Alexander S. Cherny

29 papers and 824 indexed citations i.

About

Alexander S. Cherny has authored 29 papers that have received a total of 824 indexed citations. This includes 28 papers in Finance, 17 papers in Management Science and Operations Research and 5 papers in Mathematical Physics. The topics of these papers are Stochastic processes and financial applications (26 papers), Risk and Portfolio Optimization (15 papers) and Financial Risk and Volatility Modeling (6 papers). Alexander S. Cherny is often cited by papers focused on Stochastic processes and financial applications (26 papers), Risk and Portfolio Optimization (15 papers) and Financial Risk and Volatility Modeling (6 papers) and collaborates with scholars based in Russia, Tajikistan and United States. Alexander S. Cherny's co-authors include Dilip B. Madan, Albert N. Shiryaev, Raphaël Douady, Stanislav Molchanov and Mikhail Urusov and has published in prestigious journals such as Review of Financial Studies, Lecture notes in mathematics and Mathematical Finance

In The Last Decade

Rankless by CCL
2025