Stefan Ankirchner

735 total citations
48 papers, 327 citations indexed

About

Stefan Ankirchner is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Stefan Ankirchner has authored 48 papers receiving a total of 327 indexed citations (citations by other indexed papers that have themselves been cited), including 42 papers in Finance, 20 papers in Economics and Econometrics and 14 papers in Management Science and Operations Research. Recurrent topics in Stefan Ankirchner's work include Stochastic processes and financial applications (42 papers), Economic theories and models (14 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Stefan Ankirchner is often cited by papers focused on Stochastic processes and financial applications (42 papers), Economic theories and models (14 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Stefan Ankirchner collaborates with scholars based in Germany, France and Singapore. Stefan Ankirchner's co-authors include Peter Imkeller, Thomas Kruse, Gonçalo dos Reis, Monique Jeanblanc, Christophette Blanchet‐Scalliet, Steffen Dereich, Alexandre Popier, Mikhail Urusov, Christian Pigorsch and Philipp Strack and has published in prestigious journals such as Journal of Financial and Quantitative Analysis, Journal of Mathematical Analysis and Applications and SIAM Journal on Control and Optimization.

In The Last Decade

Stefan Ankirchner

43 papers receiving 302 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Stefan Ankirchner Germany 10 297 134 94 75 32 48 327
Erik Ekström Sweden 13 384 1.3× 176 1.3× 92 1.0× 50 0.7× 37 1.2× 54 441
Areski Cousin France 9 238 0.8× 78 0.6× 105 1.1× 39 0.5× 21 0.7× 26 333
Claude Martini France 8 308 1.0× 84 0.6× 129 1.4× 61 0.8× 24 0.8× 29 354
Idris Kharroubi France 13 283 1.0× 85 0.6× 89 0.9× 82 1.1× 17 0.5× 28 353
Yoshio Miyahara Japan 9 283 1.0× 137 1.0× 69 0.7× 56 0.7× 29 0.9× 23 335
Wulin Suo Canada 8 280 0.9× 86 0.6× 58 0.6× 46 0.6× 14 0.4× 19 321
Michael R. Tehranchi United Kingdom 11 342 1.2× 152 1.1× 75 0.8× 43 0.6× 29 0.9× 19 382
Kristin Reikvam Norway 8 224 0.8× 108 0.8× 58 0.6× 57 0.8× 18 0.6× 10 260
Miklós Rásonyi Hungary 12 461 1.6× 297 2.2× 126 1.3× 48 0.6× 28 0.9× 66 557
Liming Feng United States 9 407 1.4× 73 0.5× 56 0.6× 67 0.9× 22 0.7× 22 458

Countries citing papers authored by Stefan Ankirchner

Since Specialization
Citations

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

Fields of papers citing papers by Stefan Ankirchner

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Stefan Ankirchner

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

All Works

20 of 20 papers shown
1.
Ankirchner, Stefan, et al.. (2025). A Sharp Upper Bound for the Expected Interval Occupation Time of Brownian Martingales. Journal of Theoretical Probability. 38(4). 1 indexed citations
2.
Ankirchner, Stefan, et al.. (2024). The Role of Correlation in Diffusion Control Ranking Games. SIAM Journal on Control and Optimization. 62(3). 1465–1489.
3.
Ankirchner, Stefan, et al.. (2024). Mean-field ranking games with diffusion control. Mathematics and Financial Economics. 18(2-3). 313–331. 1 indexed citations
4.
Ankirchner, Stefan, et al.. (2023). On the joint survival probability of two collaborating firms. Journal of Applied Probability. 61(2). 369–384. 1 indexed citations
5.
Ankirchner, Stefan, et al.. (2023). Large Ranking Games with Diffusion Control. Mathematics of Operations Research. 49(2). 675–696. 1 indexed citations
6.
Ankirchner, Stefan, et al.. (2020). Optimal position targeting via decoupling fields. The Annals of Applied Probability. 30(2). 2 indexed citations
7.
Ankirchner, Stefan, et al.. (2019). The De Vylder–Goovaerts conjecture holds within the diffusion limit. Journal of Applied Probability. 56(2). 546–557. 2 indexed citations
8.
Ankirchner, Stefan, et al.. (2019). Stopping with expectation constraints: 3 points suffice. Electronic Journal of Probability. 24(none). 4 indexed citations
9.
Ankirchner, Stefan, Thomas Kruse, & Mikhail Urusov. (2016). Numerical approximation of irregular SDEs via Skorokhod embeddings. Journal of Mathematical Analysis and Applications. 440(2). 692–715. 5 indexed citations
10.
Ankirchner, Stefan, et al.. (2015). Optimal portfolio liquidation with additional information. Mathematics and Financial Economics. 10(1). 1–14. 5 indexed citations
11.
Ankirchner, Stefan, Monique Jeanblanc, & Thomas Kruse. (2014). BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM Journal on Control and Optimization. 52(2). 893–913. 33 indexed citations
12.
Ankirchner, Stefan & Thomas Kruse. (2013). Optimal trade execution under price-sensitive risk preferences. Quantitative Finance. 13(9). 1395–1409. 7 indexed citations
13.
Ankirchner, Stefan, et al.. (2012). Hedging Forward Positions: Basis Risk Versus Liquidity Costs. SSRN Electronic Journal.
14.
Ankirchner, Stefan, et al.. (2012). Optimal liquidation with directional views and additional information. 1 indexed citations
15.
Ankirchner, Stefan, et al.. (2011). Multiperiod Mean-Variance Portfolio Optimization via Market Cloning. Applied Mathematics & Optimization. 64(1). 135–154. 4 indexed citations
16.
Ankirchner, Stefan, et al.. (2008). A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT. Stochastics and Dynamics. 8(1). 35–46. 4 indexed citations
17.
Ankirchner, Stefan. (2007). On filtration enlargements and purely discontinuous martingales. Stochastic Processes and their Applications. 118(9). 1662–1678. 7 indexed citations
18.
Ankirchner, Stefan, Peter Imkeller, & Gonçalo dos Reis. (2007). Classical and Variational Differentiability of BSDEs with Quadratic Growth. Electronic Journal of Probability. 12(none). 40 indexed citations
19.
Ankirchner, Stefan, Steffen Dereich, & Peter Imkeller. (2006). The Shannon information of filtrations and the additional logarithmic utility of insiders. The Annals of Probability. 34(2). 30 indexed citations
20.
Ankirchner, Stefan & Peter Imkeller. (2005). Finite utility on financial markets with asymmetric information and structure properties of the price dynamics☆. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 41(3). 479–503. 18 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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2026