Baeho Kim

519 total citations
25 papers, 357 citations indexed

About

Baeho Kim is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Baeho Kim has authored 25 papers receiving a total of 357 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in Applied Mathematics. Recurrent topics in Baeho Kim's work include Credit Risk and Financial Regulations (15 papers), Banking stability, regulation, efficiency (13 papers) and Stochastic processes and financial applications (12 papers). Baeho Kim is often cited by papers focused on Credit Risk and Financial Regulations (15 papers), Banking stability, regulation, efficiency (13 papers) and Stochastic processes and financial applications (12 papers). Baeho Kim collaborates with scholars based in South Korea, United States and China. Baeho Kim's co-authors include Kay Giesecke, Shilin Zhu, Jin‐Chuan Duan, Donghwa Shin, Woojin Kim, Gerry Tsoukalas, Dowan Kim, Changki Kim and Yongyang Cai and has published in prestigious journals such as Management Science, Journal of Banking & Finance and Operations Research.

In The Last Decade

Baeho Kim

23 papers receiving 341 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Baeho Kim South Korea 12 297 116 88 43 32 25 357
Jeremy Large United Kingdom 6 190 0.6× 134 1.2× 24 0.3× 33 0.8× 53 1.7× 8 260
Eliezer Z. Prisman Canada 10 232 0.8× 145 1.3× 72 0.8× 35 0.8× 21 0.7× 39 327
Simone Farinelli Italy 8 241 0.8× 157 1.4× 35 0.4× 151 3.5× 12 0.4× 19 325
Julio Cacho-Diaz Netherlands 2 245 0.8× 155 1.3× 9 0.1× 22 0.5× 80 2.5× 2 341
Marcel Rindisbacher United States 12 288 1.0× 220 1.9× 72 0.8× 55 1.3× 5 0.2× 27 370
Elise Gourier Switzerland 8 229 0.8× 107 0.9× 29 0.3× 24 0.6× 4 0.1× 14 266
Bong‐Gyu Jang South Korea 10 186 0.6× 144 1.2× 63 0.7× 50 1.2× 3 0.1× 55 267
Kenneth R. Vetzal Canada 12 370 1.2× 100 0.9× 125 1.4× 61 1.4× 5 0.2× 24 463
Jörn Saß Germany 11 192 0.6× 122 1.1× 13 0.1× 106 2.5× 5 0.2× 43 261

Countries citing papers authored by Baeho Kim

Since Specialization
Citations

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

Fields of papers citing papers by Baeho Kim

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Baeho Kim

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

All Works

20 of 20 papers shown
1.
Kim, Baeho, et al.. (2024). Innovation in Financial Inclusion Policies with Digital Transformation: Evidence from South Korea*. Asia-Pacific Journal of Financial Studies. 53(2). 128–154.
2.
Kim, Baeho, et al.. (2019). Informed options trading on the implied volatility surface: A cross‐sectional approach. Journal of Futures Markets. 40(5). 776–803. 3 indexed citations
3.
Kim, Baeho, et al.. (2019). A smiling bear in the equity options market and the cross‐section of stock returns. Journal of Futures Markets. 39(11). 1360–1382. 5 indexed citations
4.
Duan, Jin‐Chuan, Baeho Kim, Woojin Kim, & Donghwa Shin. (2018). Default probabilities of privately held firms. Journal of Banking & Finance. 94. 235–250. 16 indexed citations
5.
Kim, Dowan & Baeho Kim. (2017). The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market. Korean Journal of Financial Studies. 46(5). 1001–1032. 1 indexed citations
6.
Kim, Baeho, et al.. (2015). A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns. SSRN Electronic Journal. 1 indexed citations
7.
8.
Giesecke, Kay, et al.. (2014). Optimal Credit Swap Portfolios. Management Science. 60(9). 2291–2307. 17 indexed citations
9.
Duan, Jin‐Chuan, Baeho Kim, Changki Kim, Woojin Kim, & Donghwa Shin. (2012). Default Probabilities and Interest Expenses of Privately Held Firms. 3 indexed citations
10.
Giesecke, Kay & Baeho Kim. (2011). Systemic Risk: What Defaults Are Telling Us. Management Science. 57(8). 1387–1405. 91 indexed citations
11.
Giesecke, Kay, et al.. (2011). Premia for correlated default risk. Journal of Economic Dynamics and Control. 35(8). 1340–1357. 33 indexed citations
12.
Giesecke, Kay, Baeho Kim, & Shilin Zhu. (2011). Monte Carlo Algorithms for Default Timing Problems. Management Science. 57(12). 2115–2129. 15 indexed citations
13.
Giesecke, Kay, Baeho Kim, & Shilin Zhu. (2010). Monte Carlo Algorithms for Default Timing Problems. SSRN Electronic Journal. 1 indexed citations
14.
Giesecke, Kay & Baeho Kim. (2010). Risk Analysis of Collateralized Debt Obligations. Operations Research. 59(1). 32–49. 26 indexed citations
15.
Giesecke, Kay & Baeho Kim. (2009). Risk Analysis of Collateralized Debt Obligations. SSRN Electronic Journal. 5 indexed citations
16.
Giesecke, Kay & Baeho Kim. (2009). Systemic Risk: What Defaults are Telling Us. SSRN Electronic Journal. 23 indexed citations
17.
Giesecke, Kay, et al.. (2008). Premia for Correlated Default Risk. SSRN Electronic Journal. 23 indexed citations
18.
Kim, Baeho & Kay Giesecke. (2007). Estimating Tranche Spreads by Loss Process Simulation. SSRN Electronic Journal. 20 indexed citations
19.
Cai, Yongyang, et al.. (2007). A model for intraday volatility.
20.
Giesecke, Kay & Baeho Kim. (2007). Estimating tranche spreads by loss process simulation. 967–975. 13 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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