Michael J. Klass

2.7k total citations · 1 hit paper
58 papers, 1.8k citations indexed

About

Michael J. Klass is a scholar working on Management Science and Operations Research, Statistics and Probability and Mathematical Physics. According to data from OpenAlex, Michael J. Klass has authored 58 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Management Science and Operations Research, 16 papers in Statistics and Probability and 15 papers in Mathematical Physics. Recurrent topics in Michael J. Klass's work include Probability and Risk Models (19 papers), Stochastic processes and statistical mechanics (13 papers) and Mathematical Approximation and Integration (12 papers). Michael J. Klass is often cited by papers focused on Probability and Risk Models (19 papers), Stochastic processes and statistical mechanics (13 papers) and Mathematical Approximation and Integration (12 papers). Michael J. Klass collaborates with scholars based in United States, Sweden and Israel. Michael J. Klass's co-authors include Mark B. Garman, Thomas S. Ferguson, Marjorie G. Hahn, Michael Taksar, David Assaf, Krzysztof Nowicki, Henry Teicher, Lawrence E. Myers, S. Butman and I. Bar-David and has published in prestigious journals such as The Journal of Business, Pacific Journal of Mathematics and Proceedings of the American Mathematical Society.

In The Last Decade

Michael J. Klass

54 papers receiving 1.6k citations

Hit Papers

On the Estimation of Security Price Volatilities from His... 1980 2026 1995 2010 1980 250 500 750 1000
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. On the Estimation of Security Price Volatilities from Historical Data
    1980 1.1k citations Mark B. Garman, Michael J. Klass The Journal of Business profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael J. Klass United States 14 1.2k 950 403 266 239 58 1.8k
Svetlozar T. Rachev United States 24 1.2k 1.1× 911 1.0× 477 1.2× 234 0.9× 169 0.7× 84 1.8k
Wim Schoutens Belgium 29 3.1k 2.7× 1.1k 1.2× 709 1.8× 269 1.0× 120 0.5× 203 3.8k
Damiano Brigo United Kingdom 29 3.0k 2.6× 909 1.0× 360 0.9× 110 0.4× 262 1.1× 148 3.5k
Steven Kou United States 28 3.5k 3.0× 1.3k 1.3× 784 1.9× 172 0.6× 156 0.7× 73 4.0k
T. W. Epps United States 17 1.3k 1.2× 1.1k 1.2× 230 0.6× 408 1.5× 289 1.2× 34 1.9k
Peter Tankov France 20 2.4k 2.1× 960 1.0× 527 1.3× 243 0.9× 110 0.5× 72 3.2k
Tak Kuen Siu Australia 31 2.6k 2.3× 1.4k 1.4× 968 2.4× 134 0.5× 139 0.6× 228 3.6k
Rüdiger Frey Switzerland 19 2.1k 1.8× 1.3k 1.3× 393 1.0× 160 0.6× 419 1.8× 49 2.4k
Hélyette Geman United Kingdom 30 4.3k 3.8× 2.5k 2.6× 690 1.7× 158 0.6× 458 1.9× 88 5.3k
Kay Giesecke United States 28 2.2k 1.9× 735 0.8× 291 0.7× 136 0.5× 148 0.6× 96 2.7k

Countries citing papers authored by Michael J. Klass

Since Specialization
Citations

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

Fields of papers citing papers by Michael J. Klass

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael J. Klass. 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 Michael J. Klass. The network helps show where Michael J. Klass may publish in the future.

