Avi Bick

400 total citations
12 papers, 236 citations indexed

About

Avi Bick is a scholar working on Finance, Economics and Econometrics and Infectious Diseases. According to data from OpenAlex, Avi Bick has authored 12 papers receiving a total of 236 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 10 papers in Economics and Econometrics and 0 papers in Infectious Diseases. Recurrent topics in Avi Bick's work include Stochastic processes and financial applications (11 papers), Economic theories and models (8 papers) and Financial Markets and Investment Strategies (6 papers). Avi Bick is often cited by papers focused on Stochastic processes and financial applications (11 papers), Economic theories and models (8 papers) and Financial Markets and Investment Strategies (6 papers). Avi Bick collaborates with scholars based in Canada and United States. Avi Bick's co-authors include Walter Willinger and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Avi Bick

11 papers receiving 206 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Avi Bick Canada	8	223	129	28	20	18	12	236
Robert Tompkins Austria	10	259 1.2×	97 0.8×	26 0.9×	23 1.1×	20 1.1×	21	278
Don R. Rich United States	8	225 1.0×	106 0.8×	29 1.0×	35 1.8×	35 1.9×	18	266
Uwe Wystup Germany	10	223 1.0×	87 0.7×	33 1.2×	42 2.1×	9 0.5×	20	249
Alessandro Sbuelz Italy	10	261 1.2×	126 1.0×	44 1.6×	10 0.5×	51 2.8×	38	281
Kyriakos Chourdakis United Kingdom	8	226 1.0×	72 0.6×	16 0.6×	33 1.6×	15 0.8×	17	230
Ayman Hindy United States	7	174 0.8×	189 1.5×	38 1.4×	23 1.1×	40 2.2×	12	236
Jinghong Shu China	7	289 1.3×	212 1.6×	51 1.8×	15 0.8×	19 1.1×	12	329
Ronald C. Heynen United States	7	369 1.7×	184 1.4×	67 2.4×	19 0.9×	24 1.3×	9	396
Richard Luger Canada	9	217 1.0×	136 1.1×	91 3.3×	7 0.3×	19 1.1×	27	267
Simon H. Babbs United Kingdom	7	250 1.1×	77 0.6×	102 3.6×	28 1.4×	24 1.3×	12	265

Countries citing papers authored by Avi Bick

Since Specialization

Citations

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

Fields of papers citing papers by Avi Bick

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Avi Bick

This figure shows the co-authorship network connecting the top 25 collaborators of Avi Bick. A scholar is included among the top collaborators of Avi Bick 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 Avi Bick. Avi Bick 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:

12 of 12 papers shown

1.

Bick, Avi. (2024). Futures Replication and the Law of One Futures Price. Quarterly Journal of Finance. 14(1).

2.

Bick, Avi. (2012). The relationship between reciprocal currency futures prices. Finance research letters. 9(4). 194–201. 1 indexed citations

3.

Bick, Avi. (2004). The mathematics of the portfolio frontier: a geometry-based approach. The Quarterly Review of Economics and Finance. 44(2). 337–361. 6 indexed citations

4.

Bick, Avi. (2002). The Mathematics of the Portfolio Frontier: A Geometry-Based Approach. SSRN Electronic Journal. 2 indexed citations

5.

Bick, Avi. (1997). Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option. European Finance Review. 1(1). 81–104. 8 indexed citations

6.

Bick, Avi. (1995). Quadratic-Variation-Based Dynamic Strategies. Management Science. 41(4). 722–732. 25 indexed citations

7.

Bick, Avi & Walter Willinger. (1994). Dynamic spanning without probabilities. Stochastic Processes and their Applications. 50(2). 349–374. 24 indexed citations

8.

Bick, Avi. (1990). On Viable Diffusion Price Processes of the Market Portfolio. The Journal of Finance. 45(2). 673–689. 57 indexed citations

9.

Bick, Avi. (1990). On Viable Diffusion Price Processes of the Market Portfolio. The Journal of Finance. 45(2). 673–673. 17 indexed citations

10.

Bick, Avi. (1988). Producing Derivative Assets with Forward Contracts. Journal of Financial and Quantitative Analysis. 23(2). 153–153. 10 indexed citations

11.

Bick, Avi. (1987). On the Consistency of the Black-Scholes Model with a General Equilibrium Framework. Journal of Financial and Quantitative Analysis. 22(3). 259–259. 72 indexed citations

12.

Bick, Avi. (1982). Comments on the valuation of derivative assets. Journal of Financial Economics. 10(3). 331–345. 14 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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