Jan H. Maruhn
Jan H. Maruhn publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Risk and Portfolio Optimization and Financial Risk and Volatility Modeling.
- World rank
- #4,033,525 of 7,710,434 ranked researchers
- Rank in Germany
- #203,113 of 364,343
- Works
- 22
- Citations
- 159
- Citations per work
- 7.2
What does Jan H. Maruhn research?
Jan H. Maruhn's work is mostly in Economics, Econometrics and Finance (54%), Decision Sciences (12%), Mathematics (5%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences1569.0%
- Economics, Econometrics and Finance1253.5%
- Decision Sciences312.1%
- Social Sciences13.4%
- Everything else522.4%
- Physical Sciences28.6%
- Mathematics15.2%
- Computer Science13.4%
- 1Finance41% of their works
- 2Economics and Econometrics12% of their works
- 3Management Science and Operations Research12% of their works
- 4Statistics and Probability5% of their works
- 5Hardware and Architecture3% of their works
- 6Demography3% of their works
Research topics
- Stochastic processes and financial applications
- Risk and Portfolio Optimization
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Diverse Scientific and Economic Studies
- Advanced Optimization Algorithms Research
- Psychometric Methodologies and Testing
- Economic theories and models
Which keywords describe Jan H. Maruhn's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Risk Management, Asset Pricing, Convex Optimization, Finance, GARCH Models and Robust Optimization.
- Semidefinite Programming
- Monetary Equilibrium
- Liquidity
- Financial Analysis
- Market Efficiency
- Robust Optimization
- Finance
- Asset Pricing
- Stochastic Calculus
- Option Pricing
- Risk Management
- Convex Optimization
- GARCH Models
- Volatility
- Stock Returns
- Monetary Policy
- Measurement Invariance
- Optimization Software
- Structural Equation Modeling
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 19 words, with their numbers
- Option Pricing121 topic
- Stochastic Calculus121 topic
- Risk Management102 topics
- Asset Pricing93 topics
- Convex Optimization72 topics
- Finance51 topic
- GARCH Models51 topic
- Robust Optimization51 topic
- Volatility51 topic
- Market Efficiency41 topic
- Stock Returns41 topic
- Financial Analysis31 topic
- Monetary Policy31 topic
- Liquidity21 topic
- Measurement Invariance21 topic
- Monetary Equilibrium21 topic
- Optimization Software21 topic
- Semidefinite Programming21 topic
- Structural Equation Modeling21 topic
Where does Jan H. Maruhn work?
Jan H. Maruhn's main affiliation in the publication record is Universität Trier, Germany.
How many publications and citations does Jan H. Maruhn have?
OpenAlex counts 22 works and 159 citations for Jan H. Maruhn, an h-index of 7, ranking #4,033,525 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
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