Patrick Cheridito
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
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- Risk and Portfolio Optimization
Papers in
- Finance 44
- Stochastic processes and financial applications 39
- Financial Risk and Volatility Modeling 11
- Credit Risk and Financial Regulations 6
- Financial Markets and Investment Strategies 4
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- Economic theories and models 25
- Co-authors
- Michael Kupper (15 shared papers)Freddy Delbaen (6 shared papers)Damir Filipović (4 shared papers)Robert L. Kimmel (4 shared papers)Hideyuki Kawaguchi (1 shared paper)Makoto Maejima (1 shared paper)Tianhui Li (2 shared papers)Arnulf Jentzen (8 shared papers)
- Journals
- Finance and Stochastics (4 papers)SIAM Journal on Financial Mathematics (3 papers)Stochastic Processes and their Applications (3 papers)Mathematics and Financial Economics (2 papers)Electronic Journal of Probability (2 papers)
- Partner nations
- SwitzerlandUnited StatesGermany
In The Last Decade
Patrick Cheridito
62 papers receiving 2.5k citations
Peers
Comparison fields: 5 of 87
- Finance 2.1k
- Management Science and Operations Research 939
- General Decision Sciences 67
- Economics and Econometrics 973
- Modeling and Simulation 134
Countries citing papers authored by Patrick Cheridito
This map shows the geographic impact of Patrick Cheridito'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 Patrick Cheridito with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Patrick Cheridito more than expected).
Fields of papers citing papers by Patrick Cheridito
This network shows the impact of papers produced by Patrick Cheridito. 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 Patrick Cheridito. The network helps show where Patrick Cheridito may publish in the future.
Co-authors
The 25 scholars most cited alongside Patrick Cheridito, 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 64 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 259 | |
| 2 | 2006 | 252 | |
| 3 | 2001 | 236 | |
| 4 | 2006 | 217 | |
| 5 | 2003 | 212 | |
| 6 | 2006 | 147 | |
| 7 | 2009 | 116 | |
| 8 | 2011 | 84 | |
| 9 | 2006 | 74 | |
| 10 | 2005 | 72 | |
| 11 | 2021 | 69 | |
| 12 | 2004 | 65 | |
| 13 | 2005 | 48 | |
| 14 | 2008 | 44 | |
| 15 | 2008 | 43 | |
| 16 | 2020 | 37 | |
| 17 | 2003 | 36 | |
| 18 | 2013 | 34 | |
| 19 | 2005 | 33 | |
| 20 | 2003 | 32 |
About Patrick Cheridito
Patrick Cheridito is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Decision Sciences and Mathematical Physics, having authored 64 papers that have together received 2.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (39 papers), Economic theories and models (25 papers), Risk and Portfolio Optimization (25 papers), Financial Risk and Volatility Modeling (11 papers), Decision-Making and Behavioral Economics (7 papers), Credit Risk and Financial Regulations (6 papers), Financial Markets and Investment Strategies (4 papers) and Stochastic processes and statistical mechanics (4 papers). The work is most often cited by research in Finance (2.1k citations), Management Science and Operations Research (939 citations), General Decision Sciences (67 citations), Economics and Econometrics (973 citations) and Modeling and Simulation (134 citations). Patrick Cheridito has collaborated with scholars based in Switzerland, United States and Germany. Frequent co-authors include Michael Kupper, Freddy Delbaen, Damir Filipović, Robert L. Kimmel, Hideyuki Kawaguchi, Makoto Maejima, Tianhui Li, Arnulf Jentzen, H. Meté Soner and Nizar Touzi. Their work appears in journals such as Finance and Stochastics, SIAM Journal on Financial Mathematics, Stochastic Processes and their Applications, Mathematics and Financial Economics and Electronic Journal 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.