Maurizio Pratelli

550 total citations
15 papers, 220 citations indexed

About

Maurizio Pratelli is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Maurizio Pratelli has authored 15 papers receiving a total of 220 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 4 papers in Economics and Econometrics and 3 papers in Demography. Recurrent topics in Maurizio Pratelli's work include Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (4 papers) and Economic theories and models (4 papers). Maurizio Pratelli is often cited by papers focused on Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (4 papers) and Economic theories and models (4 papers). Maurizio Pratelli collaborates with scholars based in Italy, United States and Ireland. Maurizio Pratelli's co-authors include Paolo Guasoni, Francesca Biagini, Wolfgang J. Runggaldier, Sabrina Mulinacci and Dario Trevisan and has published in prestigious journals such as Lecture notes in mathematics, The Annals of Probability and Journal of Applied Probability.

In The Last Decade

Maurizio Pratelli

14 papers receiving 198 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Maurizio Pratelli Italy 8 161 59 42 42 32 15 220
Bruno Dupire United States 5 232 1.4× 71 1.2× 36 0.9× 24 0.6× 47 1.5× 5 271
Christa Cuchiero Austria 11 263 1.6× 75 1.3× 52 1.2× 34 0.8× 41 1.3× 25 315
Wolfgang Runggaldier Italy 7 379 2.4× 103 1.7× 47 1.1× 60 1.4× 63 2.0× 12 446
Emmanuelle Clément France 7 295 1.8× 80 1.4× 46 1.1× 54 1.3× 38 1.2× 18 332
Yoshio Miyahara Japan 9 283 1.8× 137 2.3× 69 1.6× 56 1.3× 29 0.9× 23 335
Anatoliy Swishchuk Canada 11 227 1.4× 101 1.7× 24 0.6× 75 1.8× 30 0.9× 71 357
Liming Feng United States 9 407 2.5× 73 1.2× 56 1.3× 67 1.6× 22 0.7× 22 458
Ekaterina Voltchkova France 5 355 2.2× 67 1.1× 42 1.0× 54 1.3× 36 1.1× 6 429
Idris Kharroubi France 13 283 1.8× 85 1.4× 89 2.1× 82 2.0× 17 0.5× 28 353
Adrien Richou France 10 252 1.6× 41 0.7× 58 1.4× 58 1.4× 44 1.4× 18 269

Countries citing papers authored by Maurizio Pratelli

Since Specialization
Citations

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

Fields of papers citing papers by Maurizio Pratelli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Maurizio Pratelli

This figure shows the co-authorship network connecting the top 25 collaborators of Maurizio Pratelli. A scholar is included among the top collaborators of Maurizio Pratelli 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 Maurizio Pratelli. Maurizio Pratelli is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

15 of 15 papers shown
1.
Pratelli, Maurizio & Dario Trevisan. (2012). Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula. Stochastic Processes and their Applications. 122(6). 2383–2399. 1 indexed citations
2.
Guasoni, Paolo, et al.. (2005). Super-replication and utility maximization in large financial markets. Stochastic Processes and their Applications. 115(12). 2006–2022. 18 indexed citations
3.
Pratelli, Maurizio. (2005). A Minimax Theorem Without Compactness Hypothesis. Mediterranean Journal of Mathematics. 2(1). 103–112. 10 indexed citations
4.
Pratelli, Maurizio, et al.. (2004). Optimal stopping and American options with discrete dividends and exogenous risk. Insurance Mathematics and Economics. 35(2). 255–265. 6 indexed citations
5.
Pratelli, Maurizio, et al.. (2004). On the use of measure-valued strategies in bond markets. Finance and Stochastics. 8(1). 87–109. 17 indexed citations
6.
Biagini, Francesca, Paolo Guasoni, & Maurizio Pratelli. (2003). Mean-Variance Hedging for Stochastic Volatility Models. SSRN Electronic Journal. 1 indexed citations
7.
Guasoni, Paolo & Maurizio Pratelli. (2002). Optimal Investment Problems under Market Frictions. 1 indexed citations
8.
Biagini, Francesca, Paolo Guasoni, & Maurizio Pratelli. (2000). Mean‐Variance Hedging for Stochastic Volatility Models. Mathematical Finance. 10(2). 109–123. 65 indexed citations
9.
Biagini, Francesca & Maurizio Pratelli. (1999). Local risk minimization and numéraire. Journal of Applied Probability. 36(4). 1126–1139. 3 indexed citations
10.
Biagini, Francesca & Maurizio Pratelli. (1999). Local risk minimization and numéraire. Journal of Applied Probability. 36(4). 1126–1139.
11.
Biagini, Francesca & Maurizio Pratelli. (1999). Local risk minimization and numéraire. Journal of Applied Probability. 36(4). 1126–1139. 11 indexed citations
12.
Mulinacci, Sabrina & Maurizio Pratelli. (1998). Functional convergence of Snell envelopes: Applications to American options approximations. Finance and Stochastics. 2(3). 311–327. 22 indexed citations
13.
Pratelli, Maurizio, et al.. (1986). Probability and Analysis. Lecture notes in mathematics. 30 indexed citations
14.
Pratelli, Maurizio, et al.. (1985). An approximation for the nonlinear filtering problem, with error bound†. Stochastics. 14(4). 247–271. 34 indexed citations
15.
Pratelli, Maurizio. (1975). Deux Inegalites Concernant Les Operateurs de Burkholder Sur Les Martingales. The Annals of Probability. 3(2). 1 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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