Rudi Zagst
- Finance top 2%
- Economics and Econometrics top 5%
- Management Science and Operations Research top 5%
- Demography top 5%
- Accounting top 10%
- Co-authors
- Marcos EscobarM.C. WahlLuis SecoAleksey MinRalf WernerMatthias SchererBin ZouUlrich Rieder
- Topics
- Stochastic processes and financial applications (52 papers)Financial Risk and Volatility Modeling (35 papers)Financial Markets and Investment Strategies (29 papers)
- Journals
- SHILAP Revista de lepidopterologíaEuropean Journal of Operational ResearchJournal of Banking & Finance
- Partner nations
- GermanyCanadaSwitzerland
In The Last Decade
Rudi Zagst
95 papers receiving 492 citations
Peers
Comparison fields: 5 of 48
- Finance 396
- Economics and Econometrics 227
- Management Science and Operations Research 146
- Demography 88
- Accounting 73
Countries citing papers authored by Rudi Zagst
This map shows the geographic impact of Rudi Zagst'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 Rudi Zagst with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rudi Zagst more than expected).
Fields of papers citing papers by Rudi Zagst
This network shows the impact of papers produced by Rudi Zagst. 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 Rudi Zagst. The network helps show where Rudi Zagst may publish in the future.
Co-authorship network of co-authors of Rudi Zagst
This figure shows the co-authorship network connecting the top 25 collaborators of Rudi Zagst. A scholar is included among the top collaborators of Rudi Zagst 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 Rudi Zagst. Rudi Zagst is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 1 | |
| 3 | 1 | |
| 4 | 14 | |
| 5 | 2 | |
| 6 | 10 | |
| 7 | 3 | |
| 8 | 0 | |
| 9 | Closed-Form Solutions for Guaranteed Minimum Accumulation Benefits | 1 |
| 10 | A General Structural Approach for Credit Modeling under Stochastic Volatility | 3 |
| 11 | The Risk Appetite of Private Equity Sponsors | 2 |
| 12 | Options on a CPPI Portfolio | 1 |
| 13 | 0 | |
| 14 | 5 | |
| 15 | Asset Correlations in Turbulent Markets and their Implications on Asset Management | 4 |
| 16 | Fit for Leverage - Modelling of Hedge Fund Returns in View of Risk Management Purposes | 1 |
| 17 | Modeling and Pricing of Credit Derivatives Using Macro-Economic Information | 1 |
| 18 | 5 | |
| 19 | Three-Factor Defaultable Term Structure Models | 1 |
| 20 | Using scenario analysis for risk management | 0 |
About Rudi Zagst
Rudi Zagst is a scholar working on Finance, Management Science and Operations Research and General Decision Sciences, having authored 109 papers that have together received 540 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (52 papers), Financial Risk and Volatility Modeling (35 papers) and Financial Markets and Investment Strategies (29 papers). The work is most often cited by research in Finance (396 citations), Management Science and Operations Research (146 citations) and Economics and Econometrics (227 citations). Rudi Zagst has collaborated with scholars based in Germany, Canada and Switzerland. Frequent co-authors include Marcos Escobar, M.C. Wahl, Luis Seco, Aleksey Min, Ralf Werner, Matthias Scherer, Bin Zou, Ulrich Rieder, Volker Bergen and Alexey Rubtsov. Their work appears in journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.
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.