Yan Dolinsky

760 citations
39 papers · 325 · h-index 11

Impact in

  • Finance top 2%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Risk and Portfolio Optimization

Papers in

    • Stochastic processes and financial applications 38
    • Financial Risk and Volatility Modeling 10
    • Financial Markets and Investment Strategies 9
    • Capital Investment and Risk Analysis 4
    • Economic theories and models 18
    • Complex Systems and Time Series Analysis 5

Yan Dolinsky

34 papers receiving 308 citations

Peers

Yan Dolinsky
Comparison fields: 5 of 27
  • Finance 280
  • Management Science and Operations Research 113
  • Economics and Econometrics 142
  • Statistics and Probability 36
  • Applied Mathematics 40
Replace Claude Martini with:
Claude Martini France
Alexander M. G. Cox United Kingdom
Mihai Ŝırbu United States
Beatrice Acciaio Switzerland
Ying Jiao France
Martin Larsson United States
Christa Cuchiero Austria
Ulrich G. Haussmann Canada
Arnon Levy United States
Craig A. Friedman United States
Yan Dolinsky relative to Claude Martini France Claude Martini's profile →
Citations per field
00.5×2.8×
Claude Martini · 1×
Citations per year

Countries citing papers authored by Yan Dolinsky

Since Specialization
Citations

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

Fields of papers citing papers by Yan Dolinsky

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 9 scholars most cited alongside Yan Dolinsky, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Yan Dolinsky Line = papers co-authored together Yan Dolinsky links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 39 papers — load more, or switch the sort, to bring in the rest.

#Work
1 201392
2 201331
3 201123
4 201222
5 201521
6 201317
7
Robust Hedging and Martingale Optimal Transport in Continuous Time
201213
8 200712
9 201112
10 201411
11 201210
12 20208
13 20106
14 20135
15 20215
16 20165
17 20205
18 20144
19 20183
20 20192

About Yan Dolinsky

Yan Dolinsky is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance and Mathematical Physics, having authored 39 papers that have together received 325 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (38 papers), Economic theories and models (18 papers), Financial Risk and Volatility Modeling (10 papers), Financial Markets and Investment Strategies (9 papers), Risk and Portfolio Optimization (8 papers), Probability and Risk Models (6 papers), Complex Systems and Time Series Analysis (5 papers) and Capital Investment and Risk Analysis (4 papers). The work is most often cited by research in Finance (280 citations), Management Science and Operations Research (113 citations), Economics and Econometrics (142 citations), Statistics and Probability (36 citations) and Applied Mathematics (40 citations). Yan Dolinsky has collaborated with scholars based in Israel, Switzerland and United States. Frequent co-authors include H. Meté Soner, Marcel Nutz, Yuri Kifer, Peter Bank, Erhan Bayraktar, Erdinç Akyıldırım, Jia Guo, Or Zuk and Miklós Rásonyi. Their work appears in journals such as SIAM Journal on Financial Mathematics, Stochastic Processes and their Applications, Finance and Stochastics, The Annals of Applied Probability and Mathematical Finance.

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