David M. Modest
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Accounting top 2%
- Corporate Finance and Governance
Papers in
- Finance 14
- Financial Markets and Investment Strategies 11
- Stochastic processes and financial applications 4
- Capital Investment and Risk Analysis 3
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- Housing Market and Economics 5
- Economic theories and models 3
- Market Dynamics and Volatility 2
- Co-authors
- Bruce N. Lehmann (7 shared papers)Robert Cumby (1 shared paper)Hua He (2 shared papers)Mahadevan Sundaresan (1 shared paper)Alan J. Marcus (2 shared papers)Robert H. Litzenberger (1 shared paper)
- Journals
- The Journal of Finance (4 papers)Journal of Financial Economics (2 papers)Journal of Political Economy (2 papers)The Journal of Portfolio Management (1 paper)Management Science (1 paper)
- Partner nations
- United StatesChina
In The Last Decade
David M. Modest
14 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 50
- Finance 1.2k
- Accounting 525
- General Economics, Econometrics and Finance 359
- Economics and Econometrics 856
- Management Science and Operations Research 196
Countries citing papers authored by David M. Modest
This map shows the geographic impact of David M. Modest'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 M. Modest with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David M. Modest more than expected).
Fields of papers citing papers by David M. Modest
This network shows the impact of papers produced by David M. Modest. 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 M. Modest. The network helps show where David M. Modest may publish in the future.
Co-authors
The 6 scholars most cited alongside David M. Modest, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 1987 | 399 | |
| 2 | 1988 | 229 | |
| 3 | 1987 | 179 | |
| 4 | 1995 | 147 | |
| 5 | 1983 | 143 | |
| 6 | 1994 | 115 | |
| 7 | 1987 | 93 | |
| 8 | 1994 | 38 | |
| 9 | 1984 | 26 | |
| 10 | 1984 | 22 | |
| 11 | 1986 | 19 | |
| 12 | 2005 | 17 | |
| 13 | Market Frictions and Consumption-Based Asset Pricing | 1994 | 15 |
| 14 | 2008 | 12 | |
| 15 | Diversification and the Optimal Construction of Basis Portfolios | 2003 | 0 |
About David M. Modest
David M. Modest is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Management Science and Operations Research, having authored 15 papers that have together received 1.5k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (11 papers), Housing Market and Economics (5 papers), Monetary Policy and Economic Impact (4 papers), Stochastic processes and financial applications (4 papers), Capital Investment and Risk Analysis (3 papers), Economic theories and models (3 papers), Market Dynamics and Volatility (2 papers) and Corporate Finance and Governance (2 papers). The work is most often cited by research in Finance (1.2k citations), Accounting (525 citations), General Economics, Econometrics and Finance (359 citations), Economics and Econometrics (856 citations) and Management Science and Operations Research (196 citations). David M. Modest has collaborated with scholars based in United States and China. Frequent co-authors include Bruce N. Lehmann, Robert Cumby, Hua He, Mahadevan Sundaresan, Alan J. Marcus and Robert H. Litzenberger. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Journal of Political Economy, The Journal of Portfolio Management and Management Science.
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.