Peter Lakner
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
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- Risk and Portfolio Optimization
Papers in ⓘ
- Finance 18
- Stochastic processes and financial applications 17
- Financial Markets and Investment Strategies 3
- Capital Investment and Risk Analysis 2
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- Stochastic processes and statistical mechanics 5
- Mathematical Dynamics and Fractals 3
- Co-authors
- Abel Cadenillas (2 shared papers)Michael Pinedo (2 shared papers)Josh Reed (6 shared papers)Monique Jeanblanc (1 shared paper)Michael Pinedo (1 shared paper)Sasha Stoikov (1 shared paper)Anand Srinivasan (2 shared papers)Marco Frittelli (1 shared paper)
- Journals
- Stochastic Processes and their Applications (2 papers)Mathematical Finance (2 papers)Operations Research (2 papers)Stochastic Systems (2 papers)Queueing Systems (1 paper)
- Partner nations
- United StatesFranceSingapore
In The Last Decade
Peter Lakner
19 papers receiving 427 citations
Peers
Comparison fields: 5 of 36
- Finance 396
- Management Science and Operations Research 152
- Economics and Econometrics 220
- Demography 75
- General Economics, Econometrics and Finance 29
Countries citing papers authored by Peter Lakner
This map shows the geographic impact of Peter Lakner'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 Peter Lakner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Lakner more than expected).
Fields of papers citing papers by Peter Lakner
This network shows the impact of papers produced by Peter Lakner. 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 Peter Lakner. The network helps show where Peter Lakner may publish in the future.
Co-authors
The 11 scholars most cited alongside Peter Lakner, 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 21 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1998 | 139 | |
| 2 | 1995 | 106 | |
| 3 | 2010 | 42 | |
| 4 | 2006 | 41 | |
| 5 | 1993 | 23 | |
| 6 | 2004 | 22 | |
| 7 | 2008 | 18 | |
| 8 | 2013 | 17 | |
| 9 | 2002 | 13 | |
| 10 | 2016 | 13 | |
| 11 | 2017 | 6 | |
| 12 | Consumption/investment and equilibrium in the presence of several commodities | 1989 | 6 |
| 13 | 1994 | 5 | |
| 14 | 2019 | 5 | |
| 15 | 1991 | 4 | |
| 16 | 1990 | 2 | |
| 17 | 2023 | 1 | |
| 18 | 2018 | 1 | |
| 19 | 2021 | 1 | |
| 20 | 2023 | 0 |
About Peter Lakner
Peter Lakner is a scholar working on Finance, Mathematical Physics, Management Science and Operations Research, Economics and Econometrics and Management Information Systems, having authored 21 papers that have together received 465 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (17 papers), Economic theories and models (6 papers), Stochastic processes and statistical mechanics (5 papers), Advanced Queuing Theory Analysis (4 papers), Risk and Portfolio Optimization (4 papers), Mathematical Dynamics and Fractals (3 papers), Financial Markets and Investment Strategies (3 papers) and Capital Investment and Risk Analysis (2 papers). The work is most often cited by research in Finance (396 citations), Management Science and Operations Research (152 citations), Economics and Econometrics (220 citations), Demography (75 citations) and General Economics, Econometrics and Finance (29 citations). Peter Lakner has collaborated with scholars based in United States, France and Singapore. Frequent co-authors include Abel Cadenillas, Michael Pinedo, Josh Reed, Monique Jeanblanc, Michael Pinedo, Sasha Stoikov, Anand Srinivasan, Marco Frittelli, Eric Slud and Florian Simatos. Their work appears in journals such as Stochastic Processes and their Applications, Mathematical Finance, Operations Research, Stochastic Systems and Queueing Systems.
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.