Peter Nystrup

562 citations
25 papers · 370 · h-index 12

Impact in

  • Finance top 5%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Forecasting Techniques and Applications
    • Stock Market Forecasting Methods

Papers in

Peter Nystrup

25 papers receiving 359 citations

Peers

Peter Nystrup
Comparison fields: 5 of 53
  • Finance 128
  • Management Science and Operations Research 125
  • Economics and Econometrics 124
  • General Economics, Econometrics and Finance 33
  • Statistics and Probability 29
Replace Eric M. Aldrich with:
Eric M. Aldrich United States
Laurent Callot Denmark
An-Sing Chen Taiwan
Francesco Lisi Italy
Yuying Sun China
Anastasios Panagiotelis Australia
Guillaume Chevillon France
Silvano Bordignon Italy
Yuping Song China
André Luis Santiago Maia Brazil
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Citations per field
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Citations per year

Countries citing papers authored by Peter Nystrup

Since Specialization
Citations

This map shows the geographic impact of Peter Nystrup'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 Nystrup with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Nystrup more than expected).

Fields of papers citing papers by Peter Nystrup

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Nystrup. 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 Nystrup. The network helps show where Peter Nystrup may publish in the future.

Co-authors

The 8 scholars most cited alongside Peter Nystrup, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Peter Nystrup Line = papers co-authored together Peter Nystrup links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 25 papers — load more, or switch the sort, to bring in the rest.

#Work
1 201962
2 201641
3 201839
4 202231
5 202125
6 201523
7 201523
8 202121
9 202020
10 201717
11 202115
12 202012
13 20238
14 20218
15 20168
16 20204
17
Regime-Based Versus Static Asset Allocation: Letting the Data Speak
20152
18 20252
19
Multi-Period Portfolio Selection with Drawdown Control
20172
20 20172

About Peter Nystrup

Peter Nystrup is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Electrical and Electronic Engineering and Artificial Intelligence, having authored 25 papers that have together received 370 indexed citations. Recurring topics across this work include Energy Load and Power Forecasting (8 papers), Financial Risk and Volatility Modeling (5 papers), Stock Market Forecasting Methods (5 papers), Complex Systems and Time Series Analysis (5 papers), Forecasting Techniques and Applications (4 papers), Market Dynamics and Volatility (4 papers), Financial Markets and Investment Strategies (3 papers) and Reservoir Engineering and Simulation Methods (3 papers). The work is most often cited by research in Finance (128 citations), Management Science and Operations Research (125 citations), Economics and Econometrics (124 citations), General Economics, Econometrics and Finance (33 citations) and Statistics and Probability (29 citations). Peter Nystrup has collaborated with scholars based in Denmark, Sweden and United States. Frequent co-authors include Henrik Madsen, Erik Lindström, Pierre Pinson, Jan Kloppenborg Møller, Stephen Boyd, Petter N. Kolm, Peder Bacher and Olafur P. Palsson. Their work appears in journals such as Expert Systems with Applications, The Journal of Portfolio Management, Quantitative Finance, International Journal of Forecasting and SoftwareX.

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.

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