Ioannis Karatzas

136 papers and 13.0k indexed citations i.

Ioannis Karatzas has authored 136 papers that have received a total of 13.0k indexed citations. This includes 99 papers in Finance, 53 papers in Economics and Econometrics and 33 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (97 papers), Economic theories and models (46 papers) and Risk and Portfolio Optimization (21 papers). Ioannis Karatzas is often cited by papers focused on Stochastic processes and financial applications (97 papers), Economic theories and models (46 papers) and Risk and Portfolio Optimization (21 papers) and collaborates with scholars based in United States, United Kingdom and France. Ioannis Karatzas's co-authors include Steven E. Shreve, Jakša Cvitanić, William D. Sudderth, Tomoyuki Ichiba and Martín Shubik and has published in prestigious journals such as Proceedings of the National Academy of Sciences, Journal of the American Statistical Association and Journal of Economic Theory