Citations per year, relative to Steven Vanduffel Steven Vanduffel (= 1×)
peers
Carlo Acerbi
Countries citing papers authored by Steven Vanduffel
Since
Specialization
Citations
This map shows the geographic impact of Steven Vanduffel'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 Steven Vanduffel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Steven Vanduffel more than expected).
Fields of papers citing papers by Steven Vanduffel
This network shows the impact of papers produced by Steven Vanduffel. 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 Steven Vanduffel. The network helps show where Steven Vanduffel may publish in the future.
Co-authorship network of co-authors of Steven Vanduffel
This figure shows the co-authorship network connecting the top 25 collaborators of Steven Vanduffel.
A scholar is included among the top collaborators of Steven Vanduffel 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 Steven Vanduffel. Steven Vanduffel is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Vanduffel, Steven, et al.. (2011). An Explicit Option - Based Strategy that Outperforms Dollar Cost Averaging. SSRN Electronic Journal.1 indexed citations
11.
Cheung, Ka Chun & Steven Vanduffel. (2010). Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. SSRN Electronic Journal.1 indexed citations
12.
Cheung, Ka Chun & Steven Vanduffel. (2009). Bounds for Sums of Random Variables When the Marginals and the Variance of the Sum are Given. SSRN Electronic Journal.1 indexed citations
13.
Vandendorpe, Antoine, et al.. (2008). On the Parameterization of the Creditrisk-Plus Model for Estimating Credit Portfolio Risk. SSRN Electronic Journal.8 indexed citations
14.
Vanduffel, Steven, et al.. (2008). Stress-testing the impact of group dependence on Credit Portfolio Risk. SSRN Electronic Journal.1 indexed citations
15.
Marı́n-Solano, Jesús, et al.. (2006). Buy and hold strategies in optimal portfolio selection problems: Comonotonic approximations. Insurance Mathematics and Economics. 39(3). 421–421.1 indexed citations
16.
Dhaene, Jan, et al.. (2005). Basel II: Capital Requirements for Equity Investment Portfolios. Lirias (KU Leuven). 5(1). 37–45.4 indexed citations
Chen, Xinliang, Jan Dhaene, Marc Goovaerts, & Steven Vanduffel. (2005). A liability driven approach to asset allocation. Lirias (KU Leuven). 5(1). 52–56.2 indexed citations
19.
Dhaene, Jan, Steven Vanduffel, Qihe Tang, et al.. (2004). Capital requirements, risk measures and comonotonicity. UvA-DARE (University of Amsterdam). 4(1). 53–61.18 indexed citations
20.
Dhaene, Jan, et al.. (2001). How to determine the Capital Requirements for a Portfolio of Annuity Liabilities. UvA-DARE (University of Amsterdam). 46(4). 533–544.1 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.