Rolf Poulsen

718 total citations
43 papers, 465 citations indexed

About

Rolf Poulsen is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Rolf Poulsen has authored 43 papers receiving a total of 465 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 15 papers in Economics and Econometrics and 11 papers in Demography. Recurrent topics in Rolf Poulsen's work include Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (12 papers) and Insurance, Mortality, Demography, Risk Management (11 papers). Rolf Poulsen is often cited by papers focused on Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (12 papers) and Insurance, Mortality, Demography, Risk Management (11 papers). Rolf Poulsen collaborates with scholars based in Denmark, United Kingdom and Liechtenstein. Rolf Poulsen's co-authors include Bjarke Jensen, Alex Weissensteiner, Klaus Reiner Schenk–Hoppé, Michael Hanke, Christian‐Oliver Ewald, Søren Saxmose Nielsen, Bent Jesper Christensen, Huamao Wang, Jan Palczewski and Jesper Andreasen and has published in prestigious journals such as European Journal of Operational Research, Energy Economics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Rolf Poulsen

36 papers receiving 435 citations

Peers

Rolf Poulsen

FINAN

EE

DEMOG

GEEF

MSOR

Daniel Egloff Switzerland

Thorsten Rheinländer United Kingdom

Martin Larsson United States

Rosella Giacometti Italy

Thierry Ané France

Lars Stentoft Canada

Karsten Prause Germany

Robert L. Kimmel United States

Christian Y. Robert France

Tina Hviid Rydberg United Kingdom

Daniel Egloff Switzerland

Rolf Poulsen

393 ×1.0

FINAN

140 ×0.8

EE

32 ×0.4

DEMOG

42 ×0.6

GEEF

63 ×1.1

MSOR

Citations per year, relative to Rolf Poulsen Rolf Poulsen (= 1×) peers Daniel Egloff

Countries citing papers authored by Rolf Poulsen

Since Specialization

Citations

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

Fields of papers citing papers by Rolf Poulsen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Rolf Poulsen

This figure shows the co-authorship network connecting the top 25 collaborators of Rolf Poulsen. A scholar is included among the top collaborators of Rolf Poulsen 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 Rolf Poulsen. Rolf Poulsen 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

1.

Poulsen, Rolf. (2021). Non‐numerical Recipes. Wilmott. 2021(113). 12–13.

2.

Poulsen, Rolf, et al.. (2020). How Does the Volatility of Volatility Depend on Volatility?. Risks. 8(2). 59–59. 1 indexed citations

3.

Poulsen, Rolf. (2019). Kelly Gone Bad. Wilmott. 2019(99). 14–15.

4.

Hanke, Michael, Rolf Poulsen, & Alex Weissensteiner. (2018). The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach. Quantitative Finance. 19(1). 1–11. 18 indexed citations

5.

Hanke, Michael, Rolf Poulsen, & Alex Weissensteiner. (2017). Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. SSRN Electronic Journal. 3 indexed citations

6.

Poulsen, Rolf, et al.. (2013). Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark. Computational Management Science. 11(1-2). 5–23. 2 indexed citations

7.

Poulsen, Rolf, et al.. (2012). Empirical performance of models for barrier option valuation. Quantitative Finance. 13(1). 1–11. 11 indexed citations

8.

Poulsen, Rolf, et al.. (2009). Auto-static for the people: risk-minimizing hedges of barrier options. Review of Derivatives Research. 12(3). 193–211. 8 indexed citations

9.

Poulsen, Rolf, et al.. (2009). Barrier options and lumpy dividends. 1(3). 167–171. 2 indexed citations

10.

Poulsen, Rolf, et al.. (2007). Financial Giffen goods: Examples and counterexamples. European Journal of Operational Research. 191(2). 572–576. 1 indexed citations

11.

Poulsen, Rolf. (2007). Four Things You Might Not Know about the Black-Scholes Formula. SSRN Electronic Journal. 1 indexed citations

12.

Poulsen, Rolf, et al.. (2007). Financial Giffen Goods: Examples and Counterexamples. SSRN Electronic Journal. 1 indexed citations

13.

Poulsen, Rolf, et al.. (2006). Static Hedging of Barrier Options under General Asset Dynamics. The Journal of Derivatives. 13(4). 46–60. 25 indexed citations

14.

Poulsen, Rolf, et al.. (2006). Static hedging and model risk for barrier options. Journal of Futures Markets. 26(5). 449–463. 35 indexed citations

15.

Nielsen, Jens Perch, et al.. (2005). Capital Allocation for Insurance Companies: Issues and Methods. SSRN Electronic Journal. 1 indexed citations

16.

Poulsen, Rolf. (2003). Mortgage Choice: Who Should Have Their ARMs Capped?. 1 indexed citations

17.

Jensen, Bjarke & Rolf Poulsen. (2002). Transition Densities of Diffusion Processes. The Journal of Derivatives. 9(4). 18–32. 79 indexed citations

18.

Christensen, Bent Jesper & Rolf Poulsen. (2001). Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications. 7(1-2). 111–124. 13 indexed citations

19.

Poulsen, Rolf, et al.. (2000). A simple regime switching term structure model. Finance and Stochastics. 4(4). 409–429. 45 indexed citations

20.

Andreasen, Jesper, Bjarke Jensen, & Rolf Poulsen. (1996). New Skin for The Old Ceremony: Eight Different Derivations of the Black-Scholes Formula. 1 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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