Marcel Nutz

61 papers and 1.2k indexed citations i.

Marcel Nutz has authored 61 papers that have received a total of 1.2k indexed citations. This includes 47 papers in Finance, 33 papers in Economics and Econometrics and 25 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (45 papers), Economic theories and models (31 papers) and Risk and Portfolio Optimization (18 papers). Marcel Nutz is often cited by papers focused on Stochastic processes and financial applications (45 papers), Economic theories and models (31 papers) and Risk and Portfolio Optimization (18 papers) and collaborates with scholars based in United States, Switzerland and France. Marcel Nutz's co-authors include Bruno Bouchard, Johannes Muhle‐Karbe, H. Meté Soner, Ariel Neufeld and Mathias Beiglböck and has published in prestigious journals such as The Journal of Finance, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.