Alexey Rubtsov
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
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- Risk and Portfolio Optimization
Papers in
- Finance 20
- Financial Markets and Investment Strategies 17
- Stochastic processes and financial applications 15
- Financial Risk and Volatility Modeling 3
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- Market Dynamics and Volatility 6
- Complex Systems and Time Series Analysis 3
- Insurance and Financial Risk Management 2
- Co-authors
- Marcos EscobarClaus MunkWei XuDonghwa ShinPatrick AugustinAgostino CapponiŽeljko ŠevićAleksandar Šević
- Journals
- Annals of Finance (3 papers)Quantitative Finance (3 papers)Computational Economics (1 paper)Management Science (1 paper)Technological Forecasting and Social Change (1 paper)
- Partner nations
- CanadaUnited StatesGermany
In The Last Decade
Alexey Rubtsov
25 papers receiving 254 citations
Peers
Comparison fields: 5 of 38
- Finance 191
- Management Science and Operations Research 89
- Demography 62
- Economics and Econometrics 128
- General Decision Sciences 6
Countries citing papers authored by Alexey Rubtsov
This map shows the geographic impact of Alexey Rubtsov'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 Alexey Rubtsov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexey Rubtsov more than expected).
Fields of papers citing papers by Alexey Rubtsov
This network shows the impact of papers produced by Alexey Rubtsov. 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 Alexey Rubtsov. The network helps show where Alexey Rubtsov may publish in the future.
Co-authors
The 17 scholars most cited alongside Alexey Rubtsov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 20 | |
| 2 | 2022 | 6 | |
| 3 | 2022 | 3 | |
| 4 | 2021 | 2 | |
| 5 | 2020 | 31 | |
| 6 | 2020 | 5 | |
| 7 | 2019 | 2 | |
| 8 | 2019 | 2 | |
| 9 | 2018 | 7 | |
| 10 | 2018 | 6 | |
| 11 | 2018 | 1 | |
| 12 | 2017 | 17 | |
| 13 | 2016 | 23 | |
| 14 | 2016 | 3 | |
| 15 | 2015 | 47 | |
| 16 | 2015 | 2 | |
| 17 | 2015 | 11 | |
| 18 | 2015 | 1 | |
| 19 | 2014 | 1 | |
| 20 | 2010 | 6 |
About Alexey Rubtsov
Alexey Rubtsov is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance and Demography, having authored 26 papers that have together received 268 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (17 papers), Stochastic processes and financial applications (15 papers), Market Dynamics and Volatility (6 papers), Risk and Portfolio Optimization (5 papers), Financial Risk and Volatility Modeling (3 papers), Complex Systems and Time Series Analysis (3 papers), Insurance and Financial Risk Management (2 papers) and Insurance, Mortality, Demography, Risk Management (2 papers). The work is most often cited by research in Finance (191 citations), Management Science and Operations Research (89 citations), Demography (62 citations), Economics and Econometrics (128 citations) and General Decision Sciences (6 citations). Alexey Rubtsov has collaborated with scholars based in Canada, United States and Germany. Frequent co-authors include Marcos Escobar, Claus Munk, Wei Xu, Donghwa Shin, Patrick Augustin, Agostino Capponi, Željko Šević, Aleksandar Šević, Rudi Zagst and Volker Bergen. Their work appears in journals such as Annals of Finance, Quantitative Finance, Computational Economics, Management Science and Technological Forecasting and Social Change.
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.