Tomas Björk

5.5k total citations · 2 hit papers
43 papers, 2.7k citations indexed

About

Tomas Björk is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Tomas Björk has authored 43 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 17 papers in Economics and Econometrics and 10 papers in Mathematical Physics. Recurrent topics in Tomas Björk's work include Stochastic processes and financial applications (36 papers), Economic theories and models (16 papers) and Mathematical Dynamics and Fractals (7 papers). Tomas Björk is often cited by papers focused on Stochastic processes and financial applications (36 papers), Economic theories and models (16 papers) and Mathematical Dynamics and Fractals (7 papers). Tomas Björk collaborates with scholars based in Sweden, Denmark and Italy. Tomas Björk's co-authors include Agatha Murgoci, Xun Yu Zhou, Wolfgang Runggaldier, Yuri Kabanov, Mariana Khapko, Lars E.O. Svensson, Jan Grandell, Mark H. Davis, Bent Jesper Christensen and Bertil Näslund and has published in prestigious journals such as Lecture notes in mathematics, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences and Journal of Applied Probability.

In The Last Decade

Tomas Björk

41 papers receiving 2.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Arbitrage Theory in Continuous Time

1998 685 citations Tomas Björk profile →
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

2012 350 citations Tomas Björk, Agatha Murgoci et al. Mathematical Finance profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Tomas Björk Sweden	17	2.1k	1.2k	798	762	151	43	2.7k
Stanley R. Pliska United States	23	3.2k 1.5×	1.9k 1.7×	890 1.1×	690 0.9×	228 1.5×	60	3.9k
Thaleia Zariphopoulou United States	24	2.0k 0.9×	1.3k 1.1×	694 0.9×	465 0.6×	173 1.1×	71	2.4k
Steven Kou United States	28	3.5k 1.6×	1.3k 1.1×	784 1.0×	670 0.9×	142 0.9×	73	4.0k
Nicole El Karoui France	29	4.3k 2.0×	1.6k 1.4×	1.4k 1.8×	1.3k 1.7×	140 0.9×	70	4.9k
Jakša Cvitanić United States	32	3.0k 1.4×	2.0k 1.7×	1.0k 1.3×	461 0.6×	392 2.6×	103	3.5k
Damir Filipović Switzerland	31	2.4k 1.2×	838 0.7×	581 0.7×	443 0.6×	60 0.4×	115	3.1k
Nizar Touzi France	34	3.6k 1.7×	1.7k 1.5×	1.3k 1.6×	667 0.9×	91 0.6×	128	4.3k
Marek Musiela Australia	15	1.9k 0.9×	759 0.7×	325 0.4×	377 0.5×	58 0.4×	29	2.2k
Alexander Schied Germany	27	2.8k 1.3×	2.0k 1.7×	2.7k 3.4×	476 0.6×	62 0.4×	71	4.3k
Walter Schachermayer Austria	34	4.6k 2.2×	2.8k 2.4×	1.7k 2.2×	675 0.9×	66 0.4×	125	5.7k

Countries citing papers authored by Tomas Björk

Since Specialization

Citations

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

Fields of papers citing papers by Tomas Björk

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Tomas Björk

This figure shows the co-authorship network connecting the top 25 collaborators of Tomas Björk. A scholar is included among the top collaborators of Tomas Björk 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 Tomas Björk. Tomas Björk 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

1.

Björk, Tomas, Mariana Khapko, & Agatha Murgoci. (2021). Time-Inconsistent Control Theory with Finance Applications. 28 indexed citations

2.

Björk, Tomas, Mariana Khapko, & Agatha Murgoci. (2016). On Time Inconsistent Stochastic Control in Continuous Time. SSRN Electronic Journal. 1 indexed citations

3.

Björk, Tomas, Mariana Khapko, & Agatha Murgoci. (2016). A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time. SSRN Electronic Journal. 5 indexed citations

4.

Björk, Tomas, et al.. (2010). Interest rate theory and geometry. Portugaliae Mathematica. 67(3). 321–367. 1 indexed citations

5.

Jensen, Bjarne Astrup, et al.. (2007). Term Structure Models with Parallel and Proportional Shifts. Applied Mathematical Finance. 14(3). 243–260. 4 indexed citations

6.

Benninga, Simon, Tomas Björk, & Zvi Wiener. (2002). On the Use of Numeraires in Option Pricing. SSRN Electronic Journal. 9 indexed citations

7.

Björk, Tomas, et al.. (1999). Minimal Realizations of Interest Rate Models. SSRN Electronic Journal. 4 indexed citations

8.

Björk, Tomas & Bent Jesper Christensen. (1999). Interest Rate Dynamics and Consistent Forward Rate Curves. Mathematical Finance. 9(4). 323–348. 17 indexed citations

9.

Björk, Tomas, et al.. (1999). Minimal realizations of interest rate models. Finance and Stochastics. 3(4). 413–432. 38 indexed citations

10.

Björk, Tomas & Bertil Näslund. (1998). Diversified Portfolios in Continuous Time. European Finance Review. 1(3). 361–387. 16 indexed citations

11.

Biais, Bruno, Tomas Björk, Jakša Cvitanić, et al.. (1997). Financial mathematics : lectures given at the 3rd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996. Springer eBooks. 4 indexed citations

12.

Björk, Tomas, Yuri Kabanov, & Wolfgang Runggaldier. (1997). Bond Market Structure in the Presence of Marked Point Processes. Mathematical Finance. 7(2). 211–239. 190 indexed citations

13.

Björk, Tomas, et al.. (1997). Towards a general theory of bond markets. Finance and Stochastics. 1(2). 141–174. 111 indexed citations

14.

Björk, Tomas & Björn Johansson. (1996). Parameter estimation and reverse martingales. Stochastic Processes and their Applications. 63(2). 235–263.

15.

Björk, Tomas, et al.. (1995). Bond Markets Where Prices are Driven by a General Marked Point Process. SSRN Electronic Journal. 6 indexed citations

16.

Björk, Tomas & Björn Johansson. (1993). On theorems of the Finetti type for continuous time stochastic processes. Scandinavian Journal of Statistics. 20(4). 289–312. 1 indexed citations

17.

Björk, Tomas & Björn Johansson. (1992). Adaptive prediction and reverse martingales. Stochastic Processes and their Applications. 43(2). 191–222. 1 indexed citations

18.

Björk, Tomas & Jan Grandell. (1988). Exponential inequalities for ruin probabilities in the Cox case. Scandinavian Actuarial Journal. 1988(1-3). 77–111. 55 indexed citations

19.

Björk, Tomas, Johan Myhrman, & Mats Persson. (1987). Optimal consumption with stochastic prices in continuous time. Journal of Applied Probability. 24(1). 35–47. 5 indexed citations

20.

Björk, Tomas & Jan Grandell. (1985). An insensitivity property of the ruin probability. Scandinavian Actuarial Journal. 1985(3-4). 148–156. 6 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