Hans Föllmer | Academic Influence

Hans Föllmer's AcademicInfluence.com Rankings

Hans Föllmer

Mathematics

#2945

World Rank

#4436

Historical Rank

Measure Theory

#2423

World Rank

#2899

Historical Rank

mathematics Degrees

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Mathematics

Hans Föllmer's Degrees

PhD Mathematics University of Bonn

Why Is Hans Föllmer Influential?

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According to Wikipedia, Hans Föllmer is a German mathematician, currently professor emeritus at the Humboldt University of Berlin, visiting professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University. He was awarded the Cantor medal in 2006. In 2007 he became doctor honoris causa at the Paris Dauphine University.

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Hans Föllmer's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic Finance: An Introduction in Discrete Time (2002) (1814)
Convex measures of risk and trading constraints (2002) (1491)
Hedging of contingent claims under incomplete in-formation (1991) (595)
Random economies with many interacting agents (1974) (436)
Efficient hedging: Cost versus shortfall risk (2000) (370)
Quantile hedging (1999) (279)
Random fields and diffusion processes (1988) (270)
The Financial Crisis and the Systemic Failure of Academic Economics (2009) (255)
Optional decompositions under constraints (1997) (224)
Convex risk measures and the dynamics of their penalty functions (2006) (217)
Robust Preferences and Convex Measures of Risk (2002) (179)
Optional decomposition and Lagrange multipliers (1997) (165)
Quadratic covariation and an extension of Itô's formula (1995) (155)
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (2005) (141)
A Microeconomic Approach to Diffusion Models For Stock Prices (1993) (139)
Time reversal on Wiener space (1986) (119)
Large Deviations for the Empirical Field of a Gibbs Measure (1988) (112)
ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (2011) (110)
The exit measure of a supermartingale (1972) (108)
Robust Preferences and Robust Portfolio Choice (2009) (101)
An entropy approach to the time reversal of diffusion processes (1985) (86)
On entropy and information gain in random fields (1973) (83)
Local martingales and filtration shrinkage (2011) (80)
The Economics of Economists: The financial crisis and the systemic failure of academic economics (2014) (77)
Phase transition and Martin boundary (1975) (72)
A covariance estimate for Gibbs measures (1982) (70)
American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View (2003) (66)
Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space (1993) (65)
Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading (1988) (61)
Robust projections in the class of martingale measures (2006) (59)
The Axiomatic Approach to Risk Measures for Capital Determination (2015) (58)
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (2010) (57)
On the Global Markov Property (1980) (50)
Time reversal of infinite-dimensional diffusions (1986) (49)
Stock price fluctuation as a diffusion in a random environment (1994) (47)
Shifting martingale measures and the birth of a bubble as a submartingale (2014) (46)
ON THE REPRESENTATION OF SEMIMARTINGALES (1973) (43)
On weak brownian motions of arbitrary order (2000) (41)
On Itô s formula for multidimensional Brownian motion (2000) (40)
Large investor trading impacts on volatility (2007) (36)
Asymptotic arbitrage and large deviations (2008) (35)
Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios (2013) (32)
Convergence of locally and globally interacting Markov chains (2001) (31)
ENTROPY MINIMIZATION AND SCHRODINGER PROCESSES IN INFINITE DIMENSIONS (1997) (31)
Probabilistic aspects of financial risk (2000) (27)
Relative densities of semimartingales (1974) (27)
Probabilistic Aspects of Finance (2012) (25)
Coherent and convex risk measures (2010) (23)
Convex Risk Measures (2010) (23)
Orthogonal Martingale Representation (1991) (21)
Tail structure of markov chains on infinite product spaces (1979) (18)
Spatial Risk Measures: Local Specification and Boundary Risk (2014) (17)
On the asymptotic behavior of stochastic economic processes: Two examples from intertemporal allocation under uncertainty (1978) (16)
POTENTIALS OF A MARKOV PROCESS ARE EXPECTED SUPREMA (2007) (15)
A non-linear Riesz respresentation in probabilistic potential theory (2005) (14)
MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (2011) (12)
Hedging by Sequential Regression (1989) (11)
Martin Boundaries on Wiener Space (1990) (11)
Optimal stopping of constrained Brownian motion (1972) (11)
Convex Capital Requirements for Large Portfolios (2011) (10)
A conditional approach to the anticipating Girsanov transformation (1993) (10)
A representation of excessive functions as expected suprema (2006) (10)
Richard von Mises (1998) (8)
Financial Uncertainty, Risk Measures and Robust Preferences (2008) (8)
Spatial risk measures and their local specification: The locally law-invariant case (2014) (8)
Almost Sure Convergence of Multiparameter Martingales for Markov Random Fields (1984) (5)
American Options, Multi–armed Bandits, and Optimal Consumption Plans (2003) (4)
Canonical decomposition of linear transformations of two independent Brownian motions (1998) (3)
Large deviations and surface entropy for Markov fields (2019) (3)
Consistent Risk Measures and a non-linear Extension of Backwards Martingale Convergence. (2015) (3)
Local interactions with a global signal: a voter model (1980) (2)
Stochastic holomorphy (1974) (2)
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (2012) (1)
A minimal fluctuation property for coin tossing and locally symmetric martingales (1987) (1)
On Kiyosi Itô's work and its impact (2007) (1)
Consistency Properties of Systemic Risk Measures (2019) (1)
Random Systems with Locally Interacting Objects (1980) (0)
Chapter 6. American contingent claims (2002) (0)
Chapter 9. Hedging under constraints (2002) (0)
2 2 Monetary , convex , and coherent risk measures (2008) (0)
Preface to the fourth edition (2016) (0)
Plenary Lectures (2008) (0)
The Bernoulli Principle and the Dirichlet Problem (1977) (0)
Hodge classes on self-products of K 3 surfaces (2009) (0)
Chapter 2. Preferences (2002) (0)
Chapter 3. Optimality and equilibrium (2002) (0)
Chapter 10. Minimizing the hedging error (2002) (0)
9 Hedging under constraints (2011) (0)
On large deviations and relative entropy of Markov random fields (1987) (0)
Organizing Committee Giulia Di Nunno Ryan Donnelly Damir Filipovic Yaroslav Melnyk Sergio Pulido Administrative Assistance (2015) (0)
Hans Föllmer Interview March 28, 2004 (2004) (0)
10 Minimizing the hedging error (2011) (0)
Shifting martingale measures and the birth of a bubble as a submartingale (2013) (0)
11 Dynamic risk measures (2011) (0)
8 Efficient hedging (2011) (0)
A Probabilistic Look at Options and at the Underlying Randomness (1992) (0)
MARTINGALES FOR MARKOV RANDOM FIELDS (2016) (0)
Editorial (2004) (0)
Efficient Markets, Random Paths (2010) (0)
4 Monetary measures of risk (2011) (0)
Hans Föllmer Interview September 17, 2012 (2012) (0)
Book reviews (1986) (0)
Spatial risk measures: local specification and phase transition (2014) (0)
Chapter 4. Monetary measures of risk (2002) (0)
Financial risk as a challenge for stochastic analysis (2002) (0)
3 Optimality and equilibrium (2011) (0)
List of symbols (2011) (0)
6 American contingent claims (2011) (0)
Chapter 1. Arbitrage theory (2002) (0)
Chapter 5. Dynamic arbitrage theory (2002) (0)
5 Dynamic arbitrage theory (2011) (0)
The coin tossing view of finance and the appearance of Brownian motion (2013) (0)
Mathematical Physics at Saint-Flour (2012) (0)
Chapter 7. Superhedging (2002) (0)
Chapter 8. Efficient hedging (2002) (0)

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