Dmitry Kramkov
Impact in
- Finance top 0.5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
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- Risk and Portfolio Optimization
Papers in
- Finance 24
- Stochastic processes and financial applications 24
- Financial Risk and Volatility Modeling 5
- Capital Investment and Risk Analysis 1
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- Economic theories and models 14
- Complex Systems and Time Series Analysis 4
- Co-authors
- Walter Schachermayer (3 shared papers)Hans Föllmer (1 shared paper)Yu. M. Kabanov (3 shared papers)Mihai Ŝırbu (3 shared papers)Yuri Kabanov (1 shared paper)Albert N. Shiryaev (2 shared papers)Alexander Melnikov (1 shared paper)Peter Bank (3 shared papers)
- Journals
- The Annals of Applied Probability (6 papers)Stochastic Processes and their Applications (4 papers)Probability Theory and Related Fields (3 papers)Finance and Stochastics (2 papers)The Annals of Probability (1 paper)
- Partner nations
- United StatesRussiaGermany
In The Last Decade
Dmitry Kramkov
24 papers receiving 1.1k citations
Dmitry Kramkov's Hit Papers
Peers
Comparison fields: 5 of 44
- Finance 1.2k
- Management Science and Operations Research 549
- Economics and Econometrics 815
- General Decision Sciences 38
- Demography 151
Countries citing papers authored by Dmitry Kramkov
This map shows the geographic impact of Dmitry Kramkov'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 Dmitry Kramkov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dmitry Kramkov more than expected).
Fields of papers citing papers by Dmitry Kramkov
This network shows the impact of papers produced by Dmitry Kramkov. 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 Dmitry Kramkov. The network helps show where Dmitry Kramkov may publish in the future.
Co-authors
The 11 scholars most cited alongside Dmitry Kramkov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 24 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The asymptotic elasticity of utility functions and optimal investment in incomplete markets Hit paper breakdown → | 1999 | 533 |
| 2 | 1996 | 155 | |
| 3 | 2003 | 116 | |
| 4 | 1997 | 115 | |
| 5 | 1995 | 59 | |
| 6 | 1998 | 54 | |
| 7 | 1995 | 49 | |
| 8 | 2006 | 45 | |
| 9 | 1995 | 32 | |
| 10 | 2007 | 26 | |
| 11 | 2006 | 26 | |
| 12 | 1996 | 19 | |
| 13 | 1995 | 16 | |
| 14 | 2015 | 15 | |
| 15 | 1995 | 11 | |
| 16 | 2014 | 10 | |
| 17 | 2013 | 7 | |
| 18 | 2005 | 5 | |
| 19 | 2012 | 5 | |
| 20 | 2022 | 5 |
About Dmitry Kramkov
Dmitry Kramkov is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Mathematical Physics and Applied Mathematics, having authored 24 papers that have together received 1.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Economic theories and models (14 papers), Risk and Portfolio Optimization (9 papers), Financial Risk and Volatility Modeling (5 papers), Complex Systems and Time Series Analysis (4 papers), Mathematical Dynamics and Fractals (2 papers), Capital Investment and Risk Analysis (1 paper) and Mathematical Biology Tumor Growth (1 paper). The work is most often cited by research in Finance (1.2k citations), Management Science and Operations Research (549 citations), Economics and Econometrics (815 citations), General Decision Sciences (38 citations) and Demography (151 citations). Dmitry Kramkov has collaborated with scholars based in United States, Russia and Germany. Frequent co-authors include Walter Schachermayer, Hans Föllmer, Yu. M. Kabanov, Mihai Ŝırbu, Yuri Kabanov, Albert N. Shiryaev, Alexander Melnikov, Peter Bank, Ernesto Mordecki and Xu Yan. Their work appears in journals such as The Annals of Applied Probability, Stochastic Processes and their Applications, Probability Theory and Related Fields, Finance and Stochastics and The Annals of Probability.
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.