André F. Perold

3.9k total citations
46 papers, 2.3k citations indexed

About

André F. Perold is a scholar working on Finance, Economics and Econometrics and Numerical Analysis. According to data from OpenAlex, André F. Perold has authored 46 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 9 papers in Economics and Econometrics and 7 papers in Numerical Analysis. Recurrent topics in André F. Perold's work include Financial Markets and Investment Strategies (8 papers), Advanced Optimization Algorithms Research (7 papers) and Banking stability, regulation, efficiency (6 papers). André F. Perold is often cited by papers focused on Financial Markets and Investment Strategies (8 papers), Advanced Optimization Algorithms Research (7 papers) and Banking stability, regulation, efficiency (6 papers). André F. Perold collaborates with scholars based in United States, Latvia and Canada. André F. Perold's co-authors include William F. Sharpe, Robert C. Merton, Kenneth Froot, Jeremy C. Stein, Erik R. Sirri, Edward Anderson, P. Nash, Peter Tufano, Scott P. Mason and Harry M. Markowitz and has published in prestigious journals such as The Journal of Finance, Management Science and The Journal of Economic Perspectives.

In The Last Decade

André F. Perold

44 papers receiving 1.9k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
André F. Perold United States	20	1.6k	1.0k	799	557	265	46	2.3k
Richard C. Grinold United States	22	964 0.6×	611 0.6×	363 0.5×	557 1.0×	131 0.5×	53	1.8k
John C. Hull Canada	22	2.7k 1.7×	1.1k 1.0×	587 0.7×	344 0.6×	160 0.6×	53	3.2k
Chi-fu Huang United States	23	2.4k 1.5×	2.0k 1.9×	426 0.5×	797 1.4×	91 0.3×	46	3.4k
Olivier Scaillet Switzerland	27	2.3k 1.4×	1.3k 1.2×	453 0.6×	637 1.1×	72 0.3×	116	3.1k
Stuart M. Turnbull United States	25	4.2k 2.6×	1.4k 1.3×	1.3k 1.7×	301 0.5×	407 1.5×	57	4.7k
Vijay S. Bawa United States	17	2.1k 1.3×	1.3k 1.3×	527 0.7×	1.1k 1.9×	217 0.8×	28	2.9k
Tak Kuen Siu Australia	31	2.6k 1.6×	1.4k 1.3×	146 0.2×	968 1.7×	156 0.6×	228	3.6k
Peter Ritchken United States	27	2.0k 1.2×	905 0.9×	207 0.3×	344 0.6×	622 2.3×	95	3.0k
Carol Alexander United Kingdom	33	2.9k 1.8×	2.4k 2.3×	335 0.4×	469 0.8×	104 0.4×	175	4.2k
Arthur J. Keown United States	20	691 0.4×	391 0.4×	1.1k 1.3×	237 0.4×	558 2.1×	64	1.8k

Countries citing papers authored by André F. Perold

Since Specialization

Citations

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

Fields of papers citing papers by André F. Perold

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by André F. Perold. 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 André F. Perold. The network helps show where André F. Perold may publish in the future.

Co-authorship network of co-authors of André F. Perold

This figure shows the co-authorship network connecting the top 25 collaborators of André F. Perold. A scholar is included among the top collaborators of André F. Perold 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 André F. Perold. André F. Perold is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Perold, André F.. (2012). Negative Real Interest Rates: The Conundrum for Investment and Spending Policies. Financial Analysts Journal. 68(2). 6–12. 10 indexed citations

Perold, André F. & Erik Stafford. (2010). Harvard Management Company (2010). SSRN Electronic Journal.

Perold, André F., et al.. (2008). International Carbon Finance and EcoSecurities. 133(5 Suppl 2). 1674S–1683S.

Perold, André F., et al.. (2003). Short Selling in Practice--Intermediating Uncertain Share Availability. 3 indexed citations

Perold, André F.. (1999). The Payment System and Derivative Instruments. SSRN Electronic Journal. 6 indexed citations

Perold, André F. & Erik R. Sirri. (1996). The Cost of International Equity Trading. 25 indexed citations

Froot, Kenneth & André F. Perold. (1996). Global Equity Markets: The Case of Royal Dutch and Shell TN. 4 indexed citations

Perold, André F. & William F. Sharpe. (1995). Dynamic Strategies for Asset Allocation. Financial Analysts Journal. 51(1). 149–160. 36 indexed citations

Froot, Kenneth & André F. Perold. (1995). New trading practices and short‐run market efficiency. Journal of Futures Markets. 15(7). 731–765. 34 indexed citations

10.

Triantis, Alexander J., Scott P. Mason, Robert C. Merton, André F. Perold, & Peter Tufano. (1995). Cases in Financial Engineering: Applied Studies of Financial Innovation.. The Journal of Finance. 50(5). 1780–1780. 24 indexed citations

11.

Merton, Robert C. & André F. Perold. (1993). THEORY OF RISK CAPITAL IN FINANCIAL FIRMS. Journal of applied corporate finance. 6(3). 16–32. 234 indexed citations

12.

Froot, Kenneth & André F. Perold. (1990). New Trading Practices and Short-run Market Efficiency. National Bureau of Economic Research. 4 indexed citations

13.

Perold, André F., et al.. (1988). The Free Lunch in Currency Hedging: Implications for Investment Policy and Peformance Standards. Financial Analysts Journal. 44(3). 45–50. 169 indexed citations

14.

Perold, André F., et al.. (1985). Risk Sharing and Corporate Pension Policy. 58(34). G300–G310. 5 indexed citations

15.

Perold, André F.. (1984). Large-Scale Portfolio Optimization. Management Science. 30(10). 1143–1160. 293 indexed citations

16.

Anderson, Edward, P. Nash, & André F. Perold. (1983). Some Properties of a Class of Continuous Linear Programs. SIAM Journal on Control and Optimization. 21(5). 758–765. 53 indexed citations

17.

Markowitz, Harry M. & André F. Perold. (1981). Portfolio Analysis with Factors and Scenarios. The Journal of Finance. 36(4). 871–871. 8 indexed citations

18.

Perold, André F.. (1980). A degeneracy exploiting LU factorization for the simplex method. Mathematical Programming. 19(1). 239–254. 8 indexed citations

19.

Chvátal, Vašek, Ronald Graham, André F. Perold, & Sue Whitesides. (1979). Combinatorial designs related to the strong perfect graph conjecture. Discrete Mathematics. 26(2). 83–92. 22 indexed citations

20.

Perold, André F.. (1978). Fundamentals of a Continuous Time Simplex Method.. Defense Technical Information Center (DTIC). 2 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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