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Researcher · ENSAE Paris · France

Peter Tankov

Peter Tankov publishes mostly in Finance, Economics and Econometrics and Electrical and Electronic Engineering, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Economic theories and models.

ORCID 0000-0003-4882-9806 OpenAlex
World rank
#748,823
of 7,710,434 ranked researchers
Rank in France
#36,765
of 324,115
Works
206
Citations
5.8k
Citations per work
28.1
h-index
24
i10-index 46Top 8.1% in Finance
Peter Tankov

What does Peter Tankov research?

Peter Tankov's work is mostly in Economics, Econometrics and Finance (60%), Engineering (9%), Decision Sciences (7%).

Social Sciences: 148 works · 71.9% of their workEconomics, Econometrics and Finance: 124 works · 60.4% of their workFinance: 91 works · 44.0% of their workEconomics and Econometrics: 34 works · 16.4% of their workDecision Sciences: 14 works · 6.9% of their workManagement Science and Operations Research: 14 works · 6.9% of their workSocial Sciences: 9 works · 4.6% of their workDemography: 9 works · 4.6% of their workEverything else: 35 works · 17.0% of their workPhysical Sciences: 23 works · 11.1% of their workEngineering: 18 works · 8.9% of their workElectrical and Electronic Engineering: 18 works · 8.9% of their workEnvironmental Science: 5 works · 2.2% of their workGlobal and Planetary Change: 5 works · 2.2% of their workTHEIR WORKPeter Tankov206works
Physical Sciences11%Social Sciences72%

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
    1. Economics, Econometrics and Finance12460.4%
    2. Decision Sciences146.9%
    3. Social Sciences94.6%
  2. Everything else3517.0%
    1. Engineering188.9%
    2. Environmental Science52.2%
  1. 1Finance44% of their works
  2. 2Economics and Econometrics16% of their works
  3. 3Electrical and Electronic Engineering9% of their works
  4. 4Management Science and Operations Research7% of their works
  5. 5Demography5% of their works
  6. 6Global and Planetary Change2% of their works

Research topics

Which keywords describe Peter Tankov's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, GARCH Models, Volatility, Liquidity, Monetary Equilibrium and Mortality Forecasting.

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 17 words, with their numbers
  1. Option Pricing1121 topic
  2. Stochastic Calculus1121 topic
  3. Asset Pricing532 topics
  4. GARCH Models521 topic
  5. Volatility521 topic
  6. Liquidity301 topic
  7. Monetary Equilibrium301 topic
  8. Mortality Forecasting251 topic
  9. Population Ageing251 topic
  10. Market Efficiency231 topic
  11. Stock Returns231 topic
  12. Climate Change221 topic
  13. Economic Impacts221 topic
  14. Investment Under Uncertainty181 topic
  15. Real Options181 topic
  16. Economic Dispatch171 topic
  17. Unit Commitment171 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?

OpenAlex counts 206 works and 5,795 citations for Peter Tankov, an h-index of 24, ranking #748,823 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.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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