David C. Shimko

492 total citations
10 papers, 294 citations indexed

About

David C. Shimko is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, David C. Shimko has authored 10 papers receiving a total of 294 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 5 papers in Economics and Econometrics and 2 papers in Strategy and Management. Recurrent topics in David C. Shimko's work include Stochastic processes and financial applications (5 papers), Credit Risk and Financial Regulations (3 papers) and Insurance and Financial Risk Management (3 papers). David C. Shimko is often cited by papers focused on Stochastic processes and financial applications (5 papers), Credit Risk and Financial Regulations (3 papers) and Insurance and Financial Risk Management (3 papers). David C. Shimko collaborates with scholars based in United States and Japan. David C. Shimko's co-authors include Donald R. van Deventer, Francis A. Longstaff and Robert L. McDonald and has published in prestigious journals such as The Journal of Finance, Journal of Financial and Quantitative Analysis and Journal of Futures Markets.

In The Last Decade

David C. Shimko

9 papers receiving 247 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
David C. Shimko United States	6	275	106	59	34	20	10	294
Jack H. Rubens United States	9	209 0.8×	298 2.8×	70 1.2×	16 0.5×	14 0.7×	10	332
José Fajardo Brazil	10	195 0.7×	148 1.4×	31 0.5×	31 0.9×	13 0.7×	57	255
Lucie Teplá France	5	226 0.8×	137 1.3×	67 1.1×	49 1.4×	6 0.3×	5	260
Scott Cederburg United States	9	251 0.9×	188 1.8×	98 1.7×	19 0.6×	23 1.1×	26	302
Isabelle Bajeux‐Besnainou United States	7	232 0.8×	115 1.1×	47 0.8×	60 1.8×	13 0.7×	13	273
Patrice Poncet France	11	214 0.8×	165 1.6×	47 0.8×	42 1.2×	8 0.4×	43	269
Andrea J. Heuson United States	9	258 0.9×	220 2.1×	101 1.7×	8 0.2×	17 0.8×	29	313
Michael S. O’Doherty United States	8	246 0.9×	168 1.6×	94 1.6×	19 0.6×	21 1.1×	26	293
Arun Muralidhar United States	7	116 0.4×	101 1.0×	112 1.9×	61 1.8×	13 0.7×	53	197
Roger Ignatius United States	5	211 0.8×	189 1.8×	71 1.2×	7 0.2×	17 0.8×	13	279

Countries citing papers authored by David C. Shimko

Since Specialization

Citations

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

Fields of papers citing papers by David C. Shimko

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David C. Shimko. 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 David C. Shimko. The network helps show where David C. Shimko may publish in the future.

Co-authorship network of co-authors of David C. Shimko

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

10 of 10 papers shown

1.

Shimko, David C.. (2019). Long-Term Project Valuation in Capital-Constrained Firms. Vol. 40(3). 121–139.

2.

Shimko, David C.. (1999). Credit risk models and management. 55 indexed citations

3.

Shimko, David C.. (1998). Applying Value-at-Risk Measures to Derivatives. AIMR Conference Proceedings. 1998(4). 65–72. 1 indexed citations

4.

Shimko, David C. & Robert L. McDonald. (1997). A Golden Opportunity? Is the accepted pricing style of gold giving hedgers a subsidy?. 10. 37–39. 2 indexed citations

5.

Shimko, David C.. (1994). Options on futures spreads: Hedging, speculation, and valuation. Journal of Futures Markets. 14(2). 183–213. 47 indexed citations

6.

Shimko, David C., et al.. (1993). The Pricing of Risky Debt When Interest Rates are Stochastic. The Journal of Fixed Income. 3(2). 58–65. 124 indexed citations

7.

Longstaff, Francis A. & David C. Shimko. (1992). Finance in Continuous Time: A Primer.. The Journal of Finance. 47(5). 2072–2072. 29 indexed citations

8.

Shimko, David C.. (1992). The Valuation of Multiple Claim Insurance Contracts. Journal of Financial and Quantitative Analysis. 27(2). 229–229. 19 indexed citations

9.

Shimko, David C.. (1989). The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time. The Journal of Finance. 44(5). 1373–1373. 5 indexed citations

10.

Shimko, David C.. (1989). The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time. The Journal of Finance. 44(5). 1373–1383. 12 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.

Explore authors with similar magnitude of impact