Jörn Saß

465 total citations
43 papers, 261 citations indexed

About

Jörn Saß is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Jörn Saß has authored 43 papers receiving a total of 261 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 25 papers in Economics and Econometrics and 20 papers in Management Science and Operations Research. Recurrent topics in Jörn Saß's work include Stochastic processes and financial applications (28 papers), Risk and Portfolio Optimization (17 papers) and Financial Markets and Investment Strategies (15 papers). Jörn Saß is often cited by papers focused on Stochastic processes and financial applications (28 papers), Risk and Portfolio Optimization (17 papers) and Financial Markets and Investment Strategies (15 papers). Jörn Saß collaborates with scholars based in Germany, Austria and Ireland. Jörn Saß's co-authors include Ralf Wunderlich, Markus Hahn, Frank Thomas Seifried, Sylvia Frühwirth‐Schnatter, Albrecht Irle, Roland Herzog, Karl Kunisch, Vikram Krishnamurthy, Manfred Schäl and А. В. Новиков and has published in prestigious journals such as SIAM Journal on Control and Optimization, Journal of Applied Probability and Advances in Applied Probability.

In The Last Decade

Jörn Saß

38 papers receiving 246 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Jörn Saß Germany 11 192 122 106 31 18 43 261
Boda Kang Australia 10 192 1.0× 141 1.2× 92 0.9× 62 2.0× 36 2.0× 30 302
Ying Jiao France 10 284 1.5× 69 0.6× 73 0.7× 30 1.0× 10 0.6× 31 326
Stefan R. Jaschke Germany 8 241 1.3× 142 1.2× 152 1.4× 31 1.0× 48 2.7× 21 338
Christian Menn Germany 6 220 1.1× 146 1.2× 64 0.6× 15 0.5× 35 1.9× 6 281
Manuel Moreno Spain 10 230 1.2× 150 1.2× 34 0.3× 26 0.8× 44 2.4× 41 322
Gerhard Stahl Germany 8 127 0.7× 77 0.6× 63 0.6× 20 0.6× 17 0.9× 26 182
Marcos Escobar Canada 10 265 1.4× 101 0.8× 91 0.9× 85 2.7× 21 1.2× 57 319
Almira Biglova Italy 6 300 1.6× 160 1.3× 267 2.5× 18 0.6× 48 2.7× 14 369
Duy‐Minh Dang Australia 11 253 1.3× 65 0.5× 115 1.1× 100 3.2× 13 0.7× 35 323

Countries citing papers authored by Jörn Saß

Since Specialization
Citations

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

Fields of papers citing papers by Jörn Saß

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jörn Saß

This figure shows the co-authorship network connecting the top 25 collaborators of Jörn Saß. A scholar is included among the top collaborators of Jörn Saß 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 Jörn Saß. Jörn Saß 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.
Saß, Jörn, et al.. (2024). A multiperiod model of an emissions trading system. Applied Stochastic Models in Business and Industry. 40(6). 1498–1543.
2.
Saß, Jörn, et al.. (2023). A Multi-Period Model of an Emissions Trading System. SSRN Electronic Journal. 1 indexed citations
3.
Saß, Jörn, et al.. (2023). SDEs with a Discontinuity at Final Time in a Stochastic Optimal Control Model of an Emissions Trading System. SSRN Electronic Journal. 2 indexed citations
4.
Saß, Jörn, et al.. (2022). Robust utility maximizing strategies under model uncertainty and their convergence. Mathematics and Financial Economics. 16(2). 367–397. 2 indexed citations
5.
Saß, Jörn, et al.. (2021). Risk reduction and portfolio optimization using clustering methods. Econometrics and Statistics. 32. 1–16. 10 indexed citations
6.
Saß, Jörn, et al.. (2020). Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. arXiv (Cornell University). 3 indexed citations
7.
8.
Saß, Jörn, et al.. (2019). Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations. Applied Stochastic Models in Business and Industry. 36(3). 307–334. 1 indexed citations
9.
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
10.
Saß, Jörn, et al.. (2016). Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift. arXiv (Cornell University). 10 indexed citations
11.
Saß, Jörn, et al.. (2015). Worst-case portfolio optimization with proportional transaction costs. Stochastics. 87(4). 623–663. 7 indexed citations
12.
Saß, Jörn, et al.. (2015). Finite-Horizon Optimal Investment with Transaction Costs: Construction of the Optimal Strategies. SSRN Electronic Journal. 2 indexed citations
13.
Saß, Jörn, et al.. (2014). FTAP in finite discrete time with transaction costs by utility maximization. Finance and Stochastics. 18(4). 805–823. 1 indexed citations
14.
15.
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
16.
Herzog, Roland, Karl Kunisch, & Jörn Saß. (2012). Primal-dual methods for the computation of trading regions under proportional transaction costs. Mathematical Methods of Operations Research. 77(1). 101–130. 8 indexed citations
17.
Hahn, Markus & Jörn Saß. (2009). Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach. Bayesian Analysis. 4(1). 9 indexed citations
18.
Saß, Jörn, et al.. (2009). Utility Maximization Under Bounded Expected Loss. Stochastic Models. 25(3). 375–407. 22 indexed citations
19.
Irle, Albrecht & Jörn Saß. (2006). Optimal portfolio policies under fixed and proportional transaction costs. Advances in Applied Probability. 38(4). 916–942. 5 indexed citations
20.
Irle, Albrecht & Jörn Saß. (2006). Optimal portfolio policies under fixed and proportional transaction costs. Advances in Applied Probability. 38(4). 916–942. 9 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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