Simone Farinelli

493 total citations
19 papers, 325 citations indexed

About

Simone Farinelli is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Simone Farinelli has authored 19 papers receiving a total of 325 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 7 papers in Management Science and Operations Research and 7 papers in Economics and Econometrics. Recurrent topics in Simone Farinelli's work include Stochastic processes and financial applications (9 papers), Financial Markets and Investment Strategies (7 papers) and Risk and Portfolio Optimization (7 papers). Simone Farinelli is often cited by papers focused on Stochastic processes and financial applications (9 papers), Financial Markets and Investment Strategies (7 papers) and Risk and Portfolio Optimization (7 papers). Simone Farinelli collaborates with scholars based in Italy, Switzerland and Germany. Simone Farinelli's co-authors include Luisa Tibiletti, Manuel Ferreira, Martin Eling, Günter Schwarz, Samuel E. Vázquez and Mykhaylo Shkolnikov and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Nonlinear Analysis.

In The Last Decade

Simone Farinelli

15 papers receiving 299 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Simone Farinelli Italy 8 241 157 151 40 35 19 325
Aleš Černý United Kingdom 13 412 1.7× 285 1.8× 135 0.9× 57 1.4× 44 1.3× 44 523
Pavel A. Stoimenov Germany 8 283 1.2× 140 0.9× 56 0.4× 36 0.9× 53 1.5× 15 373
Craig A. Friedman United States 7 217 0.9× 71 0.5× 60 0.4× 24 0.6× 30 0.9× 38 277
Frank Thomas Seifried Germany 12 319 1.3× 235 1.5× 146 1.0× 20 0.5× 21 0.6× 52 403
Johannes Muhle‐Karbe United Kingdom 15 611 2.5× 360 2.3× 110 0.7× 37 0.9× 28 0.8× 69 658
Peter Lakner United States 10 396 1.6× 220 1.4× 152 1.0× 29 0.7× 36 1.0× 21 465
Gordan Žitković United States 13 416 1.7× 308 2.0× 184 1.2× 21 0.5× 9 0.3× 28 470
Sara Biagini Italy 8 209 0.9× 145 0.9× 141 0.9× 13 0.3× 5 0.1× 21 239
Weidong Tian United States 9 253 1.0× 193 1.2× 152 1.0× 15 0.4× 26 0.7× 32 391

Countries citing papers authored by Simone Farinelli

Since Specialization
Citations

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

Fields of papers citing papers by Simone Farinelli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Simone Farinelli

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

All Works

19 of 19 papers shown
1.
Farinelli, Simone, et al.. (2025). Normalizing flows as approximations of optimal transport maps via linear-control neural ODEs. Nonlinear Analysis. 257. 113811–113811.
2.
Farinelli, Simone, et al.. (2022). Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk. Symmetry. 14(7). 1330–1330. 2 indexed citations
3.
Farinelli, Simone, et al.. (2022). The Black–Scholes equation in the presence of arbitrage. Quantitative Finance. 22(12). 2155–2170.
4.
Farinelli, Simone, et al.. (2021). Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory. Axioms. 10(4). 242–242. 2 indexed citations
5.
Farinelli, Simone, et al.. (2017). Financial leverage for multi-period levered investments. Applied Mathematical Sciences. 11. 1397–1404. 1 indexed citations
6.
Farinelli, Simone. (2016). The Black-Scholes Equation in Presence of Arbitrage. SSRN Electronic Journal. 1 indexed citations
7.
Farinelli, Simone. (2015). Geometric Arbitrage and Spectral Theory. SSRN Electronic Journal. 1 indexed citations
8.
Farinelli, Simone & Mykhaylo Shkolnikov. (2012). Two Models of Stochastic Loss Given Default. SSRN Electronic Journal. 1 indexed citations
9.
Farinelli, Simone. (2011). Geometric Arbitrage Theory and Market Dynamics. SSRN Electronic Journal. 4 indexed citations
10.
Vázquez, Samuel E. & Simone Farinelli. (2011). Gauge Invariance, Geometry and Arbitrage. SSRN Electronic Journal. 2 indexed citations
11.
Eling, Martin, et al.. (2011). One-size or tailor-made performance ratios for ranking hedge funds?. 16(4). 267–277. 26 indexed citations
12.
Eling, Martin, et al.. (2010). Skewness in hedge funds returns: classical skewness coefficients vs Azzalini's skewness parameter. International Journal of Managerial Finance. 6(4). 290–304. 10 indexed citations
13.
Farinelli, Simone, et al.. (2008). Beyond Sharpe ratio: Optimal asset allocation using different performance ratios. Journal of Banking & Finance. 32(10). 2057–2063. 119 indexed citations
14.
Farinelli, Simone. (2008). Geometric Arbitrage Theory and Calibration of a Generator of Consistent Economic Scenarios. SSRN Electronic Journal. 1 indexed citations
15.
Farinelli, Simone, et al.. (2007). Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio. European Journal of Operational Research. 192(1). 209–215. 34 indexed citations
16.
Farinelli, Simone & Luisa Tibiletti. (2006). Sharpe thinking in asset ranking with one-sided measures. European Journal of Operational Research. 185(3). 1542–1547. 81 indexed citations
17.
Tibiletti, Luisa & Simone Farinelli. (2003). Upside and downside risk with a benchmark. Atlantic Economic Journal. 31(4). 387–387. 9 indexed citations
18.
Tibiletti, Luisa & Simone Farinelli. (2002). Sharpe Thinking with Asymmetrical Preferences. SSRN Electronic Journal. 15 indexed citations
19.
Farinelli, Simone & Günter Schwarz. (1998). On the spectrum of the Dirac operator under boundary conditions. Journal of Geometry and Physics. 28(1-2). 67–84. 16 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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