Huyên Pham
- Finance top 0.5%
- Economics and Econometrics top 2%
- Management Science and Operations Research top 2%
- Demography top 2%
- Electrical and Electronic Engineering
- Co-authors
- Vathana Ly VathJean‐Paul LaurentChristian GouriérouxGilles PagèsXiaoli WeiPeter TankovRené AïdStéphane Goutte
- Topics
- Stochastic processes and financial applications (23 papers)Economic theories and models (8 papers)Risk and Portfolio Optimization (8 papers)
- Journals
- Lecture notes in mathematicsTransactions of the American Mathematical SocietySIAM Journal on Control and Optimization
- Partner nations
- FranceUnited StatesItaly
In The Last Decade
Huyên Pham
28 papers receiving 1.2k citations
Hit Papers
Peers
Comparison fields: 5 of 72
- Finance 916
- Economics and Econometrics 488
- Management Science and Operations Research 310
- Demography 176
- Electrical and Electronic Engineering 73
Countries citing papers authored by Huyên Pham
This map shows the geographic impact of Huyên Pham'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 Huyên Pham with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Huyên Pham more than expected).
Fields of papers citing papers by Huyên Pham
This network shows the impact of papers produced by Huyên Pham. 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 Huyên Pham. The network helps show where Huyên Pham may publish in the future.
Co-authorship network of co-authors of Huyên Pham
This figure shows the co-authorship network connecting the top 25 collaborators of Huyên Pham. A scholar is included among the top collaborators of Huyên Pham 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 Huyên Pham. Huyên Pham is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 15 | |
| 2 | 2 | |
| 3 | 37 | |
| 4 | 54 | |
| 5 | 42 | |
| 6 | Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics) | 1 |
| 7 | 26 | |
| 8 | 11 | |
| 9 | 11 | |
| 10 | 55 | |
| 11 | 57 | |
| 12 | 0 | |
| 13 | 3 | |
| 14 | 29 | |
| 15 | 16 | |
| 16 | 21 | |
| 17 | A Closed-Form Solution to the Problem of Super-Replication under Transaction Costs | 4 |
| 18 | Dynamic Programming and Mean-Variance Hedging | 13 |
| 19 | 26 | |
| 20 | 123 |
About Huyên Pham
Huyên Pham is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics, having authored 30 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (23 papers), Economic theories and models (8 papers) and Risk and Portfolio Optimization (8 papers). The work is most often cited by research in Finance (916 citations), Management Science and Operations Research (310 citations) and Economics and Econometrics (488 citations). Huyên Pham has collaborated with scholars based in France, United States and Italy. Frequent co-authors include Vathana Ly Vath, Jean‐Paul Laurent, Christian Gouriéroux, Gilles Pagès, Xiaoli Wei, Peter Tankov, René Aïd, Stéphane Goutte, Jacques Printems and Martin Schweizer. Their work appears in journals such as Lecture notes in mathematics, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.
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.