frank & Andreas Löhne. (2010). Solution concepts in vector optimization: a fresh look at an old story. Optimization. 60(12). 1421–1440. 29 indexed citations

Hamel, Andreas H. & Frank Heyde. (2010). Duality for Set-Valued Measures of Risk. SIAM Journal on Financial Mathematics. 1(1). 66–95. 78 indexed citations

10.

Neyer, Ulrike & Frank Heyde. (2008). Credit Default Swaps and the Stability of the Banking Sector. SSRN Electronic Journal. 7 indexed citations

11.

Heyde, Frank & Andreas Löhne. (2008). Geometric Duality in Multiple Objective Linear Programming. SIAM Journal on Optimization. 19(2). 836–845. 27 indexed citations

12.

Heyde, Frank, Andreas Löhne, & Christiane Tammer. (2008). Set-valued duality theory for multiple objective linear programs and application to mathematical finance. Mathematical Methods of Operations Research. 69(1). 159–179. 15 indexed citations

13.

Neyer, Ulrike & Frank Heyde. (2007). The Stability of the Banking Sector and Credit Default Swaps. SSRN Electronic Journal. 4 indexed citations

14.

Hamel, Andreas H. & Frank Heyde. (2007). Set-valued measures of risk. 4 indexed citations

15.

Hamel, Andreas H., et al.. (2004). Closing the Duality Gap in Linear Vector Optimization. View. 11(1). 163–178. 12 indexed citations

16.

Grecksch, Wilfried, Frank Heyde, G. Isac, & Chr. Tammer. (2003). A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems. Optimization. 52(2). 153–170. 8 indexed citations

17.

Heyde, Frank, Wilfried Grecksch, & Chr. Tammer. (2001). Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Mathematical Methods of Operations Research. 54(3). 425–438. 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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