Ralf Werner

486 total citations
25 papers, 348 citations indexed

About

Ralf Werner is a scholar working on Management Science and Operations Research, Finance and Computational Theory and Mathematics. According to data from OpenAlex, Ralf Werner has authored 25 papers receiving a total of 348 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Management Science and Operations Research, 10 papers in Finance and 6 papers in Computational Theory and Mathematics. Recurrent topics in Ralf Werner's work include Risk and Portfolio Optimization (15 papers), Stochastic processes and financial applications (7 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Ralf Werner is often cited by papers focused on Risk and Portfolio Optimization (15 papers), Stochastic processes and financial applications (7 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Ralf Werner collaborates with scholars based in Germany, United Kingdom and Switzerland. Ralf Werner's co-authors include Jörg Fliege, Rudi Zagst, Peter Hieber, M. Hughes, Matthias Scherer, Daniel Krause and Jan-J. Rückmann and has published in prestigious journals such as European Journal of Operational Research, Mathematical Programming and Journal of Multivariate Analysis.

In The Last Decade

Ralf Werner

23 papers receiving 327 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Ralf Werner Germany	11	210	107	105	71	49	25	348
Csaba I. Fábián Hungary	10	297 1.4×	147 1.4×	53 0.5×	80 1.1×	40 0.8×	22	401
Birgit Rudloff United States	13	271 1.3×	175 1.6×	95 0.9×	96 1.4×	26 0.5×	29	449
Martin Branda Czechia	12	262 1.2×	96 0.9×	40 0.4×	99 1.4×	25 0.5×	28	367
Erio Castagnoli Italy	8	139 0.7×	51 0.5×	63 0.6×	97 1.4×	8 0.2×	23	272
Frank Heyde Germany	10	135 0.6×	90 0.8×	150 1.4×	54 0.8×	10 0.2×	17	305
Norbert Jobst United Kingdom	6	196 0.9×	160 1.5×	28 0.3×	89 1.3×	40 0.8×	10	298
Harry Zheng United Kingdom	12	148 0.7×	307 2.9×	107 1.0×	126 1.8×	8 0.2×	72	502
Matti Koivu Germany	10	183 0.9×	141 1.3×	23 0.2×	129 1.8×	6 0.1×	21	325
Yong Fang China	7	336 1.6×	92 0.9×	35 0.3×	66 0.9×	50 1.0×	21	397
Gül Gürkan Netherlands	8	191 0.9×	16 0.1×	195 1.9×	75 1.1×	15 0.3×	14	388

Countries citing papers authored by Ralf Werner

Since Specialization

Citations

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

Fields of papers citing papers by Ralf Werner

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ralf Werner

This figure shows the co-authorship network connecting the top 25 collaborators of Ralf Werner. A scholar is included among the top collaborators of Ralf Werner 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 Ralf Werner. Ralf Werner is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Fliege, Jörg, et al.. (2024). Revisiting the fitting of the Nelson–Siegel and Svensson models. Optimization. 73(10). 3021–3053.

Werner, Ralf, et al.. (2021). Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach. European Journal of Operational Research. 296(1). 101–115. 26 indexed citations

Hieber, Peter, et al.. (2019). Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios. Scandinavian Actuarial Journal. 2019(6). 478–507. 15 indexed citations

Fliege, Jörg, et al.. (2019). On rates of convergence for sample average approximations in the almost sure sense and in mean. Mathematical Programming. 191(1). 307–345. 12 indexed citations

Krause, Daniel, et al.. (2018). Membership testing for Bernoulli and tail-dependence matrices. Journal of Multivariate Analysis. 168. 240–260. 5 indexed citations

Werner, Ralf, et al.. (2017). Mathematical foundation of the replicating portfolio approach. Scandinavian Actuarial Journal. 2018(6). 481–504. 3 indexed citations

Werner, Ralf, et al.. (2017). Mathematical Analysis of Replication by Cash Flow Matching. Risks. 5(1). 13–13. 6 indexed citations

Werner, Ralf, et al.. (2016). Mathematical Foundation of the Replicating Portfolio Approach. SSRN Electronic Journal. 2 indexed citations

Hieber, Peter, et al.. (2016). Fair Valuation of Cliquet-Style Return Guarantees in a Heterogeneous Life Insurance Portfolio. SSRN Electronic Journal. 4 indexed citations

10.

Werner, Ralf, et al.. (2014). Mathematical analysis of different approaches for replicating portfolios. European Actuarial Journal. 4(2). 411–435. 14 indexed citations

11.

Fliege, Jörg & Ralf Werner. (2013). Robust multiobjective optimization & applications in portfolio optimization. European Journal of Operational Research. 234(2). 422–433. 140 indexed citations

12.

Rückmann, Jan-J., et al.. (2011). On saddle points in nonconvex semi-infinite programming. Journal of Global Optimization. 54(3). 433–447. 2 indexed citations

13.

Werner, Ralf, et al.. (2011). A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing. Optimization. 60(10-11). 1379–1398. 14 indexed citations

14.

Werner, Ralf, et al.. (2010). Potential Future Market Risk: Coping with Long Term Model Risk. SSRN Electronic Journal. 2 indexed citations

15.

Werner, Ralf, et al.. (2010). Comparison and robustification of Bayes and Black-Litterman models. Mathematical Methods of Operations Research. 71(3). 453–475. 21 indexed citations

16.

Werner, Ralf, et al.. (2010). Model-Free Bounds on Bilateral Counterparty Valuation Adjustments. SSRN Electronic Journal. 1 indexed citations

17.

Werner, Ralf, et al.. (2007). Calibration of correlation matrices - SDP or not SDP. 4 indexed citations

18.

Werner, Ralf, et al.. (2006). Consistency of robust portfolio estimators. 6 indexed citations

19.

Werner, Ralf, et al.. (2006). Towards reliable efficient frontiers. Journal of Asset Management. 7(2). 128–141. 21 indexed citations

20.

Werner, Ralf, et al.. (2004). Improving the Most General Methodology to Create a Valid Correlation Matrix. WIT Transactions on Ecology and the Environment. 77. 701–712. 12 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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