Teemu Pennanen

1.4k total citations
53 papers, 758 citations indexed

About

Teemu Pennanen is a scholar working on Finance, Management Science and Operations Research and Computational Theory and Mathematics. According to data from OpenAlex, Teemu Pennanen has authored 53 papers receiving a total of 758 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 22 papers in Management Science and Operations Research and 20 papers in Computational Theory and Mathematics. Recurrent topics in Teemu Pennanen's work include Risk and Portfolio Optimization (21 papers), Optimization and Variational Analysis (19 papers) and Stochastic processes and financial applications (19 papers). Teemu Pennanen is often cited by papers focused on Risk and Portfolio Optimization (21 papers), Optimization and Variational Analysis (19 papers) and Stochastic processes and financial applications (19 papers). Teemu Pennanen collaborates with scholars based in Finland, United Kingdom and Germany. Teemu Pennanen's co-authors include Matti Koivu, Patrick L. Combettes, B. F. Svaiter, Alfredo N. Iusem, William T. Ziemba, Alan J. King, Irina Penner, Pekka Malo, Michel Théra and J. P. Revalski and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Mathematical Programming and SIAM Journal on Control and Optimization.

In The Last Decade

Teemu Pennanen

49 papers receiving 667 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Teemu Pennanen Finland	16	309	277	261	242	192	53	758
Marianne Akian France	14	210 0.7×	120 0.4×	203 0.8×	65 0.3×	157 0.8×	46	633
Damien Lamberton France	16	110 0.4×	171 0.6×	914 3.5×	116 0.5×	325 1.7×	30	1.1k
J. L. Menaldi United States	15	285 0.9×	129 0.5×	496 1.9×	57 0.2×	167 0.9×	57	888
Josef Teichmann Switzerland	17	94 0.3×	178 0.6×	709 2.7×	59 0.2×	200 1.0×	67	966
Bernard Lapeyre France	10	96 0.3×	69 0.2×	422 1.6×	100 0.4×	159 0.8×	17	675
Claude Dellacherie France	10	178 0.6×	143 0.5×	455 1.7×	38 0.2×	116 0.6×	28	1.0k
Andrzej Święch United States	16	347 1.1×	45 0.2×	327 1.3×	42 0.2×	83 0.4×	60	856
Huyên Pham France	21	61 0.2×	303 1.1×	807 3.1×	43 0.2×	268 1.4×	62	1.1k
Sergei Levendorskiı̌ United States	23	134 0.4×	300 1.1×	1.9k 7.2×	43 0.2×	595 3.1×	132	2.2k
Andreas H. Hamel Germany	13	275 0.9×	204 0.7×	73 0.3×	150 0.6×	33 0.2×	32	453

Countries citing papers authored by Teemu Pennanen

Since Specialization

Citations

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

Fields of papers citing papers by Teemu Pennanen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Teemu Pennanen

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

All Works

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20 of 20 papers shown

Pennanen, Teemu, et al.. (2025). Duality in convex stochastic optimization. Mathematical Programming. 215(1-2). 145–191.

Pennanen, Teemu, et al.. (2024). Dual Solutions in Convex Stochastic Optimization. Mathematics of Operations Research. 50(3). 2375–2404. 1 indexed citations

Pennanen, Teemu, et al.. (2016). Existence of solutions in non-convex dynamic programming and optimal investment. Mathematics and Financial Economics. 11(2). 173–188. 6 indexed citations

Pennanen, Teemu. (2012). Introduction to convex optimization in financial markets. Mathematical Programming. 134(1). 157–186. 9 indexed citations

Pennanen, Teemu, et al.. (2011). Stochastic Modelling of Mortality and Financial Markets. SSRN Electronic Journal. 2 indexed citations

Koivu, Matti, et al.. (2011). Optimal construction of a fund of funds. European Actuarial Journal. 1(S2). 345–359. 6 indexed citations

Koivu, Matti, et al.. (2011). Cash-flow based valuation of pension liabilities. European Actuarial Journal. 1(S2). 329–343. 11 indexed citations

Pennanen, Teemu & Irina Penner. (2010). Hedging of Claims with Physical Delivery under Convex Transaction Costs. SIAM Journal on Financial Mathematics. 1(1). 158–178. 20 indexed citations

Koivu, Matti & Teemu Pennanen. (2010). Galerkin methods in dynamic stochastic programming. Optimization. 59(3). 339–354. 9 indexed citations

10.

Pennanen, Teemu, et al.. (2008). NUMERICAL STUDY OF DISCRETIZATIONS OF MULTISTAGE STOCHASTIC PROGRAMS. Kybernetika. 44(2). 185–204. 8 indexed citations

11.

Pennanen, Teemu & Markku Kallio. (2006). A splitting method for stochastic programs. Annals of Operations Research. 142(1). 259–268. 3 indexed citations

12.

Pennanen, Teemu, et al.. (2005). Modeling assets and liabilities of a Finnish pension company: a VEqC approach. Scandinavian Actuarial Journal. 2 indexed citations

13.

Koivu, Matti, et al.. (2005). Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach. Scandinavian Actuarial Journal. 2005(1). 46–76. 8 indexed citations

14.

Pennanen, Teemu & Matti Koivu. (2005). Epi-convergent discretizations of stochastic programs via integration quadratures. Numerische Mathematik. 100(1). 141–163. 45 indexed citations

15.

Koivu, Matti, Teemu Pennanen, & William T. Ziemba. (2005). Cointegration Analysis of the Fed Model. SSRN Electronic Journal. 5 indexed citations

16.

Combettes, Patrick L. & Teemu Pennanen. (2004). Proximal Methods for Cohypomonotone Operators. SIAM Journal on Control and Optimization. 43(2). 731–742. 34 indexed citations

17.

Pennanen, Teemu, J. P. Revalski, & Michel Théra. (2003). Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients. Journal of Functional Analysis. 198(1). 84–105. 3 indexed citations

18.

Koivu, Matti, et al.. (2003). Modeling assets and liabilities of a Finnish pension insurance company: a VEqC approach. Scandinavian Actuarial Journal. -1(1). 1–1. 2 indexed citations

19.

Pennanen, Teemu & Matti Koivu. (2002). Integration quadratures in discretization of stochastic programs. edoc Publication server (Humboldt University of Berlin). 17 indexed citations

20.

Pennanen, Teemu. (2001). On the range of monotone composite mappings. 9 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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