World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
61
Citations
34910
World Ranking
493
National Ranking
256

Ioannis Karatzas 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 Ioannis Karatzas 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: 206 publications — 64th percentile

64% of scientists in this discipline score the same or lower.

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

Ioannis Karatzas 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 Ioannis Karatzas 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: 61 D-Index — 86th percentile

86% of scientists in this discipline score the same or lower.

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

Overview

Ioannis Karatzas is affiliated with Columbia University in the United States and has contributed extensively to the fields of mathematics and economics, econometrics, and finance.

The primary areas of Karatzas's research include stochastic processes and financial applications, probability and risk models, geometric analysis and curvature flows, Markov chains and Monte Carlo methods, financial risk and volatility modeling, advanced mathematical modeling in engineering, and stochastic processes and statistical mechanics.

Karatzas has published a total of 22 works in mathematics and 16 in economics, econometrics, and finance. Specific subfields engaged include finance, statistics and probability, applied mathematics, management science and operations research, and computational theory and mathematics.

Frequent publication venues for Karatzas's research encompass:

  • arXiv (Cornell University)
  • Theory of Probability and Its Applications
  • Теория вероятностей и ее применения
  • Mathematical Finance
  • Probability Uncertainty and Quantitative Risk

The scientist's recent notable papers are:

  • "Open markets" (2020) in Mathematical Finance
  • "A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions" (2022) in Theory of Probability and Its Applications
  • "A Weak Law of Large Numbers for Dependent Random Variables" (2023) in Theory of Probability and Its Applications
  • "Trajectorial dissipation and gradient flow for the relative entropy in Markov chains" (2021) in Communications in Information and Systems
  • "A sequential estimation problem with control and discretionary stopping" (2022) in Probability Uncertainty and Quantitative Risk

Karatzas has collaborated frequently with a number of colleagues, including Walter Schachermayer, Bertram Tschiderer, Tomoyuki Ichiba, Erik Ekström, and Václav E. Beneš.

In addition to articles, Karatzas has published a book titled Portfolio Theory and Arbitrage (2021) through the American Mathematical Society.

Best Publications

  • Brownian Motion and Stochastic Calculus

    Ioannis Karatzas;Steven E. Shreve

  • Methods of Mathematical Finance

    Ioannis Karatzas;Steven E. Shreve

  • Optimal portfolio and consumption decisions for a “small investor” on a finite horizon

    Ioannis Karatzas;John P. Lehoczky;Steven E. Shreve

  • Martingale and duality methods for utility maximization in a incomplete market

    Ioannis Karatzas;John P. Lehoczky;Steven E. Shreve;Gan-Lin Xu

  • Convex Duality in Constrained Portfolio Optimization

    Jakša Cvitanić;Ioannis Karatzas

  • On the pricing of American options

    Ioannis Karatzas

  • Optimization problems in the theory of continuous trading

    I. Karatzas

  • Backward stochastic differential equations with reflection and Dynkin games

    Jakša Cvitanić;Ioannis Karatzas

  • Explicit Solution of a General Consumption/Investment Problem

    Ioannis Karatzas;John P. Lehoczky;Suresh P. Sethi;Steven E. Shreve

  • The numéraire portfolio in semimartingale financial models

    Ioannis Karatzas;Constantinos Kardaras

  • HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH ⁄

    Jakša Cvitanić;Ioannis Karatzas

  • Lectures on the Mathematics of Finance

    Ioannis Karatzas

  • Hedging Contingent Claims with Constrained Portfolios

    Jaksa Cvitanic;Ioannis Karatzas

  • A generalized clark representation formula, with application to optimal portfolios

    Daniel L. Ocone;Ioannis Karatzas

  • On the optimal stopping problem for one-dimensional diffusions

    Savas Dayanik;Ioannis Karatzas

  • Utility Maximization with Discretionary Stopping

    Ioannis Karatzas;Hui Wang

  • ANTICIPATIVE PORTFOLIO OPTIMIZATION

    Igor Pikovsky;Ioannis Karatzas

  • On dynamic measures of risk

    Jakša Cvitanić;Ioannis Karatzas

  • On the pricing of contingent claims under constraints

    I. Karatzas;S. G. Kou

  • Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model

    Ioannis Karatzas;John P. Lehoczky;Steven E. Shreve

Frequent Co-Authors

Steven E. Shreve
Steven E. Shreve Carnegie Mellon University
Martin Shubik
Martin Shubik Yale University
Jakša Cvitanić
Jakša Cvitanić California Institute of Technology
John P. Lehoczky
John P. Lehoczky Carnegie Mellon University
John Geanakoplos
John Geanakoplos Yale University
Walter Schachermayer
Walter Schachermayer University of Vienna
Erhan Bayraktar
Erhan Bayraktar University of Michigan–Ann Arbor
Albert N. Shiryaev
Albert N. Shiryaev Steklov Mathematical Institute
Suresh P. Sethi
Suresh P. Sethi The University of Texas at Dallas
Steven Kou
Steven Kou Boston University

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