Michael Ludkovski
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
Papers in
- Finance 27
- Stochastic processes and financial applications 20
- Capital Investment and Risk Analysis 13
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- Climate Change Policy and Economics 12
- Economic theories and models 9
- Co-authors
- Erhan Bayraktar (5 shared papers)René Carmona (2 shared papers)Mickaël Binois (3 shared papers)Robert B. Gramacy (3 shared papers)Carole Bernard (2 shared papers)Ronnie Sircar (5 shared papers)Ludger Rüschendorf (1 shared paper)Ian Duncan (3 shared papers)
- Journals
- SIAM Journal on Financial Mathematics (4 papers)International Journal of Theoretical and Applied Finance (3 papers)North American Actuarial Journal (3 papers)Applied Energy (2 papers)Mathematical Finance (2 papers)
- Partner nations
- United StatesCanadaFrance
In The Last Decade
Michael Ludkovski
59 papers receiving 915 citations
Peers
Comparison fields: 5 of 100
- Finance 387
- Management Science and Operations Research 297
- Statistics, Probability and Uncertainty 108
- Economics and Econometrics 367
- Demography 97
Countries citing papers authored by Michael Ludkovski
This map shows the geographic impact of Michael Ludkovski'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 Ludkovski with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Ludkovski more than expected).
Fields of papers citing papers by Michael Ludkovski
This network shows the impact of papers produced by Michael Ludkovski. 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 Ludkovski. The network helps show where Michael Ludkovski may publish in the future.
Co-authors
The 22 scholars most cited alongside Michael Ludkovski, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 64 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 105 | |
| 2 | 2018 | 97 | |
| 3 | 2012 | 78 | |
| 4 | 2018 | 59 | |
| 5 | 2008 | 52 | |
| 6 | 2016 | 42 | |
| 7 | 2008 | 39 | |
| 8 | 2010 | 36 | |
| 9 | 2012 | 33 | |
| 10 | Optimal Switching with Applications to Energy Tolling Agreements | 2005 | 29 |
| 11 | 2009 | 28 | |
| 12 | 2010 | 24 | |
| 13 | 2007 | 23 | |
| 14 | 2013 | 23 | |
| 15 | 2012 | 22 | |
| 16 | 2015 | 21 | |
| 17 | 2015 | 19 | |
| 18 | 2011 | 19 | |
| 19 | 2008 | 17 | |
| 20 | 2011 | 17 |
About Michael Ludkovski
Michael Ludkovski is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and Artificial Intelligence, having authored 64 papers that have together received 962 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (20 papers), Insurance, Mortality, Demography, Risk Management (14 papers), Capital Investment and Risk Analysis (13 papers), Climate Change Policy and Economics (12 papers), Economic theories and models (9 papers), Advanced Multi-Objective Optimization Algorithms (7 papers), Advanced Statistical Process Monitoring (6 papers) and Gaussian Processes and Bayesian Inference (6 papers). The work is most often cited by research in Finance (387 citations), Management Science and Operations Research (297 citations), Statistics, Probability and Uncertainty (108 citations), Economics and Econometrics (367 citations) and Demography (97 citations). Michael Ludkovski has collaborated with scholars based in United States, Canada and France. Frequent co-authors include Erhan Bayraktar, René Carmona, Mickaël Binois, Robert B. Gramacy, Carole Bernard, Ronnie Sircar, Ludger Rüschendorf, Ian Duncan, Jarad Niemi and Virginia R. Young. Their work appears in journals such as SIAM Journal on Financial Mathematics, International Journal of Theoretical and Applied Finance, North American Actuarial Journal, Applied Energy and Mathematical Finance.
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.