Walter Farkas

737 total citations
39 papers, 473 citations indexed

About

Walter Farkas is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Walter Farkas has authored 39 papers receiving a total of 473 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 15 papers in Economics and Econometrics and 10 papers in Applied Mathematics. Recurrent topics in Walter Farkas's work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Advanced Harmonic Analysis Research (7 papers). Walter Farkas is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Advanced Harmonic Analysis Research (7 papers). Walter Farkas collaborates with scholars based in Switzerland, China and Romania. Walter Farkas's co-authors include Hans‐Gerd Leopold, Niels Jacob, Elise Gourier, René L. Schilling, António M. Caetano, Winfried Sickel, Christoph Schwab, Hans Triebel, Irwin Fridovich and Radu Tunaru and has published in prestigious journals such as Science, Journal of Banking & Finance and Journal of Corporate Finance.

In The Last Decade

Walter Farkas

39 papers receiving 436 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Walter Farkas Switzerland	12	253	180	155	70	62	39	473
Ivar Massabó Italy	13	109 0.4×	69 0.4×	150 1.0×	81 1.2×	64 1.0×	42	392
Johan Tysk Sweden	12	97 0.4×	62 0.3×	252 1.6×	43 0.6×	80 1.3×	32	396
Andrea Pascucci Italy	18	281 1.1×	316 1.8×	671 4.3×	130 1.9×	138 2.2×	88	1.0k
H. J. Engelbert France	12	93 0.4×	207 1.1×	425 2.7×	88 1.3×	70 1.1×	47	527
Guillaume Carlier France	11	128 0.5×	47 0.3×	37 0.2×	66 0.9×	69 1.1×	36	315
Le Chen United States	14	103 0.4×	186 1.0×	271 1.7×	76 1.1×	50 0.8×	36	414
Jean Michel Lasry France	6	141 0.6×	54 0.3×	92 0.6×	94 1.3×	75 1.2×	8	285
Jiagang Ren China	12	244 1.0×	182 1.0×	360 2.3×	181 2.6×	21 0.3×	45	534
José‐Luis Menaldi United States	12	156 0.6×	59 0.3×	355 2.3×	173 2.5×	84 1.4×	30	545
Marco Dozzi France	12	84 0.3×	121 0.7×	240 1.5×	53 0.8×	75 1.2×	36	394

Countries citing papers authored by Walter Farkas

Since Specialization

Citations

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

Fields of papers citing papers by Walter Farkas

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Walter Farkas

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

Farkas, Walter, et al.. (2024). Modeling Risk Sharing and Impact on Systemic Risk. Mathematics. 12(13). 2083–2083. 1 indexed citations

Farkas, Walter, et al.. (2022). Pricing autocallables under local-stochastic volatility. Zurich Open Repository and Archive (University of Zurich). 1(4). 575–610. 2 indexed citations

Farkas, Walter, et al.. (2020). Optimal risk-sharing across a network of insurance companies. Insurance Mathematics and Economics. 95. 39–47. 3 indexed citations

Farkas, Walter, et al.. (2016). Valuation of options on discretely sampled variance: a general analytic approximation. The Journal of Computational Finance. 20(2). 39–66. 5 indexed citations

Farkas, Walter, et al.. (2015). Herding and Stochastic Volatility. SSRN Electronic Journal. 2 indexed citations

Farkas, Walter, et al.. (2013). Closed Form Option Pricing Under Generalized Hermite Expansions. SSRN Electronic Journal. 5 indexed citations

Farkas, Walter, et al.. (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research. 16(3). 267–293. 17 indexed citations

Farkas, Walter, et al.. (2012). Beyond cash-additive capital requirements: when changing the numeraire fails. arXiv (Cornell University). 1 indexed citations

Farkas, Walter, et al.. (2012). Risk Measures and Capital Requirements with Multiple Eligible Assets. SSRN Electronic Journal. 1 indexed citations

10.

Farkas, Walter, et al.. (2011). General Acceptance Sets, Risk Measures and Optimal Capital Injections. SSRN Electronic Journal. 2 indexed citations

11.

Gourier, Elise, et al.. (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. Zurich Open Repository and Archive (University of Zurich). 30 indexed citations

12.

Gourier, Elise, et al.. (2008). Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice. SSRN Electronic Journal. 17 indexed citations

13.

Farkas, Walter, et al.. (2007). ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS. Mathematical Models and Methods in Applied Sciences. 17(9). 1405–1443. 13 indexed citations

14.

Caetano, António M. & Walter Farkas. (2006). Local Growth Envelopes of Besov Spaces of Generalized Smoothness. Zeitschrift für Analysis und ihre Anwendungen. 25(3). 265–298. 23 indexed citations

15.

Farkas, Walter & Hans‐Gerd Leopold. (2004). Characterisations of function spaces of generalised smoothness. Annali di Matematica Pura ed Applicata (1923 -). 185(1). 1–62. 102 indexed citations

16.

Farkas, Walter, Niels Jacob, & René L. Schilling. (2001). Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols. Forum Mathematicum. 13(1). 31 indexed citations

17.

Farkas, Walter. (2001). Eigenvalue distribution of some fractal semi-elliptic differential operators. Mathematische Zeitschrift. 236(2). 291–320. 5 indexed citations

18.

Farkas, Walter, et al.. (2000). Traces of anisotropic Besov-Lizorkin-Triebel spaces---a complete treatment of the borderline cases. Mathematica Bohemica. 125(1). 1–37. 20 indexed citations

19.

Farkas, Walter. (1999). The Behaviour of the Eigenvalues for a Class of Operators Related to some Self-Affine Fractals in $\mathbb R^2$. Zeitschrift für Analysis und ihre Anwendungen. 18(4). 875–893. 2 indexed citations

20.

Farkas, Walter & Hans Triebel. (1999). The Distribution of Eigenfrequencies of Anisotropic Fractal Drums. Journal of the London Mathematical Society. 60(1). 224–236. 7 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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