Rüdiger Frey
Rüdiger Frey publishes mostly in Finance, Economics and Econometrics and Demography, on topics such as Stochastic processes and financial applications, Credit Risk and Financial Regulations and Risk and Portfolio Optimization.
- World rank
- #379,243 of 1,633,909 ranked researchers
- Rank in Austria
- #2,633 of 10,230
- Works
- 19
- Citations
- 124
- Citations per work
- 6.5
What does Rüdiger Frey research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance54% of their works
- 2Economics and Econometrics17% of their works
- 3Demography8% of their works
- 4Management Science and Operations Research8% of their works
- 5Statistics and Probability4% of their works
- 6Numerical Analysis4% of their works
Research topics
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Risk and Portfolio Optimization
- Economic theories and models
- Insurance and Financial Risk Management
- Financial Risk and Volatility Modeling
- Insurance, Mortality, Demography, Risk Management
- Mathematical Approximation and Integration
Which keywords describe Rüdiger Frey's research?
The keywords of their largest research topics: Liquidity, Option Pricing, Risk Management, Stochastic Calculus, Credit Spread Changes, Default Risk, Economic Growth and Asset Pricing.
- High-dimensional Integration
- Robust Optimization
- Mortality Forecasting
- Insurance
- Finance
- Asset Pricing
- Default Risk
- Stochastic Calculus
- Option Pricing
- Liquidity
- Risk Management
- Credit Spread Changes
- Economic Growth
- Catastrophe Bonds
- GARCH Models
- Monetary Equilibrium
- Population Ageing
- Volatility
- Quasi-Monte Carlo
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
- Liquidity62 topics
- Option Pricing61 topic
- Risk Management63 topics
- Stochastic Calculus61 topic
- Credit Spread Changes41 topic
- Default Risk41 topic
- Economic Growth42 topics
- Asset Pricing21 topic
- Catastrophe Bonds21 topic
- Finance21 topic
- GARCH Models21 topic
- Insurance21 topic
- Monetary Equilibrium21 topic
- Mortality Forecasting21 topic
- Population Ageing21 topic
- Robust Optimization21 topic
- Volatility21 topic
- High-dimensional Integration11 topic
- Quasi-Monte Carlo11 topic
Where does Rüdiger Frey work?
Rüdiger Frey's main affiliation in the publication record is Vienna University of Economics and Business, Austria.
How many publications and citations does Rüdiger Frey have?
Science Explorer counts 19 works and 124 citations for Rüdiger Frey, ranking #379,243 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.