Nizar Touzi
- Finance top 0.1%
- Stochastic processes and financial applications 104
- Financial Risk and Volatility Modeling 25
- Financial Markets and Investment Strategies 17
- Capital Investment and Risk Analysis 9
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- Risk and Portfolio Optimization 29
- Economics and Econometrics top 0.5%
- Economic theories and models 45
- Demography top 0.5%
- Insurance, Mortality, Demography, Risk Management 17
- Modeling and Simulation top 1%
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- Stochastic processes and statistical mechanics 9
- Co-authors
- H. Meté SonerBruno BouchardJianfeng ZhangÉric RenaultHuyên PhamElyès JouiniJakša CvitanićÉric Fournié
- Journals
- SHILAP Revista de lepidopterología (1 paper)Management Science (1 paper)Journal of Econometrics (1 paper)
- Partner nations
- FranceUnited StatesSwitzerland
In The Last Decade
Nizar Touzi
121 papers receiving 3.9k citations
Peers
Comparison fields: 5 of 85
- Finance 3.6k
- Management Science and Operations Research 1.3k
- Economics and Econometrics 1.7k
- Demography 667
- Modeling and Simulation 246
Countries citing papers authored by Nizar Touzi
This map shows the geographic impact of Nizar Touzi'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 Nizar Touzi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nizar Touzi more than expected).
Fields of papers citing papers by Nizar Touzi
This network shows the impact of papers produced by Nizar Touzi. 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 Nizar Touzi. The network helps show where Nizar Touzi may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Nizar Touzi, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2024 | 0 | |
| 3 | 2018 | 1 | |
| 4 | 2017 | 17 | |
| 5 | 2017 | 15 | |
| 6 | 2017 | 22 | |
| 7 | 2016 | 11 | |
| 8 | Dynamic programming approach to principal-agent problems | 2015 | 56 |
| 9 | 2014 | 31 | |
| 10 | 2013 | 107 | |
| 11 | 2013 | 15 | |
| 12 | 2010 | 32 | |
| 13 | Kernel estimation of Greek weights by parameter randomization | 2009 | 6 |
| 14 | 2008 | 24 | |
| 15 | 2005 | 4 | |
| 16 | 2004 | 302 | |
| 17 | Super-Replication Under Gamma Constraints | 1999 | 10 |
| 18 | Continuous-Time Dynkin Games with Mixed Strategies | 1999 | 1 |
| 19 | Applications of Malliavin Calculus to Monte Carlo Methods in Finance | 1999 | 21 |
| 20 | A Closed-Form Solution to the Problem of Super-Replication under Transaction Costs | 1998 | 4 |
About Nizar Touzi
Nizar Touzi is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics, having authored 128 papers that have together received 4.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (104 papers), Economic theories and models (45 papers), Risk and Portfolio Optimization (29 papers), Financial Risk and Volatility Modeling (25 papers), Insurance, Mortality, Demography, Risk Management (17 papers), Financial Markets and Investment Strategies (17 papers), Stochastic processes and statistical mechanics (9 papers) and Capital Investment and Risk Analysis (9 papers). The work is most often cited by research in Finance (3.6k citations), Management Science and Operations Research (1.3k citations) and Economics and Econometrics (1.7k citations). Nizar Touzi has collaborated with scholars based in France, United States and Switzerland. Frequent co-authors include H. Meté Soner, Bruno Bouchard, Jianfeng Zhang, Éric Renault, Huyên Pham, Elyès Jouini, Jakša Cvitanić, Éric Fournié, Jianfeng Zhang and Jean‐Michel Lasry. Their work appears in journals such as SHILAP Revista de lepidopterología, Management Science and Journal of Econometrics.
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.