Michael Kohlmann

1.2k total citations
43 papers, 671 citations indexed

About

Michael Kohlmann is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Michael Kohlmann has authored 43 papers receiving a total of 671 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 12 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Michael Kohlmann's work include Stochastic processes and financial applications (33 papers), Financial Risk and Volatility Modeling (11 papers) and Economic theories and models (11 papers). Michael Kohlmann is often cited by papers focused on Stochastic processes and financial applications (33 papers), Financial Risk and Volatility Modeling (11 papers) and Economic theories and models (11 papers). Michael Kohlmann collaborates with scholars based in Germany, China and Canada. Michael Kohlmann's co-authors include Robert J. Elliott, Shanjian Tang, Xun Yu Zhou, Norbert Christopeit, Kurt Helmes, John S. Baras, Zhongxing Ye, René Boel, Christian Bender and Peter Renner and has published in prestigious journals such as Information Sciences, Systems & Control Letters and SIAM Journal on Control and Optimization.

In The Last Decade

Michael Kohlmann

38 papers receiving 587 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael Kohlmann Germany 12 486 181 148 136 118 43 671
Wolfgang J. Runggaldier Italy 17 580 1.2× 175 1.0× 128 0.9× 246 1.8× 172 1.5× 76 950
Bernt Øksendal Norway 11 521 1.1× 168 0.9× 113 0.8× 255 1.9× 73 0.6× 28 763
Daniel Ocone United States 15 607 1.2× 137 0.8× 87 0.6× 187 1.4× 142 1.2× 32 885
Jin Ma United States 15 669 1.4× 161 0.9× 194 1.3× 161 1.2× 60 0.5× 33 726
Uwe Küchler Germany 13 633 1.3× 200 1.1× 70 0.5× 176 1.3× 86 0.7× 44 1.0k
Frank Proske Norway 14 713 1.5× 166 0.9× 129 0.9× 161 1.2× 88 0.7× 57 840
U. G. Haussmann Canada 15 492 1.0× 125 0.7× 86 0.6× 127 0.9× 209 1.8× 29 828
J. L. Menaldi United States 15 496 1.0× 129 0.7× 67 0.5× 167 1.2× 218 1.8× 57 888
Thilo Meyer‐Brandis Norway 14 649 1.3× 159 0.9× 125 0.8× 316 2.3× 41 0.3× 47 841
Youssef Ouknine Morocco 15 756 1.6× 87 0.5× 156 1.1× 119 0.9× 121 1.0× 107 804

Countries citing papers authored by Michael Kohlmann

Since Specialization
Citations

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

Fields of papers citing papers by Michael Kohlmann

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michael Kohlmann

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Kohlmann. A scholar is included among the top collaborators of Michael Kohlmann 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 Kohlmann. Michael Kohlmann 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.
Kohlmann, Michael, et al.. (2011). THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS. International Journal of Theoretical and Applied Finance. 14(5). 723–755. 1 indexed citations
2.
Kohlmann, Michael, et al.. (2010). MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET. International Journal of Theoretical and Applied Finance. 13(5). 789–820.
3.
Kohlmann, Michael, et al.. (2009). Mean Variance Hedging in a General Jump Model. Applied Mathematical Finance. 17(1). 29–57. 9 indexed citations
4.
Kohlmann, Michael, et al.. (2008). The Minimal Entropy and the Convergence of thep-Optimal Martingale Measures in a General Jump Model. Stochastic Analysis and Applications. 26(5). 941–977. 5 indexed citations
5.
Kohlmann, Michael, et al.. (2007). The Mean-Variance Hedging of a Defaultable Option with Partial Information. Stochastic Analysis and Applications. 25(4). 869–893. 9 indexed citations
6.
Kohlmann, Michael, et al.. (2007). On convergence to the exponential utility problem. Stochastic Processes and their Applications. 117(12). 1813–1834. 6 indexed citations
7.
Kohlmann, Michael & Xun Yu Zhou. (2003). Backward stochastic differential equations and stochastic controls. 3. 2384–2389.
8.
Kohlmann, Michael & Shanjian Tang. (2002). Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean–variance hedging. Stochastic Processes and their Applications. 97(2). 255–288. 53 indexed citations
9.
Kohlmann, Michael & Shanjian Tang. (2001). Mathematical Finance. Birkhäuser Basel eBooks. 2 indexed citations
10.
Kohlmann, Michael, et al.. (1998). Connections between optimal stopping and singular stochastic control. Stochastic Processes and their Applications. 77(2). 253–281. 45 indexed citations
11.
Elliott, Robert J. & Michael Kohlmann. (1994). The second order minimum principle and adjoint process. Stochastics and stochastics reports. 46(1-2). 25–39. 19 indexed citations
12.
Baras, John S., Robert J. Elliott, & Michael Kohlmann. (1989). The Partially Observed Stochastic Minimum Principle. SIAM Journal on Control and Optimization. 27(6). 1279–1292. 43 indexed citations
13.
Elliott, Robert J. & Michael Kohlmann. (1989). Integration by parts and densities for jump processes. Stochastics and stochastics reports. 27(2). 83–97. 7 indexed citations
14.
Kohlmann, Michael. (1986). Stochastic differential equation. Metrika. 33(1). 246–246. 11 indexed citations
15.
16.
Kohlmann, Michael. (1982). Existence of optimal controls for a partially observed semimartingale. Stochastic Processes and their Applications. 13(2). 215–226. 4 indexed citations
17.
Elliott, Robert J. & Michael Kohlmann. (1982). On the existence of optimal partially observed controls. Applied Mathematics & Optimization. 9(1). 41–66. 5 indexed citations
18.
Elliott, Robert J. & Michael Kohlmann. (1981). Robust filtering for correlated multidimensional observations. Mathematische Zeitschrift. 178(4). 559–578. 9 indexed citations
19.
Elliott, Robert J. & Michael Kohlmann. (1980). The variational principle and stochastic optimal control. Stochastics. 3(1-4). 229–241. 32 indexed citations
20.
Boel, René & Michael Kohlmann. (1980). Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales. SIAM Journal on Control and Optimization. 18(5). 511–533. 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Wolfgang J. Runggaldier Breakdown of academic impact, for papers by Bernt Øksendal Breakdown of academic impact, for papers by Daniel Ocone Breakdown of academic impact, for papers by Jin Ma Breakdown of academic impact, for papers by Uwe Küchler Breakdown of academic impact, for papers by Frank Proske Breakdown of academic impact, for papers by U. G. Haussmann Breakdown of academic impact, for papers by J. L. Menaldi Breakdown of academic impact, for papers by Thilo Meyer‐Brandis Breakdown of academic impact, for papers by Youssef Ouknine
Rankless by CCL
2026