Steven Vanduffel

2.4k total citations
147 papers, 1.5k citations indexed

About

Steven Vanduffel is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Steven Vanduffel has authored 147 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 93 papers in Finance, 86 papers in Management Science and Operations Research and 53 papers in Economics and Econometrics. Recurrent topics in Steven Vanduffel's work include Risk and Portfolio Optimization (75 papers), Stochastic processes and financial applications (48 papers) and Financial Markets and Investment Strategies (28 papers). Steven Vanduffel is often cited by papers focused on Risk and Portfolio Optimization (75 papers), Stochastic processes and financial applications (48 papers) and Financial Markets and Investment Strategies (28 papers). Steven Vanduffel collaborates with scholars based in Belgium, France and Germany. Steven Vanduffel's co-authors include Carole Bernard, Jan Dhaene, Ludger Rüschendorf, Marc Goovaerts, Emiliano A. Valdez, Andreas Tsanakas, David Vyncke, Antoine Vandendorpe, Phelim P. Boyle and Giovanni Puccetti and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Econometrics.

In The Last Decade

Steven Vanduffel

130 papers receiving 1.4k citations

Peers

Steven Vanduffel
Carlo Acerbi Germany
Dirk Tasche Germany
Shaun S. Wang Singapore
Roger J. A. Laeven Netherlands
Rob Kaas Netherlands
Ruodu Wang Canada
Carlo Acerbi Germany
Steven Vanduffel
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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

All Works

20 of 20 papers shown
1.
Puccetti, Giovanni, Ludger Rüschendorf, & Steven Vanduffel. (2025). MinCovTarget+: a fast heuristic algorithm for fair allocation. Annals of Operations Research. 356(1). 105–121.
2.
Bernard, Carole, et al.. (2025). Improved block rearrangement algorithm. Annals of Operations Research. 357(1). 605–632.
3.
Chen, An, et al.. (2024). Optimal payoffs under smooth ambiguity. European Journal of Operational Research. 320(3). 754–764. 2 indexed citations
4.
Vanduffel, Steven, et al.. (2024). Optimal transport divergences induced by scoring functions. Operations Research Letters. 57. 107146–107146.
5.
Vanduffel, Steven, et al.. (2023). Optimal Transport Divergences Induced by Scoring Functions. SSRN Electronic Journal. 1 indexed citations
6.
Bernard, Carole, et al.. (2022). The impact of correlation on (Range) Value-at-Risk. Scandinavian Actuarial Journal. 2023(6). 531–564. 1 indexed citations
7.
Bernard, Carole, et al.. (2013). All investors are risk averse expected utility maximizers. arXiv (Cornell University). 1 indexed citations
8.
Bernard, Carole, Xiao Jiang, & Steven Vanduffel. (2012). A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011). Journal of Applied Probability. 49(3). 866–875. 18 indexed citations
9.
Bernard, Carole & Steven Vanduffel. (2012). Financial Bounds for Insurance Claims. Journal of Risk & Insurance. 81(1). 27–56. 24 indexed citations
10.
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
17.
Dhaene, Jan, Steven Vanduffel, Marc Goovaerts, Rob Kaas, & David Vyncke. (2005). Comonotonic Approximations for Optimal Portfolio Selection Problems. Lirias (KU Leuven). 13 indexed citations
18.
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.

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