Gerhard Stahl

469 total citations
26 papers, 182 citations indexed

About

Gerhard Stahl is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Gerhard Stahl has authored 26 papers receiving a total of 182 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 8 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. Recurrent topics in Gerhard Stahl's work include Financial Risk and Volatility Modeling (7 papers), Stochastic processes and financial applications (6 papers) and Insurance and Financial Risk Management (5 papers). Gerhard Stahl is often cited by papers focused on Financial Risk and Volatility Modeling (7 papers), Stochastic processes and financial applications (6 papers) and Insurance and Financial Risk Management (5 papers). Gerhard Stahl collaborates with scholars based in Germany, Belgium and Australia. Gerhard Stahl's co-authors include Wolfgang Karl Härdle, Torsten Kleinow, Michael Kalkbrener, Jürgen Franke, Eckhard Platen, Rüdiger Kiesel, Stefan Weber, Stefan R. Jaschke, Philipp Sibbertsen and Richard Stehle and has published in prestigious journals such as Quantitative Finance, Computational Statistics and Lecture notes in statistics.

In The Last Decade

Gerhard Stahl

22 papers receiving 166 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Gerhard Stahl Germany 8 127 77 63 20 19 26 182
Christian Menn Germany 6 220 1.7× 146 1.9× 64 1.0× 15 0.8× 32 1.7× 6 281
Kabir Dutta United States 4 116 0.9× 85 1.1× 56 0.9× 24 1.2× 58 3.1× 5 199
Michael Kalkbrener Germany 6 204 1.6× 89 1.2× 100 1.6× 34 1.7× 27 1.4× 15 241
Antoine Frachot France 9 198 1.6× 155 2.0× 74 1.2× 24 1.2× 28 1.5× 12 282
Oh Kang Kwon Australia 8 151 1.2× 61 0.8× 35 0.6× 19 0.9× 9 0.5× 31 208
Jörn Saß Germany 11 192 1.5× 122 1.6× 106 1.7× 31 1.6× 18 0.9× 43 261
Manuel Moreno Spain 10 230 1.8× 150 1.9× 34 0.5× 26 1.3× 9 0.5× 41 322
Stefan R. Jaschke Germany 8 241 1.9× 142 1.8× 152 2.4× 31 1.6× 41 2.2× 21 338
Christoph Wagner Germany 4 274 2.2× 104 1.4× 51 0.8× 15 0.8× 28 1.5× 5 331

Countries citing papers authored by Gerhard Stahl

Since Specialization
Citations

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

Fields of papers citing papers by Gerhard Stahl

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Gerhard Stahl

This figure shows the co-authorship network connecting the top 25 collaborators of Gerhard Stahl. A scholar is included among the top collaborators of Gerhard Stahl 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 Gerhard Stahl. Gerhard Stahl 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.
Korn, Ralf & Gerhard Stahl. (2023). A first look back: model performance under Solvency II. European Actuarial Journal. 14(1). 307–315.
2.
Korn, Ralf & Gerhard Stahl. (2023). Insights from Backtesting under Solvency II - Overdose or implicit Change of Paradigm?. SSRN Electronic Journal. 1 indexed citations
3.
Kiesel, Rüdiger & Gerhard Stahl. (2023). An uncertainty-based risk management framework for climate change risk. Annals of Actuarial Science. 17(3). 420–437. 3 indexed citations
4.
Kiesel, Rüdiger, et al.. (2016). The Wasserstein Metric and Robustness in Risk Management. Risks. 4(3). 32–32. 14 indexed citations
5.
Härdle, Wolfgang Karl, Torsten Kleinow, & Gerhard Stahl. (2013). Applied Quantitative Finance: Theory and Computational Tools. CERN Document Server (European Organization for Nuclear Research). 4 indexed citations
6.
Stahl, Gerhard, et al.. (2012). Conceptualizing Robustness in Risk Management. SSRN Electronic Journal. 15 indexed citations
7.
Sibbertsen, Philipp, et al.. (2008). Measuring model risk. The Journal of Risk Model Validation. 2(4). 65–81. 9 indexed citations
8.
Jaschke, Stefan R., Gerhard Stahl, & Richard Stehle. (2007). Value-at-risk forecasts under scrutiny—the German experience. Quantitative Finance. 7(6). 621–636. 4 indexed citations
9.
Stahl, Gerhard, et al.. (2006). Backtesting within the trading book. The Journal of Risk. 8(2). 1–16. 1 indexed citations
10.
Kalkbrener, Michael, et al.. (2006). Credit risk concentrations under stress. The Journal of Credit Risk. 2(3). 115–136. 38 indexed citations
11.
Romeike, Frank, et al.. (2005). Risikomanagement in Versicherungsunternehmen. Wiley-VCH eBooks. 2 indexed citations
12.
Stahl, Gerhard. (2005). Jedem das Seine. 2(1). 40–41. 1 indexed citations
13.
Stahl, Gerhard & Stefan R. Jaschke. (2005). Solvency II – Wer lacht zuletzt?. 2(4). 38–40. 1 indexed citations
14.
Stahl, Gerhard, et al.. (2004). Granularität dominiert Korrelation. 1(6). 28–29.
15.
Platen, Eckhard & Gerhard Stahl. (2003). A Structure for General and Specific Market Risk. Computational Statistics. 18(3-4). 355–373. 12 indexed citations
16.
Jaschke, Stefan R., Gerhard Stahl, & Richard Stehle. (2003). Evaluating VaR Forecasts under Stress - The German Experience. SSRN Electronic Journal. 1 indexed citations
17.
Härdle, Wolfgang Karl, Torsten Kleinow, & Gerhard Stahl. (2002). Applied Quantitative Finance. 35 indexed citations
18.
Stahl, Gerhard. (1992). Die Europäische Gemeinschaft vor einer erneuten Finanzkrise. Wirtschaftsdienst. 72(2). 80–84. 1 indexed citations
19.
Stahl, Gerhard. (1989). Medium-term financial planning: An answer to community budget crises?. Intereconomics. 24(1). 36–40.
20.
Stahl, Gerhard. (1988). Mittelfristige Finanzplanung: Eine Antwort auf EG-Haushaltskrisen?. Wirtschaftsdienst. 68(8). 419–423.

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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