Olaf Korn

1.2k total citations
47 papers, 720 citations indexed

About

Olaf Korn is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Olaf Korn has authored 47 papers receiving a total of 720 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 28 papers in Economics and Econometrics and 12 papers in Accounting. Recurrent topics in Olaf Korn's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (17 papers) and Stochastic processes and financial applications (14 papers). Olaf Korn is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (17 papers) and Stochastic processes and financial applications (14 papers). Olaf Korn collaborates with scholars based in Germany, Canada and United States. Olaf Korn's co-authors include Ulrich Anders, Alexander Kempf, C. Schmitt, Marliese Uhrig‐Homburg, Christian Koziol, Bernhard Brümmer, Rainer Baule, Wolfgang Bühler, Gabriel J. Power and Andreas Schmidt and has published in prestigious journals such as Journal of Banking & Finance, Neural Networks and Journal of Economic Dynamics and Control.

In The Last Decade

Olaf Korn

45 papers receiving 664 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Olaf Korn Germany 12 359 291 162 121 84 47 720
Tung Liu United States 11 177 0.5× 346 1.2× 240 1.5× 157 1.3× 130 1.5× 28 671
Aleksey Min Germany 15 447 1.2× 385 1.3× 129 0.8× 176 1.5× 121 1.4× 30 955
Walter Vecchiato Italy 2 607 1.7× 405 1.4× 149 0.9× 65 0.5× 156 1.9× 4 919
Yarema Okhrin Germany 15 526 1.5× 303 1.0× 231 1.4× 59 0.5× 116 1.4× 53 830
A. Thavaneswaran Canada 16 532 1.5× 314 1.1× 413 2.5× 109 0.9× 94 1.1× 126 980
Francesco Lisi Italy 15 211 0.6× 365 1.3× 246 1.5× 80 0.7× 100 1.2× 49 808
D. A. Hsu United States 12 374 1.0× 325 1.1× 89 0.5× 71 0.6× 113 1.3× 23 792
Erkam Güreşen Türkiye 3 143 0.4× 244 0.8× 508 3.1× 161 1.3× 34 0.4× 6 736
Guy Brys Belgium 8 145 0.4× 279 1.0× 33 0.2× 54 0.4× 208 2.5× 10 670
Bonsoo Koo Australia 8 68 0.2× 101 0.3× 138 0.9× 84 0.7× 43 0.5× 24 466

Countries citing papers authored by Olaf Korn

Since Specialization
Citations

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

Fields of papers citing papers by Olaf Korn

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Olaf Korn

This figure shows the co-authorship network connecting the top 25 collaborators of Olaf Korn. A scholar is included among the top collaborators of Olaf Korn 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 Olaf Korn. Olaf Korn 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.
Korn, Olaf, et al.. (2024). How Should the Long-Term Investor Harvest Variance Risk Premiums?. The Journal of Portfolio Management. 50(6). 122–142. 1 indexed citations
2.
Korn, Olaf, et al.. (2022). Stock illiquidity and option returns. Journal of Financial Markets. 63. 100765–100765. 6 indexed citations
3.
Korn, Olaf, et al.. (2021). How Should the Long-term Investor Harvest Variance Risk Premiums?. SSRN Electronic Journal. 2 indexed citations
4.
Korn, Olaf, et al.. (2019). Drawdown Measures: Are They All the Same?. SSRN Electronic Journal. 1 indexed citations
5.
Kempf, Alexander, et al.. (2014). Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection. SSRN Electronic Journal. 4 indexed citations
6.
Korn, Olaf, et al.. (2014). Risk-Adjusted Option-Implied Moments. SSRN Electronic Journal. 2 indexed citations
7.
Baule, Rainer, et al.. (2014). Which Beta is Best? On the Information Content of Option-Implied Betas. SSRN Electronic Journal. 4 indexed citations
8.
Korn, Olaf, et al.. (2014). Convenience Yield Risk Premiums 1.
9.
Kempf, Alexander, et al.. (2012). Portfolio Optimization Using Forward-Looking Information. SSRN Electronic Journal. 11 indexed citations
10.
Korn, Olaf, et al.. (2011). THE TERM STRUCTURE OF CURRENCY HEDGE RATIOS. International Journal of Theoretical and Applied Finance. 14(4). 525–557. 1 indexed citations
11.
Kempf, Alexander, Olaf Korn, & Marliese Uhrig‐Homburg. (2011). The term structure of illiquidity premia. Journal of Banking & Finance. 36(5). 1381–1391. 37 indexed citations
12.
Korn, Olaf, et al.. (2009). The Term Structure of Currency Hedge Ratios. SSRN Electronic Journal. 1 indexed citations
13.
Korn, Olaf, et al.. (2008). The Term Structure of Currency Hedge Ratios. SSRN Electronic Journal. 3 indexed citations
14.
Korn, Olaf. (2008). Hedging Price Risk When Payment Dates are Uncertain. SSRN Electronic Journal. 1 indexed citations
15.
Korn, Olaf. (2005). Drift matters: An analysis of commodity derivatives. Journal of Futures Markets. 25(3). 211–241. 20 indexed citations
16.
Bühler, Wolfgang, et al.. (2000). Pricing and hedging of oil futures - a unifying approach -. Americanae (AECID Library). 2 indexed citations
17.
Bühler, Wolfgang, et al.. (2000). Pricing and Hedging Oil Futures: A Two-Regime Approach. SSRN Electronic Journal. 3 indexed citations
18.
Anders, Ulrich & Olaf Korn. (1999). Model selection in neural networks. Neural Networks. 12(2). 309–323. 237 indexed citations
19.
Kempf, Alexander & Olaf Korn. (1998). Trading System and Market Integration. Journal of Financial Intermediation. 7(3). 220–239. 21 indexed citations
20.
Bühler, Wolfgang, Olaf Korn, & Andreas Schmidt. (1997). Ermittlung von Eigenkapitalanforderungen mit "Internen Modellen" : eine empirische Studie zur Messung von Zins-, Währungs- und Optionsrisiken mit Value-at-Risk-Ansätzen. 4 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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