Peter Bank
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 5%
- Economic theories and models
- Complex Systems and Time Series Analysis
Papers in
- Finance 26
- Stochastic processes and financial applications 26
- Financial Markets and Investment Strategies 11
- Financial Risk and Volatility Modeling 3
- Capital Investment and Risk Analysis 2
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- Economic theories and models 12
- Complex Systems and Time Series Analysis 5
- Climate Change Policy and Economics 2
- Co-authors
- Frank Riedel (3 shared papers)Nicole El Karoui (1 shared paper)Halil Mete Soner (1 shared paper)Hans Föllmer (1 shared paper)Dmitry Kramkov (3 shared papers)Yan Dolinsky (6 shared papers)Miklós Rásonyi (1 shared paper)Ibrahim Ekren (1 shared paper)
- Journals
- The Annals of Applied Probability (4 papers)SIAM Journal on Financial Mathematics (4 papers)Finance and Stochastics (3 papers)Mathematical Finance (3 papers)Applied Mathematics & Optimization (2 papers)
- Partner nations
- GermanyUnited StatesIsrael
In The Last Decade
Peter Bank
26 papers receiving 382 citations
Peers
Comparison fields: 5 of 38
- Finance 348
- Economics and Econometrics 248
- Management Science and Operations Research 112
- General Decision Sciences 7
- Demography 34
Countries citing papers authored by Peter Bank
This map shows the geographic impact of Peter Bank'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 Peter Bank with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Bank more than expected).
Fields of papers citing papers by Peter Bank
This network shows the impact of papers produced by Peter Bank. 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 Peter Bank. The network helps show where Peter Bank may publish in the future.
Co-authors
The 12 scholars most cited alongside Peter Bank, 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 28 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 119 | |
| 2 | 2016 | 44 | |
| 3 | 2004 | 42 | |
| 4 | 2001 | 41 | |
| 5 | 2005 | 29 | |
| 6 | 2003 | 22 | |
| 7 | 2018 | 19 | |
| 8 | 2001 | 14 | |
| 9 | 2015 | 13 | |
| 10 | 2000 | 11 | |
| 11 | 2007 | 10 | |
| 12 | 2014 | 7 | |
| 13 | 2021 | 5 | |
| 14 | 2016 | 5 | |
| 15 | 2010 | 4 | |
| 16 | 2012 | 4 | |
| 17 | Hedging and Portfolio Optimization in Financial Markets with a Large Trader | 2004 | 3 |
| 18 | 2022 | 2 | |
| 19 | 2018 | 2 | |
| 20 | 2025 | 2 |
About Peter Bank
Peter Bank is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance and General Decision Sciences, having authored 28 papers that have together received 405 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (26 papers), Economic theories and models (12 papers), Financial Markets and Investment Strategies (11 papers), Risk and Portfolio Optimization (8 papers), Complex Systems and Time Series Analysis (5 papers), Financial Risk and Volatility Modeling (3 papers), Climate Change Policy and Economics (2 papers) and Capital Investment and Risk Analysis (2 papers). The work is most often cited by research in Finance (348 citations), Economics and Econometrics (248 citations), Management Science and Operations Research (112 citations), General Decision Sciences (7 citations) and Demography (34 citations). Peter Bank has collaborated with scholars based in Germany, United States and Israel. Frequent co-authors include Frank Riedel, Nicole El Karoui, Halil Mete Soner, Hans Föllmer, Dmitry Kramkov, Yan Dolinsky, Miklós Rásonyi, Ibrahim Ekren, Johannes Muhle‐Karbe and Christian Bayer. Their work appears in journals such as The Annals of Applied Probability, SIAM Journal on Financial Mathematics, Finance and Stochastics, Mathematical Finance and Applied Mathematics & Optimization.
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.