Concepedia

Financial Engineering

Financial Engineering is an academic construct that applies mathematical and computational techniques to design innovative financial instruments, strategies, or structures aimed at optimizing capital allocation, managing risk, or enhancing firm value within the context of corporate finance and investment practice.

250

Publications

11K

Citations

498

Authors

285

Institutions

Publications per year

2017–2026

57

Parents

Publications

250

Dynamic Mode Decomposition and Its Variants

Peter J. Schmid · Annual Review of Fluid Mechanics · 2021 · 603 citations

, , +9

The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry

Peter Tufano · The Journal of Finance · 1998 · 272 citations

, , +17

Risk assessment in energy trading

R. Dahlgren, Chen‐Ching Liu, Jacques Lawarrée · IEEE Transactions on Power Systems · 2003 · 229 citations

, , +17

An introduction to the mathematics of financial derivatives

Thomas M. Arnold · Journal of Banking & Finance · 1997 · 217 citations

, , +12

<scp>Longevity Bonds: Financial Engineering, Valuation, and Hedging</scp>

David Blake, Andrew J. G. Cairns, Kevin Dowd et al. · Journal of Risk & Insurance · 2006 · 186 citations · Full text

, , +15

1–5 of 250

Authors

498

  1. PT
    Peter Tufano

    University of Oxford, United Kingdom

    4 publications · 381 citations

    4

    h-index

  2. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    3 publications · 147 citations

    3

    h-index

  3. XZ
    Xueqing Zhang

    Hong Kong University of Science and Technology, Hong Kong SAR China

    3 publications · 401 citations

    3

    h-index

  4. WB
    Wolfgang Breuer

    RWTH Aachen University, Germany

    3 publications · 139 citations

    3

    h-index

  5. FP
    Fotios Pasiouras

    Technical University of Crete, Greece

    3 publications · 335 citations

    3

    h-index

1–5 of 498

Institutions

285

  1. Columbia University

    New York, United States

    6 h-index

    9 publications

    192 citations

  2. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    5 h-index

    6 publications

    298 citations

  3. Princeton University

    Princeton, United States

    4 h-index

    5 publications

    450 citations

  4. RWTH Aachen University

    Aachen, Germany

    4 h-index

    6 publications

    286 citations

  5. University of Georgia

    Athens, United States

    4 h-index

    4 publications

    329 citations

  6. École Polytechnique Fédérale de Lausanne

    Lausanne, Switzerland

    4 h-index

    6 publications

    219 citations

  7. London School of Economics and Political Science

    London, United Kingdom

    4 h-index

    4 publications

    96 citations

  8. ETH Zurich

    Zurich, Switzerland

    3 h-index

    4 publications

    247 citations

1–8 of 285

Venues

  1. SSRN Electronic Journal

    Repository · 20 publications · 542 citations

    15

    h-index

  2. Systems Engineering Procedia

    7 publications · 155 citations

    7

    h-index

  3. 4

    h-index

  4. Thunderbird International Business Review

    TIBR · 4 publications · 256 citations

    4

    h-index

  5. The Journal of Portfolio Management

    JPM · 3 publications · 154 citations

    3

    h-index

1–5