Peter Nystrup
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
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- Forecasting Techniques and Applications
- Stock Market Forecasting Methods
Papers in
- Finance 11
- Financial Risk and Volatility Modeling 5
- Financial Markets and Investment Strategies 3
-
- Stock Market Forecasting Methods 5
- Forecasting Techniques and Applications 4
- Co-authors
- Henrik Madsen (21 shared papers)Erik Lindström (17 shared papers)Pierre Pinson (2 shared papers)Jan Kloppenborg Møller (7 shared papers)Stephen Boyd (2 shared papers)Petter N. Kolm (3 shared papers)Peder Bacher (1 shared paper)Olafur P. Palsson (1 shared paper)
- Journals
- Expert Systems with Applications (3 papers)The Journal of Portfolio Management (2 papers)Quantitative Finance (2 papers)International Journal of Forecasting (2 papers)SoftwareX (1 paper)
- Partner nations
- DenmarkSwedenUnited States
In The Last Decade
Peter Nystrup
25 papers receiving 359 citations
Peers
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
Countries citing papers authored by Peter Nystrup
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
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.
All Works
Showing the 20 most-cited of 25 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2019 | 62 | |
| 2 | 2016 | 41 | |
| 3 | 2018 | 39 | |
| 4 | 2022 | 31 | |
| 5 | 2021 | 25 | |
| 6 | 2015 | 23 | |
| 7 | 2015 | 23 | |
| 8 | 2021 | 21 | |
| 9 | 2020 | 20 | |
| 10 | 2017 | 17 | |
| 11 | 2021 | 15 | |
| 12 | 2020 | 12 | |
| 13 | 2023 | 8 | |
| 14 | 2021 | 8 | |
| 15 | 2016 | 8 | |
| 16 | 2020 | 4 | |
| 17 | Regime-Based Versus Static Asset Allocation: Letting the Data Speak | 2015 | 2 |
| 18 | 2025 | 2 | |
| 19 | Multi-Period Portfolio Selection with Drawdown Control | 2017 | 2 |
| 20 | 2017 | 2 |
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.