Marcel Nutz
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
Papers in
- Finance 29
- Stochastic processes and financial applications 29
- Financial Risk and Volatility Modeling 7
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- Geometric Analysis and Curvature Flows 9
- Nonlinear Partial Differential Equations 7
- Co-authors
- Bruno Bouchard (5 shared papers)Ariel Neufeld (4 shared papers)Ramon van Handel (1 shared paper)Johannes Muhle‐Karbe (3 shared papers)Promit Ghosal (3 shared papers)Mathias Beiglboeck (3 shared papers)Constantinos Kardaras (2 shared papers)Sara Biagini (2 shared papers)
- Journals
- Finance and Stochastics (6 papers)Mathematics of Operations Research (5 papers)Mathematical Finance (4 papers)Stochastic Processes and their Applications (4 papers)The Annals of Applied Probability (4 papers)
- Partner nations
- United StatesSwitzerlandFrance
In The Last Decade
Marcel Nutz
43 papers receiving 727 citations
Peers
Comparison fields: 5 of 49
- Finance 598
- Management Science and Operations Research 285
- General Decision Sciences 23
- Applied Mathematics 132
- Economics and Econometrics 322
Countries citing papers authored by Marcel Nutz
This map shows the geographic impact of Marcel Nutz'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 Marcel Nutz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marcel Nutz more than expected).
Fields of papers citing papers by Marcel Nutz
This network shows the impact of papers produced by Marcel Nutz. 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 Marcel Nutz. The network helps show where Marcel Nutz may publish in the future.
Co-authors
The 16 scholars most cited alongside Marcel Nutz, 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 46 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2015 | 104 | |
| 2 | 2013 | 69 | |
| 3 | 2013 | 47 | |
| 4 | 2015 | 46 | |
| 5 | 2015 | 38 | |
| 6 | 2014 | 38 | |
| 7 | 2022 | 32 | |
| 8 | 2014 | 32 | |
| 9 | 2012 | 29 | |
| 10 | Pathwise construction of stochastic integrals | 2015 | 25 |
| 11 | 2013 | 23 | |
| 12 | 2014 | 23 | |
| 13 | 2011 | 23 | |
| 14 | 2011 | 22 | |
| 15 | 2022 | 19 | |
| 16 | 2022 | 19 | |
| 17 | 2010 | 19 | |
| 18 | 2014 | 17 | |
| 19 | 2017 | 13 | |
| 20 | 2019 | 12 |
About Marcel Nutz
Marcel Nutz is a scholar working on Finance, Applied Mathematics, Management Science and Operations Research, Statistics and Probability and Economics and Econometrics, having authored 46 papers that have together received 787 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (29 papers), Economic theories and models (16 papers), Risk and Portfolio Optimization (12 papers), Geometric Analysis and Curvature Flows (9 papers), Financial Risk and Volatility Modeling (7 papers), Markov Chains and Monte Carlo Methods (7 papers), Nonlinear Partial Differential Equations (7 papers) and Complex Systems and Time Series Analysis (4 papers). The work is most often cited by research in Finance (598 citations), Management Science and Operations Research (285 citations), General Decision Sciences (23 citations), Applied Mathematics (132 citations) and Economics and Econometrics (322 citations). Marcel Nutz has collaborated with scholars based in United States, Switzerland and France. Frequent co-authors include Bruno Bouchard, Ariel Neufeld, Ramon van Handel, Johannes Muhle‐Karbe, Promit Ghosal, Mathias Beiglboeck, Constantinos Kardaras, Sara Biagini, Yan Dolinsky and Halil Mete Soner. Their work appears in journals such as Finance and Stochastics, Mathematics of Operations Research, Mathematical Finance, Stochastic Processes and their Applications and The Annals of Applied 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.