Co-authorship network of co-authors of Michael J. Klass

This figure shows the co-authorship network connecting the top 25 collaborators of Michael J. Klass. A scholar is included among the top collaborators of Michael J. Klass 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 Michael J. Klass. Michael J. Klass 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.
Pang, Guodong, Demissie Alemayehu, Victor de la Peña, & Michael J. Klass. (2021). On the bias and variance of odds ratio, relative risk and false discovery proportion. Communication in Statistics- Theory and Methods. 51(19). 6883–6908. 1 indexed citations
2.
Brown, Mark, et al.. (2016). On an approach to boundary crossing by stochastic processes. Stochastic Processes and their Applications. 126(12). 3843–3853. 1 indexed citations
3.
Klass, Michael J. & Krzysztof Nowicki. (2015). Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables. Journal of Theoretical Probability. 29(4). 1485–1509. 1 indexed citations
4.
Klass, Michael J. & Krzysztof Nowicki. (2010). ON THE CONSUMPTION/DISTRIBUTION THEOREM UNDER THE LONG-RUN GROWTH CRITERION SUBJECT TO A DRAWDOWN CONSTRAINT. International Journal of Theoretical and Applied Finance. 13(6). 931–957. 1 indexed citations
5.
Peña, Víctor, Michael J. Klass, & Tze Leung Lai. (2009). Theory and applications of multivariate self-normalized processes. Stochastic Processes and their Applications. 119(12). 4210–4227. 3 indexed citations
6.
Klass, Michael J. & Krzysztof Nowicki. (1997). Order of magnitude bounds for expectations of $\Delta_2$-functions of nonnegative random bilinear forms and generalized $U$-statistics. The Annals of Probability. 25(3). 9 indexed citations
7.
Vu, Hien, Ross Maller, & Michael J. Klass. (1996). On the Studentisation of Random Vectors. Journal of Multivariate Analysis. 57(1). 142–155. 11 indexed citations
8.
Peña, Víctor & Michael J. Klass. (1994). Order-of-Magnitude Bounds for Expectations Involving Quadratic Forms. The Annals of Probability. 22(2). 6 indexed citations
9.
Klass, Michael J.. (1989). Maximizing $E \max_{1 \leq k \leq n} S^+_k/ES^+_n$: A Prophet Inequality for Sums of I.I.D. Mean Zero Variates. The Annals of Probability. 17(3). 3 indexed citations
10.
Klass, Michael J.. (1988). A Best Possible Improvement of Wald's Equation. The Annals of Probability. 16(2). 19 indexed citations
11.
Taksar, Michael, Michael J. Klass, & David Assaf. (1988). A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees. Mathematics of Operations Research. 13(2). 277–294. 124 indexed citations
12.
Nair, Vijayan N., Lawrence A. Shepp, & Michael J. Klass. (1986). On the Number of Crossings of Empirical Distribution Functions. The Annals of Probability. 14(3). 3 indexed citations
13.
Hahn, Marjorie G. & Michael J. Klass. (1981). The Multidimensional Central Limit Theorem for Arrays Normed by Affine Transformations. The Annals of Probability. 9(4). 11 indexed citations
14.
Garman, Mark B. & Michael J. Klass. (1980). On the Estimation of Security Price Volatilities from Historical Data. The Journal of Business. 53(1). 67–67. 1055 indexed citations breakdown →
15.
Hahn, Marjorie G. & Michael J. Klass. (1980). Matrix Normalization of Sums of Random Vectors in the Domain of Attraction of the Multivariate Normal. The Annals of Probability. 8(2). 31 indexed citations
16.
Klass, Michael J.. (1976). Toward a universal law of the iterated logarithm. Probability Theory and Related Fields. 36(2). 165–178. 48 indexed citations
17.
Klass, Michael J.. (1974). Maximum antichains: a sufficient condition. Proceedings of the American Mathematical Society. 45(1). 28–30. 1 indexed citations
18.
Klass, Michael J.. (1974). On Stopping Rules and the Expected Supremum of $S_n/a_n$ and $|S_n|/a_n$. The Annals of Probability. 2(5). 13 indexed citations
19.
Butman, S. & Michael J. Klass. (1973). Capacity of Noncoherent Channels. 18. 85–93. 9 indexed citations
20.
Klass, Michael J.. (1973). Properties of Optimal Extended-Valued Stopping Rules for $S_n/n^1$. The Annals of Probability. 1(5). 20 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Svetlozar T. Rachev Breakdown of academic impact, for papers by Wim Schoutens Breakdown of academic impact, for papers by Damiano Brigo Breakdown of academic impact, for papers by Steven Kou Breakdown of academic impact, for papers by T. W. Epps Breakdown of academic impact, for papers by Peter Tankov Breakdown of academic impact, for papers by Tak Kuen Siu Breakdown of academic impact, for papers by Rüdiger Frey Breakdown of academic impact, for papers by Hélyette Geman Breakdown of academic impact, for papers by Kay Giesecke
Rankless by CCL
2026