Dan Stefek

689 total citations
15 papers, 485 citations indexed

About

Dan Stefek is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Dan Stefek has authored 15 papers receiving a total of 485 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Dan Stefek's work include Financial Markets and Investment Strategies (8 papers), Financial Risk and Volatility Modeling (3 papers) and Housing Market and Economics (3 papers). Dan Stefek is often cited by papers focused on Financial Markets and Investment Strategies (8 papers), Financial Risk and Volatility Modeling (3 papers) and Housing Market and Economics (3 papers). Dan Stefek collaborates with scholars based in United States and India. Dan Stefek's co-authors include Andrew Rudd, Richard C. Grinold, Frank Nielsen, Jennifer Bender, Stan Beckers and Mark H. Davis and has published in prestigious journals such as Journal of Banking & Finance, The Journal of Portfolio Management and The Journal of Alternative Investments.

In The Last Decade

Dan Stefek

12 papers receiving 382 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Dan Stefek United States	7	436	272	153	147	45	15	485
Alexander Kurshev United States	7	383 0.9×	338 1.2×	125 0.8×	148 1.0×	49 1.1×	8	498
Michael F. Gallmeyer United States	15	497 1.1×	412 1.5×	191 1.2×	259 1.8×	34 0.8×	43	649
Patricia Chelley‐Steeley United Kingdom	12	410 0.9×	304 1.1×	126 0.8×	136 0.9×	60 1.3×	54	455
Bernard Herskovic United States	7	342 0.8×	313 1.2×	103 0.7×	118 0.8×	34 0.8×	16	475
Panayotis Alexakis Greece	12	302 0.7×	333 1.2×	183 1.2×	84 0.6×	35 0.8×	25	436
Oliver Boguth United States	10	459 1.1×	320 1.2×	121 0.8×	170 1.2×	28 0.6×	21	537
Stefano Cavaglia United Kingdom	10	490 1.1×	397 1.5×	308 2.0×	144 1.0×	28 0.6×	23	606
Christof W. Stahel United States	10	456 1.0×	225 0.8×	67 0.4×	181 1.2×	33 0.7×	26	490
Konstantinos Kassimatis Greece	11	255 0.6×	179 0.7×	91 0.6×	110 0.7×	43 1.0×	24	312
Esa Jokivuolle Finland	12	342 0.8×	188 0.7×	98 0.6×	126 0.9×	18 0.4×	45	423

Countries citing papers authored by Dan Stefek

Since Specialization

Citations

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

Fields of papers citing papers by Dan Stefek

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Dan Stefek

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

All Works

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15 of 15 papers shown

1.

Stefek, Dan, et al.. (2011). Private and Public Real Estate: What Is the Link?. The Journal of Alternative Investments. 14(3). 66–75. 6 indexed citations

2.

Stefek, Dan, et al.. (2011). Private and Public Real Estate:What Is the Link?. The Journal of Alternative Investments. 14(3). 66–75.

3.

Bender, Jennifer, et al.. (2010). Manipulating Correlations Through Latent Drivers. SSRN Electronic Journal. 2 indexed citations

4.

Bender, Jennifer, et al.. (2010). Constraining Shortfall, April 2010. SSRN Electronic Journal.

5.

Bender, Jennifer, et al.. (2010). Portfolio of Risk Premia: A New Approach to Diversification. The Journal of Portfolio Management. 36(2). 17–25. 60 indexed citations

6.

Bender, Jennifer, et al.. (2009). Refining Portfolio Construction When Alphas and Risk Factors are Misaligned. SSRN Electronic Journal. 2 indexed citations

7.

Bender, Jennifer, et al.. (2009). Portfolio of Risk Premia: A New Approach to Diversification. SSRN Electronic Journal. 2 indexed citations

8.

Bender, Jennifer, et al.. (2009). Decomposing the Impact of Portfolio Constraints, August 2009. SSRN Electronic Journal. 2 indexed citations

9.

Nielsen, Frank, et al.. (2009). Portfolio of Risk Premia: A New Approach to Diversification. SSRN Electronic Journal. 15 indexed citations

10.

Bender, Jennifer, et al.. (2009). Forecast Risk Bias in Optimized Portfolios, October 2009. SSRN Electronic Journal.

11.

Stefek, Dan, et al.. (2008). Do Risk Factors Eat Alphas?. The Journal of Portfolio Management. 34(4). 12–25. 29 indexed citations

12.

Stefek, Dan, et al.. (2005). Sources of Return in Global Investing. The Journal of Portfolio Management. 31(2). 12–21. 12 indexed citations

13.

Stefek, Dan, et al.. (1992). Emerging Markets. The Journal of Portfolio Management. 19(1). 41–50. 170 indexed citations

14.

Beckers, Stan, Richard C. Grinold, Andrew Rudd, & Dan Stefek. (1992). The relative importance of common factors across the European equity markets. Journal of Banking & Finance. 16(1). 75–95. 53 indexed citations

15.

Grinold, Richard C., Andrew Rudd, & Dan Stefek. (1989). Global factors. The Journal of Portfolio Management. 16(1). 79–88. 132 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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