Peter Tankov
Peter Tankov publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Economic theories and models and Financial Risk and Volatility Modeling.
- World rank
- #857,690 of 1,633,909 ranked researchers
- Rank in France
- #53,291 of 96,116
- Works
- 56
- Citations
- 124
- Citations per work
- 2.2
What does Peter Tankov research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance44% of their works
- 2Economics and Econometrics20% of their works
- 3Management Science and Operations Research10% of their works
- 4Demography5% of their works
- 5Ocean Engineering2% of their works
- 6Atmospheric Science2% of their works
Research topics
- Stochastic processes and financial applications
- Economic theories and models
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Climate Change Policy and Economics
- Insurance, Mortality, Demography, Risk Management
- Probability and Risk Models
- Reservoir Engineering and Simulation Methods
Which keywords describe Peter Tankov's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, Monetary Equilibrium, GARCH Models, Volatility, Investment Under Uncertainty and Real Options.
- Optimization
- Risk
- Population Ageing
- Economic Impacts
- Real Options
- Volatility
- Monetary Equilibrium
- Stochastic Calculus
- Option Pricing
- Asset Pricing
- GARCH Models
- Investment Under Uncertainty
- Climate Change
- Mortality Forecasting
- Insurance
- Ensemble Kalman Filter
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 16 words, with their numbers
- Option Pricing201 topic
- Stochastic Calculus201 topic
- Asset Pricing101 topic
- Monetary Equilibrium101 topic
- GARCH Models61 topic
- Volatility61 topic
- Investment Under Uncertainty51 topic
- Real Options51 topic
- Climate Change41 topic
- Economic Impacts41 topic
- Mortality Forecasting41 topic
- Population Ageing41 topic
- Insurance31 topic
- Risk31 topic
- Ensemble Kalman Filter21 topic
- Optimization21 topic
Where does Peter Tankov work?
Peter Tankov's main affiliation in the publication record is ENSAE Paris, France.
How many publications and citations does Peter Tankov have?
Science Explorer counts 56 works and 124 citations for Peter Tankov, ranking #857,690 of 1,633,909 researchers worldwide on the composite 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.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.