Michael Kupper

2.1k total citations
56 papers, 1.1k citations indexed

About

Michael Kupper is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Michael Kupper has authored 56 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 30 papers in Management Science and Operations Research and 26 papers in Economics and Econometrics. Recurrent topics in Michael Kupper's work include Stochastic processes and financial applications (30 papers), Risk and Portfolio Optimization (30 papers) and Economic theories and models (20 papers). Michael Kupper is often cited by papers focused on Stochastic processes and financial applications (30 papers), Risk and Portfolio Optimization (30 papers) and Economic theories and models (20 papers). Michael Kupper collaborates with scholars based in Germany, Switzerland and Austria. Michael Kupper's co-authors include Patrick Cheridito, Freddy Delbaen, Damir Filipović, Samuel Drapeau, Walter Schachermayer, Ulrich Horst, Traian A. Pirvu, Gregor Svindland, Alexander S. Cherny and Fabio Maccheroni and has published in prestigious journals such as Fuzzy Sets and Systems, Journal of Mathematical Analysis and Applications and SIAM Journal on Control and Optimization.

In The Last Decade

Michael Kupper

48 papers receiving 1.0k 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 Kupper Germany 17 800 700 399 163 122 56 1.1k
Marco Frittelli Italy 15 979 1.2× 1.1k 1.6× 664 1.7× 229 1.4× 131 1.1× 41 1.4k
Zengjing Chen China 13 484 0.6× 925 1.3× 429 1.1× 107 0.7× 119 1.0× 48 1.2k
Emanuela Rosazza Gianin Italy 13 953 1.2× 775 1.1× 408 1.0× 241 1.5× 207 1.7× 41 1.2k
Alexander S. Cherny Russia 14 389 0.5× 643 0.9× 283 0.7× 87 0.5× 50 0.4× 28 799
Steven Vanduffel Belgium 21 1.0k 1.3× 893 1.3× 559 1.4× 292 1.8× 252 2.1× 147 1.5k
Shaolin Ji China 15 360 0.5× 635 0.9× 227 0.6× 211 1.3× 57 0.5× 59 783
Daniel Hernández–Hernández Mexico 14 373 0.5× 382 0.5× 272 0.7× 90 0.6× 107 0.9× 50 755
X.Y. Zhou Hong Kong 8 536 0.7× 792 1.1× 324 0.8× 352 2.2× 55 0.5× 13 1.1k
Roger J. A. Laeven Netherlands 19 588 0.7× 807 1.2× 634 1.6× 265 1.6× 105 0.9× 74 1.3k
Shaun S. Wang Singapore 9 731 0.9× 507 0.7× 621 1.6× 445 2.7× 137 1.1× 13 1.2k

Countries citing papers authored by Michael Kupper

Since Specialization
Citations

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

Fields of papers citing papers by Michael Kupper

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michael Kupper

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Kupper. A scholar is included among the top collaborators of Michael Kupper 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 Kupper. Michael Kupper 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.
Schneider, Stefan, et al.. (2024). Intelligent Railway Capacity and Traffic Management Using Multi-Agent Deep Reinforcement Learning. 1743–1748. 1 indexed citations
2.
Kupper, Michael, et al.. (2024). Risk measures based on weak optimal transport. Quantitative Finance. 25(2). 163–180.
3.
Denk, Robert, et al.. (2023). Convex Monotone Semigroups on Lattices of Continuous Functions. Publications of the Research Institute for Mathematical Sciences. 59(2). 393–421. 1 indexed citations
4.
Fuhrmann, Sven, et al.. (2023). Wasserstein perturbations of Markovian transition semigroups. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 59(2). 5 indexed citations
5.
Denk, Robert, et al.. (2021). Convex semigroups on L<sup>p</sup>-like spaces. KOPS (University of Konstanz). 4 indexed citations
6.
Kupper, Michael, et al.. (2018). Multidimensional Markovian FBSDEs with super-quadratic growth. Stochastic Processes and their Applications. 129(3). 902–923. 16 indexed citations
7.
Cheridito, Patrick, et al.. (2018). Robust expected utility maximization with medial limits. Journal of Mathematical Analysis and Applications. 471(1-2). 752–775. 12 indexed citations
8.
Cerreia‐Vioglio, Simone, et al.. (2016). Conditional L-spaces and the duality of modules over f-algebras. Journal of Mathematical Analysis and Applications. 444(2). 1045–1070. 8 indexed citations
9.
Drapeau, Samuel, et al.. (2015). The algebra of conditional sets and the concepts of conditional topology and compactness. Journal of Mathematical Analysis and Applications. 437(1). 561–589. 15 indexed citations
10.
Drapeau, Samuel, et al.. (2015). Minimal supersolutions of BSDEs under volatility uncertainty. Stochastic Processes and their Applications. 125(8). 2895–2909. 1 indexed citations
11.
Cheridito, Patrick, Ulrich Horst, Michael Kupper, & Traian A. Pirvu. (2015). Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Mathematics of Operations Research. 41(1). 174–195. 18 indexed citations
12.
Kupper, Michael, et al.. (2013). Asymptotically Stable Dynamic Risk Assessments. SSRN Electronic Journal.
13.
Kupper, Michael & Gregor Svindland. (2011). Dual representation of monotone convex functions on 𝐿⁰. Proceedings of the American Mathematical Society. 139(11). 4073–4086. 12 indexed citations
14.
Cheridito, Patrick & Michael Kupper. (2009). Recursiveness of indifference prices and translation-invariant preferences. Mathematics and Financial Economics. 2(3). 173–188. 29 indexed citations
15.
Filipović, Damir & Michael Kupper. (2008). Equilibrium Prices for Monetary Utility Functions. WU Research. 8 indexed citations
16.
Filipović, Damir, et al.. (2008). Separation and duality in locally L0-convex modules. Journal of Functional Analysis. 256(12). 3996–4029. 55 indexed citations
17.
Filipović, Damir & Michael Kupper. (2007). On the group level Swiss Solvency Test. RePEc: Research Papers in Economics. 11 indexed citations
18.
Cheridito, Patrick, Freddy Delbaen, & Michael Kupper. (2006). Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance and Stochastics. 10(3). 427–448. 71 indexed citations
19.
Cheridito, Patrick & Michael Kupper. (2006). Time-Consistency of Indifference Prices and Monetary Utility Functions. SSRN Electronic Journal. 13 indexed citations
20.
Cheridito, Patrick, Freddy Delbaen, & Michael Kupper. (2004). Coherent and convex monetary risk measures for bounded càdlàg processes. Stochastic Processes and their Applications. 112(1). 1–22. 63 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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