Rüdiger Frey
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 41
- Stochastic processes and financial applications 30
- Credit Risk and Financial Regulations 19
- Financial Risk and Volatility Modeling 14
- Banking stability, regulation, efficiency 12
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- Insurance, Mortality, Demography, Risk Management 7
- Co-authors
- Alexander J. McNeilWolfgang J. RunggaldierThorsten SchmidtMarek RutkowskiMarek MusielaWolfgang RunggaldierPaul EmbrechtsLawrence Gray
- Journals
- Mathematical Finance (5 papers)Finance and Stochastics (4 papers)International Journal of Theoretical and Applied Finance (4 papers)Journal of Banking & Finance (2 papers)Journal of the American Statistical Association (2 papers)
- Partner nations
- SwitzerlandAustriaGermany
In The Last Decade
Rüdiger Frey
47 papers receiving 2.1k citations
Hit Papers
Peers
Comparison fields: 5 of 75
- Finance 2.1k
- General Economics, Econometrics and Finance 419
- Economics and Econometrics 1.3k
- Management Science and Operations Research 393
- Statistics and Probability 160
Countries citing papers authored by Rüdiger Frey
This map shows the geographic impact of Rüdiger Frey'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 Rüdiger Frey with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rüdiger Frey more than expected).
Fields of papers citing papers by Rüdiger Frey
This network shows the impact of papers produced by Rüdiger Frey. 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 Rüdiger Frey. The network helps show where Rüdiger Frey may publish in the future.
Co-authorship network
The 15 scholars most cited alongside Rüdiger Frey, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 1 | |
| 2 | 2024 | 1 | |
| 3 | 2021 | 4 | |
| 4 | 2020 | 3 | |
| 5 | 2020 | 2 | |
| 6 | Quantitative Risk Management: Concepts, Techniques and Tools : Concepts, Techniques and Tools | 2015 | 26 |
| 7 | Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions | 2013 | 2 |
| 8 | 2013 | 15 | |
| 9 | 2011 | 30 | |
| 10 | 2010 | 3 | |
| 11 | Pricing options in illiquid markets : symmetry reductions and exact solutions | 2008 | 9 |
| 12 | 2007 | 10 | |
| 13 | 2003 | 179 | |
| 14 | 2002 | 3 | |
| 15 | 2002 | 117 | |
| 16 | 2001 | 0 | |
| 17 | 1999 | 49 | |
| 18 | A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk | 1996 | 4 |
| 19 | The Pricing and Hedging of Options in Finitely Elastic Markets | 1996 | 1 |
| 20 | 1996 | 16 |
About Rüdiger Frey
Rüdiger Frey is a scholar working on Finance, Demography, Management Science and Operations Research, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 49 papers that have together received 2.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (30 papers), Credit Risk and Financial Regulations (19 papers), Financial Risk and Volatility Modeling (14 papers), Banking stability, regulation, efficiency (12 papers), Insurance, Mortality, Demography, Risk Management (7 papers), Economic theories and models (7 papers), Risk and Portfolio Optimization (7 papers) and Complex Systems and Time Series Analysis (6 papers). The work is most often cited by research in Finance (2.1k citations), General Economics, Econometrics and Finance (419 citations), Economics and Econometrics (1.3k citations), Management Science and Operations Research (393 citations) and Statistics and Probability (160 citations). Rüdiger Frey has collaborated with scholars based in Switzerland, Austria and Germany. Frequent co-authors include Alexander J. McNeil, Wolfgang J. Runggaldier, Thorsten Schmidt, Marek Rutkowski, Marek Musiela, Wolfgang Runggaldier, Paul Embrechts, Lawrence Gray, Bert Fristedt and Ralf Wunderlich. Their work appears in journals such as Mathematical Finance, Finance and Stochastics, International Journal of Theoretical and Applied Finance, Journal of Banking & Finance and Journal of the American Statistical Association.
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.