Frank Thomas Seifried

724 total citations
52 papers, 403 citations indexed

About

Frank Thomas Seifried is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Frank Thomas Seifried has authored 52 papers receiving a total of 403 indexed citations (citations by other indexed papers that have themselves been cited), including 46 papers in Finance, 30 papers in Economics and Econometrics and 14 papers in Management Science and Operations Research. Recurrent topics in Frank Thomas Seifried's work include Stochastic processes and financial applications (41 papers), Financial Markets and Investment Strategies (24 papers) and Economic theories and models (24 papers). Frank Thomas Seifried is often cited by papers focused on Stochastic processes and financial applications (41 papers), Financial Markets and Investment Strategies (24 papers) and Economic theories and models (24 papers). Frank Thomas Seifried collaborates with scholars based in Germany, United Kingdom and Switzerland. Frank Thomas Seifried's co-authors include Holger Kraft, Mogens Steffensen, Ralf Korn, Jörn Saß, Sören Christensen, Nicole Branger, Johannes Muhle‐Karbe, Daniel Hoffmann, Julia Herbinger and Stefanie Müller and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Journal of Economic Theory.

In The Last Decade

Frank Thomas Seifried

48 papers receiving 392 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Frank Thomas Seifried Germany	12	319	235	146	53	28	52	403
Aleš Černý United Kingdom	13	412 1.3×	285 1.2×	135 0.9×	83 1.6×	19 0.7×	44	523
Yonggan Zhao Canada	13	288 0.9×	201 0.9×	178 1.2×	89 1.7×	15 0.5×	42	379
Marcos Escobar Canada	10	265 0.8×	101 0.4×	91 0.6×	85 1.6×	6 0.2×	57	319
Boda Kang Australia	10	192 0.6×	141 0.6×	92 0.6×	62 1.2×	8 0.3×	30	302
Isabelle Bajeux‐Besnainou United States	7	232 0.7×	115 0.5×	71 0.5×	60 1.1×	11 0.4×	13	273
Roland Portait France	7	222 0.7×	116 0.5×	71 0.5×	62 1.2×	10 0.4×	11	253
Alexey Rubtsov Canada	9	191 0.6×	128 0.5×	89 0.6×	62 1.2×	6 0.2×	26	268
Daniël Linders Belgium	10	267 0.8×	213 0.9×	192 1.3×	110 2.1×	10 0.4×	46	433
Jiaqin Wei China	14	328 1.0×	207 0.9×	225 1.5×	271 5.1×	10 0.4×	40	461

Countries citing papers authored by Frank Thomas Seifried

Since Specialization

Citations

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

Fields of papers citing papers by Frank Thomas Seifried

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Frank Thomas Seifried

This figure shows the co-authorship network connecting the top 25 collaborators of Frank Thomas Seifried. A scholar is included among the top collaborators of Frank Thomas Seifried 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 Thomas Seifried. Frank Thomas Seifried 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

Kraft, Holger, et al.. (2022). Endogenous habits and equilibrium asset prices. Journal of Economic Behavior & Organization. 197. 279–300. 3 indexed citations

Herbinger, Julia, et al.. (2021). Portfolio optimization with optimal expected utility risk measures. Annals of Operations Research. 309(1). 59–77. 8 indexed citations

Muhle‐Karbe, Johannes, et al.. (2020). Lifetime investment and consumption with recursive preferences and small transaction costs. Mathematical Finance. 30(3). 1135–1167. 12 indexed citations

Kraft, Holger, et al.. (2019). Dynamic Asset Allocation with Relative Wealth Concerns in Incomplete Markets. SSRN Electronic Journal. 1 indexed citations

Herbinger, Julia, et al.. (2019). Portfolio Optimization with Optimal Expected Utility Risk Measures. SSRN Electronic Journal. 1 indexed citations

Saß, Jörn, et al.. (2019). Implied risk aversion: an alternative rating system for retail structured products. Review of Derivatives Research. 22(3). 357–387. 3 indexed citations

Hoffmann, Daniel, et al.. (2019). Probabilistic Representations of Nonlocal Nonlinear PDEs via Branching Diffusions with Jumps. SSRN Electronic Journal. 1 indexed citations

Christensen, Sören, et al.. (2017). A General Verification Result for Stochastic Impulse Control Problems. SIAM Journal on Control and Optimization. 55(2). 627–649. 15 indexed citations

Korn, Ralf, et al.. (2017). Stochastic impulse control with regime-switching dynamics. European Journal of Operational Research. 260(3). 1024–1042. 11 indexed citations

10.

Branger, Nicole, et al.. (2016). When do jumps matter for portfolio optimization?. Quantitative Finance. 16(8). 1297–1311. 3 indexed citations

11.

Muhle‐Karbe, Johannes, et al.. (2015). Hedging with Small Uncertainty Aversion. SSRN Electronic Journal. 1 indexed citations

12.

Kraft, Holger, et al.. (2014). Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk. SSRN Electronic Journal. 3 indexed citations

13.

Kraft, Holger & Frank Thomas Seifried. (2014). Stochastic differential utility as the continuous-time limit of recursive utility. Journal of Economic Theory. 151. 528–550. 27 indexed citations

14.

Kraft, Holger & Frank Thomas Seifried. (2013). Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility. SSRN Electronic Journal. 7 indexed citations

15.

Korn, Ralf, et al.. (2013). Robust Worst-Case Optimal Investment. SSRN Electronic Journal.

16.

Kraft, Holger, Claus Munk, Frank Thomas Seifried, & Sebastian Wagner. (2013). Habits and Humps. SSRN Electronic Journal.

17.

Saß, Jörn & Frank Thomas Seifried. (2012). Insurance markets and unisex tariffs: is the European Court of Justice improving or destroying welfare?. Scandinavian Actuarial Journal. 2014(3). 228–254. 12 indexed citations

18.

Kraft, Holger, Frank Thomas Seifried, & Mogens Steffensen. (2011). Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets. SSRN Electronic Journal. 12 indexed citations

19.

Kraft, Holger & Frank Thomas Seifried. (2010). Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents. Mathematics and Financial Economics. 3(3-4). 115–138. 11 indexed citations

20.

Seifried, Frank Thomas. (2008). Optimal Investment with Deferred Capital Gains Taxes. SSRN Electronic Journal.

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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