Peter Grandits
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
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- Probability and Risk Models
- Risk and Portfolio Optimization
Papers in
- Finance 29
- Stochastic processes and financial applications 25
- Financial Risk and Volatility Modeling 7
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- Probability and Risk Models 16
- Risk and Portfolio Optimization 6
- Co-authors
- Thorsten Rheinländer (2 shared papers)Walter Schachermayer (2 shared papers)Werner Schachinger (1 shared paper)Vladimir M. Veliov (1 shared paper)Friedrich Hubalek (1 shared paper)Martin Schweizer (1 shared paper)Freddy Delbaen (1 shared paper)Christophe Stricker (1 shared paper)
- Journals
- Scandinavian Actuarial Journal (4 papers)Applied Mathematics & Optimization (3 papers)Bernoulli (2 papers)Mathematical Finance (2 papers)Insurance Mathematics and Economics (2 papers)
- Partner nations
- AustriaSwitzerlandUnited States
In The Last Decade
Peter Grandits
31 papers receiving 349 citations
Peers
Comparison fields: 5 of 36
- Finance 280
- Management Science and Operations Research 240
- Demography 176
- Economics and Econometrics 130
- Modeling and Simulation 20
Countries citing papers authored by Peter Grandits
This map shows the geographic impact of Peter Grandits'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 Grandits with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Grandits more than expected).
Fields of papers citing papers by Peter Grandits
This network shows the impact of papers produced by Peter Grandits. 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 Grandits. The network helps show where Peter Grandits may publish in the future.
Co-authors
The 9 scholars most cited alongside Peter Grandits, 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 39 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2002 | 78 | |
| 2 | 2003 | 71 | |
| 3 | 2002 | 31 | |
| 4 | 1999 | 24 | |
| 5 | 2004 | 23 | |
| 6 | 2007 | 17 | |
| 7 | 2019 | 17 | |
| 8 | 2001 | 15 | |
| 9 | 2000 | 14 | |
| 10 | 2000 | 10 | |
| 11 | 2002 | 9 | |
| 12 | 2015 | 7 | |
| 13 | 2018 | 6 | |
| 14 | 2008 | 6 | |
| 15 | 2012 | 6 | |
| 16 | 2004 | 6 | |
| 17 | 2004 | 6 | |
| 18 | 1999 | 5 | |
| 19 | 2013 | 4 | |
| 20 | 2019 | 3 |
About Peter Grandits
Peter Grandits is a scholar working on Finance, Management Science and Operations Research, Demography, Mathematical Physics and Economics and Econometrics, having authored 39 papers that have together received 376 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (25 papers), Probability and Risk Models (16 papers), Insurance, Mortality, Demography, Risk Management (13 papers), Financial Risk and Volatility Modeling (7 papers), Risk and Portfolio Optimization (6 papers), Stochastic processes and statistical mechanics (5 papers), Advanced Queuing Theory Analysis (2 papers) and Mathematical Biology Tumor Growth (2 papers). The work is most often cited by research in Finance (280 citations), Management Science and Operations Research (240 citations), Demography (176 citations), Economics and Econometrics (130 citations) and Modeling and Simulation (20 citations). Peter Grandits has collaborated with scholars based in Austria, Switzerland and United States. Frequent co-authors include Thorsten Rheinländer, Walter Schachermayer, Werner Schachinger, Vladimir M. Veliov, Friedrich Hubalek, Martin Schweizer, Freddy Delbaen, Christophe Stricker and Stefan Thonhauser. Their work appears in journals such as Scandinavian Actuarial Journal, Applied Mathematics & Optimization, Bernoulli, Mathematical Finance and Insurance Mathematics and Economics.
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.