World's Best Scientists 2026 revealed!
Alexander Schied

Alexander Schied

D-Index & Metrics

Mathematics

D-Index
30
Citations
8869
World Ranking
3420
National Ranking
140

Alexander Schied publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Alexander Schied sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 134 publications — 29th percentile

29% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Alexander Schied D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Alexander Schied sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 30 D-Index — 5th percentile

5% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Alexander Schied is affiliated with the University of Waterloo in Canada. Their research spans multiple fields with a primary focus on Economics, Econometrics and Finance as well as Mathematics. Schied's work notably intersects areas such as stochastic processes, financial applications, and mathematical dynamics.

The scientist's main areas of study include:

  • Economics, Econometrics and Finance
  • Mathematics

At a more detailed level, Schied's research covers several subfields, including:

  • Finance
  • Mathematical Physics
  • Economics and Econometrics
  • Condensed Matter Physics
  • Management Science and Operations Research

The primary topics addressed by Schied's research involve:

  • Stochastic processes and financial applications
  • Mathematical Dynamics and Fractals
  • Financial Risk and Volatility Modeling
  • Stochastic processes and statistical mechanics
  • Economic theories and models
  • Theoretical and Computational Physics
  • Complex Systems and Time Series Analysis

Frequent coauthors collaborating with Schied include:

  • Xiyue Han
  • Zhenyuan Zhang
  • Eyal Neuman
  • Xiaole Xue
  • Peng Luo

Most of Schied's publications have appeared in well-recognized venues. Frequent publication platforms include:

  • arXiv (Cornell University)
  • Mathematics of Operations Research
  • Statistics & Probability Letters
  • Spiral (Imperial College London)
  • The Annals of Applied Probability

Notable recent papers authored or coauthored by Alexander Schied include:

  • "Distributional Transforms, Probability Distortions, and Their Applications" (2021), Mathematics of Operations Research
  • "A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness" (2020), Statistics & Probability Letters
  • "An FBSDE approach to market impact games with stochastic parameters" (2021), Probability Uncertainty and Quantitative Risk
  • "On the $p$th variation of a class of fractal functions" (2020), Proceedings of the American Mathematical Society
  • "Step roots of Littlewood polynomials and the extrema of functions in the Takagi class" (2022), Mathematical Proceedings of the Cambridge Philosophical Society

Best Publications

  • Stochastic Finance: An Introduction in Discrete Time

    Hans Föllmer;Alexander Schied

  • Convex measures of risk and trading constraints

    Hans Föllmer;Alexander Schied

  • Optimal execution strategies in limit order books with general shape functions

    Aurélien Alfonsi;Antje Fruth;Alexander Schied

  • Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

    Alexander Schied;Torsten Schöneborn

  • Robust Preferences and Convex Measures of Risk

    Hans Föllmer;Alexander Schied

  • OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK

    Jim Gatheral;Alexander Schied

  • TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

    Jim Gatheral;Alexander Schied;Alla Slynko

  • Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

    Aurélien Alfonsi;Alexander Schied;Alla Slynko

  • Optimal trade execution and absence of price manipulations in limit order book models

    Aurélien Alfonsi;Alexander Schied

  • Handbook on Systemic Risk: Dynamical Models of Market Impact and Algorithms for Order Execution

    Jim Gatheral;Alexander Schied

  • Comparative and qualitative robustness for law-invariant risk measures

    Volker Krätschmer;Alexander Schied;Henryk Zähle

  • Optimal Basket Liquidation for CARA Investors is Deterministic

    Alexander Schied;Torsten Schöneborn;Michael Tehranchi

  • Optimal investments for risk- and ambiguity-averse preferences: a duality approach

    Alexander Schied

  • Robust Preferences and Robust Portfolio Choice

    Alexander Schied;Hans Föllmer;Stefan Weber

  • Optimal Investments for Robust Utility Functionals in Complete Market Models

    Alexander Schied

  • Duality theory for optimal investments under model uncertainty

    Alexander Schied;Ching-Tang Wu

  • Constrained portfolio liquidation in a limit order book model

    Aurélien Alfonsi;Antje Fruth;Alexander Schied

  • Risk Measures and Robust Optimization Problems

    Alexander Schied

  • Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

    Alexander Schied;Torsten Schoeneborn

  • Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets

    Alexander Schied;Torsten Schoeneborn

  • Qualitative and infinitesimal robustness of tail-dependent statistical functionals

    Volker Krätschmer;Alexander Schied;Henryk Zähle

  • A control approach to robust utility maximization with logarithmic utility and time-consistent penalties

    Daniel Hernández-Hernández;Alexander Schied

  • Optimal Basket Liquidation for CARA Investors is Deterministic

    Alexander Schied;Torsten Schoeneborn;Michael Tehranchi

  • Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

    Alfonsi Aurélien;Alexander Schied;Alla Slynko

Frequent Co-Authors

Hans Föllmer
Hans Föllmer Humboldt-Universität zu Berlin
Paul Embrechts
Paul Embrechts ETH Zurich
Michael Röckner
Michael Röckner Bielefeld University

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