A.C.F. Vorst

868 total citations
20 papers, 531 citations indexed

About

A.C.F. Vorst is a scholar working on Economics and Econometrics, Finance and Discrete Mathematics and Combinatorics. According to data from OpenAlex, A.C.F. Vorst has authored 20 papers receiving a total of 531 indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Economics and Econometrics, 7 papers in Finance and 2 papers in Discrete Mathematics and Combinatorics. Recurrent topics in A.C.F. Vorst's work include Economic theories and models (6 papers), Stochastic processes and financial applications (5 papers) and Financial Markets and Investment Strategies (2 papers). A.C.F. Vorst is often cited by papers focused on Economic theories and models (6 papers), Stochastic processes and financial applications (5 papers) and Financial Markets and Investment Strategies (2 papers). A.C.F. Vorst collaborates with scholars based in Netherlands, Canada and United States. A.C.F. Vorst's co-authors include A. G. Z. Kemna, Fabio Mercurio, Johan F. Kaashoek, A. H. G. Rinnooy Kan, C. G. E. Boender, Robert L. Smith, Jan Telgen, Richard J. Caron, J. F. McDonald and H. Edwin Romeijn and has published in prestigious journals such as Journal of Banking & Finance, Operations Research and Journal of Urban Economics.

In The Last Decade

A.C.F. Vorst

17 papers receiving 453 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
A.C.F. Vorst Netherlands	9	400	158	69	60	44	20	531
Wanmo Kang South Korea	10	191 0.5×	100 0.6×	133 1.9×	32 0.5×	29 0.7×	35	449
Jan Večeř United States	13	571 1.4×	259 1.6×	112 1.6×	111 1.9×	43 1.0×	31	707
A. G. Z. Kemna Netherlands	5	663 1.7×	279 1.8×	57 0.8×	57 0.9×	42 1.0×	7	732
Farshid Mehrdoust Iran	13	311 0.8×	113 0.7×	109 1.6×	55 0.9×	27 0.6×	70	483
Klaus Sandmann Germany	9	571 1.4×	265 1.7×	169 2.4×	164 2.7×	15 0.3×	28	681
Lars Stentoft Canada	12	539 1.3×	283 1.8×	83 1.2×	90 1.5×	19 0.4×	66	638
Wolfgang Bühler Germany	10	207 0.5×	106 0.7×	42 0.6×	11 0.2×	12 0.3×	60	412
Matti Koivu Germany	10	141 0.4×	129 0.8×	183 2.7×	57 0.9×	25 0.6×	21	325
Naoto Kunitomo Japan	15	582 1.5×	369 2.3×	88 1.3×	66 1.1×	15 0.3×	55	1000

Countries citing papers authored by A.C.F. Vorst

Since Specialization

Citations

This map shows the geographic impact of A.C.F. Vorst's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A.C.F. Vorst with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A.C.F. Vorst more than expected).

Fields of papers citing papers by A.C.F. Vorst

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by A.C.F. Vorst. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by A.C.F. Vorst. The network helps show where A.C.F. Vorst may publish in the future.

Co-authorship network of co-authors of A.C.F. Vorst

This figure shows the co-authorship network connecting the top 25 collaborators of A.C.F. Vorst. A scholar is included among the top collaborators of A.C.F. Vorst based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with A.C.F. Vorst. A.C.F. Vorst is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Houweling, Patrick, Albert Mentink, & A.C.F. Vorst. (2004). Valuing Euro Rating-Triggered Step-Up Telecom Bonds. The Journal of Derivatives. 11(3). 63–80. 1 indexed citations

Vorst, A.C.F., et al.. (2002). Options on Dividends Paying Stocks. Data Archiving and Networked Services (DANS). 204–217. 10 indexed citations

Vorst, A.C.F., et al.. (2001). Optimal Portfolios under a Value at Risk Constraint. Data Archiving and Networked Services (DANS). 391–397. 14 indexed citations

Vorst, A.C.F., et al.. (2000). Modelling Credit Derivatives. 5 indexed citations

Mercurio, Fabio & A.C.F. Vorst. (1997). Option Pricing and Hedging in Discrete Time with Transaction Costs and Incomplete Markets. Data Archiving and Networked Services (DANS). 190–215. 8 indexed citations

Vorst, A.C.F., et al.. (1996). Options and earnings announcements: an empirical study for the European Options Exchange. Statistica Neerlandica. 50(1). 52–68. 1 indexed citations

Pelsser, Antoon & A.C.F. Vorst. (1995). Optimal optioned portfolios with confidence limits on shortfall constraints. Research Publications (Maastricht University). 205–219. 3 indexed citations

Boender, C. G. E., Richard J. Caron, J. F. McDonald, et al.. (1991). Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra. Operations Research. 39(6). 945–954. 20 indexed citations

Kemna, A. G. Z., et al.. (1990). Asian Options on Oil Spreads. Data Archiving and Networked Services (DANS). 9(3). 510–528. 9 indexed citations

10.

Kemna, A. G. Z. & A.C.F. Vorst. (1990). A pricing method for options based on average asset values. Journal of Banking & Finance. 14(1). 113–129. 389 indexed citations

11.

Kemna, A. G. Z. & A.C.F. Vorst. (1989). A Futures Contract on an Index of Existing Bonds: a Reasonable Alternative. Data Archiving and Networked Services (DANS). 7. 467–479.

12.

Vorst, A.C.F., et al.. (1988). OPTION PRICING AND STOCHASTIC PROCESSES. AgEcon Search (University of Minnesota, USA). 421–441.

13.

Vorst, A.C.F.. (1987). Optimal housing maintenance under uncertainty. Journal of Urban Economics. 21(2). 209–227. 15 indexed citations

14.

Vorst, A.C.F., et al.. (1985). On Walras' model of general economic equilibrium. Zeitschrift für Nationalökonomie. 45(3). 219–244. 3 indexed citations

15.

Vorst, A.C.F.. (1985). A Stochastic Version of the Urban Retail Model. Environment and Planning A Economy and Space. 17(12). 1569–1580. 3 indexed citations

16.

Vorst, A.C.F., et al.. (1984). OPTIMAL HOUSING MAINTENANCE UNDER UNCERTAINTY. AgEcon Search (University of Minnesota, USA). 1 indexed citations

17.

Kaashoek, Johan F. & A.C.F. Vorst. (1984). The Cusp Catastrophe in the Urban Retail Model. Environment and Planning A Economy and Space. 16(7). 851–862. 8 indexed citations

18.

Vorst, A.C.F., et al.. (1983). On the Uniqueness and Existence of Equilibrium Points in an Urban Retail Model. Environment and Planning A Economy and Space. 15(4). 475–482. 21 indexed citations

19.

Vorst, A.C.F., et al.. (1983). Equilibrium points in an urban retail model and their connection with dynamical systems. Regional Science and Urban Economics. 13(3). 383–399. 19 indexed citations

20.

Vorst, A.C.F., et al.. (1980). THE GENERAL LINEAR GROUP OF POLYNOMIAL RINGS OVER REGULAR RINGS. AgEcon Search (University of Minnesota, USA). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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