Manfred Schäl

1.1k total citations
30 papers, 667 citations indexed

About

Manfred Schäl is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Manfred Schäl has authored 30 papers receiving a total of 667 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Economics and Econometrics, 14 papers in Finance and 11 papers in Management Science and Operations Research. Recurrent topics in Manfred Schäl's work include Economic theories and models (17 papers), Stochastic processes and financial applications (14 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Manfred Schäl is often cited by papers focused on Economic theories and models (17 papers), Stochastic processes and financial applications (14 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Manfred Schäl collaborates with scholars based in Germany, United States and Switzerland. Manfred Schäl's co-authors include Ralf Korn, William D. Sudderth and Jörn Saß and has published in prestigious journals such as European Journal of Operational Research, The Annals of Statistics and SIAM Journal on Applied Mathematics.

In The Last Decade

Manfred Schäl

30 papers receiving 590 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Manfred Schäl Germany 15 269 247 238 145 89 30 667
Ulrich Rieder Germany 14 403 1.5× 418 1.7× 302 1.3× 111 0.8× 201 2.3× 43 996
Rolando Cavazos–Cadena Mexico 16 145 0.5× 253 1.0× 174 0.7× 136 0.9× 280 3.1× 84 720
Daniel Hernández–Hernández Mexico 14 382 1.4× 373 1.5× 272 1.1× 49 0.3× 143 1.6× 50 755
Karl Hinderer Germany 9 92 0.3× 182 0.7× 167 0.7× 94 0.6× 126 1.4× 26 525
Michael Orkin United States 5 105 0.4× 251 1.0× 123 0.5× 63 0.4× 64 0.7× 11 578
Andreas Brandt Germany 10 216 0.8× 161 0.7× 126 0.5× 371 2.6× 41 0.5× 36 789
Jun‐ya Gotoh Japan 13 171 0.6× 323 1.3× 81 0.3× 165 1.1× 48 0.5× 35 669
Susan M. Pitts United Kingdom 12 128 0.5× 256 1.0× 39 0.2× 157 1.1× 103 1.2× 33 587
J. Michael Harrison Hong Kong 2 440 1.6× 187 0.8× 303 1.3× 273 1.9× 11 0.1× 3 873
Ė. L. Presman Russia 13 114 0.4× 217 0.9× 51 0.2× 95 0.7× 47 0.5× 45 490

Countries citing papers authored by Manfred Schäl

Since Specialization
Citations

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

Fields of papers citing papers by Manfred Schäl

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Manfred Schäl

This figure shows the co-authorship network connecting the top 25 collaborators of Manfred Schäl. A scholar is included among the top collaborators of Manfred Schäl 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 Manfred Schäl. Manfred Schäl 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 & Manfred Schäl. (2009). The numeraire portfolio in discrete time: existence, related concepts and applications. 1 indexed citations
2.
Schäl, Manfred. (2005). Control of ruin probabilities by discrete-time investments. Mathematical Methods of Operations Research. 62(1). 141–158. 11 indexed citations
3.
Schäl, Manfred. (2004). On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability. Scandinavian Actuarial Journal. 2004(3). 189–210. 22 indexed citations
4.
Schäl, Manfred. (2003). Stochastic optimization for the ruin probability. PAMM. 3(1). 17–19. 3 indexed citations
5.
Korn, Ralf, et al.. (2003). Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Decisions in Economics and Finance. 26(2). 153–166. 8 indexed citations
6.
Schäl, Manfred. (2000). Price systems constructed by optimal dynamic portfolios. Mathematical Methods of Operations Research. 51(3). 375–397. 5 indexed citations
7.
Korn, Ralf & Manfred Schäl. (1999). On value preserving and growth optimal portfolios. Mathematical Methods of Operations Research. 50(2). 189–218. 22 indexed citations
8.
Schäl, Manfred. (1999). Martingale Measures and Hedging for Discrete-Time Financial Markets. Mathematics of Operations Research. 24(2). 509–528. 8 indexed citations
9.
Schäl, Manfred. (1994). On Quadratic Cost Criteria for Option Hedging. Mathematics of Operations Research. 19(1). 121–131. 106 indexed citations
10.
Schäl, Manfred. (1993). On hitting times for jump-diffusion processes with past dependent local characteristics. Stochastic Processes and their Applications. 47(1). 131–142. 10 indexed citations
11.
Schäl, Manfred. (1992). On the Second Optimality Equation for Semi-Markov Decision Models. Mathematics of Operations Research. 17(2). 470–486. 26 indexed citations
12.
Schäl, Manfred. (1987). Estimation and control in discounted stochastic dynamic programming. Stochastics. 20(1). 51–71. 42 indexed citations
13.
Schäl, Manfred. (1984). Optimization over time, volume II: Dynamic programming and stochastic control. European Journal of Operational Research. 16(1). 135–136. 1 indexed citations
14.
Schäl, Manfred. (1983). Stationary Policies in Dynamic Programming Models Under Compactness Assumptions. Mathematics of Operations Research. 8(3). 366–372. 15 indexed citations
15.
Schäl, Manfred. (1976). On the Optimality of $(s,S)$-Policies in Dynamic Inventory Models with Finite Horizon. SIAM Journal on Applied Mathematics. 30(3). 528–537. 38 indexed citations
16.
Schäl, Manfred. (1975). On dynamic programming: Compactness of the space of policies. Stochastic Processes and their Applications. 3(4). 345–364. 85 indexed citations
17.
Schäl, Manfred. (1973). Dynamic programming under continuity and compactness assumptions. Advances in Applied Probability. 5(1). 24–25. 2 indexed citations
18.
Schäl, Manfred. (1973). Dynamic programming under continuity and compactness assumptions. Advances in Applied Probability. 5(1). 24–25. 1 indexed citations
19.
Schäl, Manfred. (1971). The analysis of queues by state-dependent parameters by Markov renewal processes. Advances in Applied Probability. 3(1). 155–175. 17 indexed citations
20.
Schäl, Manfred. (1970). Markov Renewal Processes with Auxiliary Paths. The Annals of Mathematical Statistics. 41(5). 1604–1623. 25 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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