Ioannis Karatzas
- Finance top 0.02%
- Economics and Econometrics top 0.05%
- Management Science and Operations Research top 0.05%
- Demography top 0.1%
- Mathematical Physics top 0.5%
- Co-authors
- Steven E. ShreveJakša CvitanićJohn P. LehoczkyRichard L. DykstraHarold J. KushnerDaniel OconeConstantinos KardarasGanlin Xu
- Topics
- Stochastic processes and financial applications (94 papers)Economic theories and models (45 papers)Risk and Portfolio Optimization (21 papers)
- Journals
- Proceedings of the National Academy of SciencesJournal of the American Statistical AssociationJournal of Economic Theory
- Partner nations
- United StatesUnited KingdomFrance
In The Last Decade
Ioannis Karatzas
126 papers receiving 10.5k citations
Hit Papers
Peers
Comparison fields: 5 of 123
- Finance 9.1k
- Economics and Econometrics 5.1k
- Management Science and Operations Research 2.8k
- Demography 1.6k
- Mathematical Physics 946
Countries citing papers authored by Ioannis Karatzas
This map shows the geographic impact of Ioannis Karatzas'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 Ioannis Karatzas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ioannis Karatzas more than expected).
Fields of papers citing papers by Ioannis Karatzas
This network shows the impact of papers produced by Ioannis Karatzas. 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 Ioannis Karatzas. The network helps show where Ioannis Karatzas may publish in the future.
Co-authorship network of co-authors of Ioannis Karatzas
This figure shows the co-authorship network connecting the top 25 collaborators of Ioannis Karatzas. A scholar is included among the top collaborators of Ioannis Karatzas 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 Ioannis Karatzas. Ioannis Karatzas is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 1 | |
| 3 | Trading Strategies Generated by Path-dependent Functionals of Market Weights | 1 |
| 4 | 0 | |
| 5 | 5 | |
| 6 | 9 | |
| 7 | 37 | |
| 8 | Financial Control of a Competitive Economy without Randomness | 1 |
| 9 | 32 | |
| 10 | The Harmonic Fisher Equation and the Inflationary Bias of Real Uncertainty | 1 |
| 11 | 18 | |
| 12 | Inflationary Bias in a Simple Stochastic Economy | 1 |
| 13 | Hedging American Contingent Claims with Constrained Portfolios | 2 |
| 14 | 133 | |
| 15 | Irreversible Investment and Industry Equilibrium | 7 |
| 16 | 114 | |
| 17 | Stochastic processes and optimal control | 13 |
| 18 | 4 | |
| 19 | 29 | |
| 20 | 10 |
About Ioannis Karatzas
Ioannis Karatzas is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics, having authored 134 papers that have together received 11.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (94 papers), Economic theories and models (45 papers) and Risk and Portfolio Optimization (21 papers). The work is most often cited by research in Finance (9.1k citations), Management Science and Operations Research (2.8k citations) and Economics and Econometrics (5.1k citations). Ioannis Karatzas has collaborated with scholars based in United States, United Kingdom and France. Frequent co-authors include Steven E. Shreve, Jakša Cvitanić, John P. Lehoczky, Richard L. Dykstra, Harold J. Kushner, Daniel Ocone, Constantinos Kardaras, Ganlin Xu, Savaş Dayanik and Steven Kou. Their work appears in journals such as Proceedings of the National Academy of Sciences, Journal of the American Statistical Association and Journal of Economic Theory.
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.