Alex Kane

2.3k citations
38 papers · 1.4k indexed · h-index 16

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
  • Accounting top 1%
    • Corporate Finance and Governance
    • Auditing, Earnings Management, Governance

Papers in

    • Financial Markets and Investment Strategies 22
    • Stochastic processes and financial applications 12
    • Capital Investment and Risk Analysis 5
    • Financial Risk and Volatility Modeling 4
    • Monetary Policy and Economic Impact 9

Alex Kane

34 papers receiving 1.1k citations

Peers

Alex Kane
Comparison fields: 5 of 75
  • Finance 898
  • Accounting 692
  • Strategy and Management 357
  • Economics and Econometrics 491
  • General Economics, Econometrics and Finance 128
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Citations per field
00.5×1.5×1.8×
Frank K. Reilly · 1×
Citations per year

Countries citing papers authored by Alex Kane

Since Specialization
Citations

This map shows the geographic impact of Alex Kane'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 Alex Kane with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alex Kane more than expected).

Fields of papers citing papers by Alex Kane

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alex Kane. 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 Alex Kane. The network helps show where Alex Kane may publish in the future.

Co-authorship network

The 15 scholars most cited alongside Alex Kane, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Alex Kane Line = papers co-authored together Alex Kane links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1
Manajemen Portofolio dan Investasi
201451
2
Investments : Asia global edition
20145
3
Active portfolio management: The power of the Treynor-Black model
20126
4 20097
5
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
20055
6
Geometric or Arithmetic Mean: A Reconsideration
20046
7 200369
8 20023
9 1994114
10
A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts
19930
11 19906
12 19884
13 19866
14 198641
15 198638
16 198419
17 198414
18 198425
19 198489
20 1982130

About Alex Kane

Alex Kane is a scholar working on Finance, General Economics, Econometrics and Finance, Accounting, Strategy and Management and Economics and Econometrics, having authored 38 papers that have together received 1.4k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (22 papers), Stochastic processes and financial applications (12 papers), Monetary Policy and Economic Impact (9 papers), Capital Investment and Risk Analysis (5 papers), Corporate Finance and Governance (5 papers), Financial Reporting and Valuation Research (4 papers), Financial Risk and Volatility Modeling (4 papers) and Financial Analysis and Corporate Governance (3 papers). The work is most often cited by research in Finance (898 citations), Accounting (692 citations), Strategy and Management (357 citations), Economics and Econometrics (491 citations) and General Economics, Econometrics and Finance (128 citations). Alex Kane has collaborated with scholars based in United States, Canada and Iran. Frequent co-authors include Alan J. Marcus, Robert L. McDonald, Zvi Bodie, Robert F. Engle, Michael C. Jensen, Clifford W. Smith, Éric Jacquier, Stephen Gary Marks, Leonard Rosenthal and Halbert White. Their work appears in journals such as The Journal of Finance, Journal of Financial and Quantitative Analysis, Financial Analysts Journal, Journal of International Money and Finance and Journal of Futures Markets.

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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2026