Tahir Choulli

883 total citations
35 papers, 441 citations indexed

About

Tahir Choulli is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Tahir Choulli has authored 35 papers receiving a total of 441 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 18 papers in Economics and Econometrics and 16 papers in Management Science and Operations Research. Recurrent topics in Tahir Choulli's work include Stochastic processes and financial applications (29 papers), Economic theories and models (14 papers) and Risk and Portfolio Optimization (10 papers). Tahir Choulli is often cited by papers focused on Stochastic processes and financial applications (29 papers), Economic theories and models (14 papers) and Risk and Portfolio Optimization (10 papers). Tahir Choulli collaborates with scholars based in Canada, France and China. Tahir Choulli's co-authors include Michael Taksar, Xun Yu Zhou, Abel Cadenillas, Lei Zhang, Christophe Stricker, X.Y. Zhou, Jia Li, Monique Jeanblanc, Michèle Vanmaele and Thomas R. Hurd and has published in prestigious journals such as SIAM Journal on Control and Optimization, The Annals of Probability and Probability Theory and Related Fields.

In The Last Decade

Tahir Choulli

27 papers receiving 393 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Tahir Choulli Canada	10	318	267	224	211	15	35	441
Weidong Tian United States	9	253 0.8×	152 0.6×	193 0.9×	151 0.7×	7 0.5×	32	391
Zongxia Liang China	10	189 0.6×	196 0.7×	151 0.7×	206 1.0×	9 0.6×	33	314
Frank Thomas Seifried Germany	12	319 1.0×	146 0.5×	235 1.0×	53 0.3×	5 0.3×	52	403
Jiaqin Wei China	14	328 1.0×	225 0.8×	207 0.9×	271 1.3×	5 0.3×	40	461
Budhi Surya New Zealand	9	158 0.5×	120 0.4×	55 0.2×	49 0.2×	9 0.6×	24	213
Alexandru Badescu Canada	13	321 1.0×	190 0.7×	272 1.2×	169 0.8×	1 0.1×	40	481
Hansjörg Furrer Switzerland	5	168 0.5×	170 0.6×	99 0.4×	108 0.5×	5 0.3×	6	262
Mitja Stadje Germany	9	178 0.6×	150 0.6×	125 0.6×	78 0.4×	3 0.2×	28	247
Zongxia Liang China	11	321 1.0×	115 0.4×	160 0.7×	337 1.6×	14 0.9×	37	439
Pierre‐François Koehl France	5	244 0.8×	66 0.2×	136 0.6×	148 0.7×	6 0.4×	9	320

Countries citing papers authored by Tahir Choulli

Since Specialization

Citations

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

Fields of papers citing papers by Tahir Choulli

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Tahir Choulli

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Choulli, Tahir, et al.. (2024). The Optimal Stopping Problem under a Random Horizon. Mathematics. 12(9). 1273–1273.

Choulli, Tahir, et al.. (2023). Representation for martingales living after a random time with applications. 2(2). 170–201.

Choulli, Tahir, et al.. (2022). Log-optimal and numéraire portfolios for market models stopped at a random time. Finance and Stochastics. 26(3). 535–585. 2 indexed citations

Choulli, Tahir, et al.. (2022). Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. Теория вероятностей и ее применения. 67(2). 289–308.

Choulli, Tahir. (2021). Mortality/Longevity Risk-Minimization with or without Securitization. MDPI (MDPI AG).

Choulli, Tahir, et al.. (2018). No-arbitrage under additional information for thin semimartingale models. Stochastic Processes and their Applications. 129(9). 3080–3115. 4 indexed citations

Ganesan, Aravindhan, et al.. (2018). A mathematical modelling tool for unravelling the antibody-mediated effects on CTLA-4 interactions. BMC Medical Informatics and Decision Making. 18(1). 37–37. 6 indexed citations

Choulli, Tahir, et al.. (2017). Explicit Description of HARA Forward Utilities and Their Optimal Portfolios. Theory of Probability and Its Applications. 61(1). 57–93. 5 indexed citations

Choulli, Tahir, et al.. (2017). No-arbitrage for informational discrete time market models. Stochastics. 89(3-4). 628–653. 4 indexed citations

10.

Choulli, Tahir, et al.. (2017). No-arbitrage under a class of honest times. Finance and Stochastics. 22(1). 127–159. 5 indexed citations

11.

Choulli, Tahir, et al.. (2016). 4 Non-Arbitrage up to Random Horizon for Semimartingale Models∗. HAL (Le Centre pour la Communication Scientifique Directe).

12.

Choulli, Tahir, et al.. (2013). Non-Arbitrage up to Random Horizon and after Honest Times for Semimartingale Models. arXiv (Cornell University). 2 indexed citations

13.

Choulli, Tahir, et al.. (2010). The Föllmer–Schweizer decomposition: Comparison and description. Stochastic Processes and their Applications. 120(6). 853–872. 15 indexed citations

14.

Choulli, Tahir & Christophe Stricker. (2008). Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure. Stochastic Processes and their Applications. 119(4). 1368–1385. 2 indexed citations

15.

Choulli, Tahir, et al.. (2007). Minimal Hellinger martingale measures of order q. Finance and Stochastics. 11(3). 399–427. 43 indexed citations

16.

Choulli, Tahir & Christophe Stricker. (2006). MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE. Mathematical Finance. 16(1). 1–19. 14 indexed citations

17.

Cadenillas, Abel, Tahir Choulli, Michael Taksar, & Lei Zhang. (2006). CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM. Mathematical Finance. 16(1). 181–202. 95 indexed citations

18.

Choulli, Tahir & Thomas R. Hurd. (2001). The Role of Hellinger Processes in Mathematical Finance. Entropy. 3(3). 150–161. 7 indexed citations

19.

Choulli, Tahir, et al.. (1999). On Fefferman and Burkholder–Davis–Gundy inequalities for ℰ-martingales. Probability Theory and Related Fields. 113(4). 571–597. 11 indexed citations

20.

Choulli, Tahir, et al.. (1998). ${\scr E}$-martingales and their applications in mathematical finance. The Annals of Probability. 26(2). 39 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.

Explore authors with similar magnitude of impact