Edward Qian

784 total citations
32 papers, 476 citations indexed

About

Edward Qian is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Edward Qian has authored 32 papers receiving a total of 476 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 16 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Edward Qian's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (7 papers) and Insurance and Financial Risk Management (6 papers). Edward Qian is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (7 papers) and Insurance and Financial Risk Management (6 papers). Edward Qian collaborates with scholars based in United States and China. Edward Qian's co-authors include Eric H. Sorensen, Daniel O’Malley, Velimir V. Vesselinov, Karen Willcox, Benjamin Peherstorfer, Jing Shi, Robert Schoen, Ishaan Vohra and P Rubinstein and has published in prestigious journals such as Financial Analysts Journal, The Journal of Portfolio Management and SIAM/ASA Journal on Uncertainty Quantification.

In The Last Decade

Edward Qian

29 papers receiving 372 citations

Peers

Edward Qian

FINAN

MSOR

EE

ACCOU

GEEF

Thomas Breuer Austria

Daniel Egloff Switzerland

Pavel A. Stoimenov Germany

Philipp Schönbucher Switzerland

Tim Leung United States

Patrick Gagliardini Switzerland

A.C.F. Vorst Netherlands

Stathis Tompaidis United States

Paolo Guasoni United States

Giacomo Scandolo Italy

Thomas Breuer Austria

Edward Qian

178 ×0.5

FINAN

105 ×0.5

MSOR

126 ×0.7

EE

36 ×0.5

ACCOU

60 ×1.1

GEEF

Citations per year, relative to Edward Qian Edward Qian (= 1×) peers Thomas Breuer

Countries citing papers authored by Edward Qian

Since Specialization

Citations

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

Fields of papers citing papers by Edward Qian

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Edward Qian

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

All Works

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20 of 20 papers shown

1.

Qian, Edward, et al.. (2019). Pernicious Anemia Presenting With Pseudo Thrombotic Microangiopathy and Falsely Elevated B 12 Levels. Journal of Hematology. 8(3). 129–131. 5 indexed citations

2.

Qian, Edward, et al.. (2019). Protecting the Downside of Trend When It Is Not Your Friend. The Journal of Portfolio Management. 45(5). 99–111. 2 indexed citations

3.

Qian, Edward, Benjamin Peherstorfer, Daniel O’Malley, Velimir V. Vesselinov, & Karen Willcox. (2018). Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices. SIAM/ASA Journal on Uncertainty Quantification. 6(2). 683–706. 59 indexed citations

4.

Qian, Edward. (2018). Portfolio Rebalancing. 3 indexed citations

5.

Sorensen, Eric H., et al.. (2018). Not All Factor Exposures Are Created Equal. The Journal of Portfolio Management. 44(4). 39–45. 1 indexed citations

6.

Qian, Edward, et al.. (2017). The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine. The Journal of Portfolio Management. 43(4). 44–53. 1 indexed citations

7.

Qian, Edward. (2015). On the Holy Grail of “Upside Participation and Downside Protection”. The Journal of Portfolio Management. 41(2). 11–22. 1 indexed citations

8.

Qian, Edward, et al.. (2015). The Triumph of Mediocrity: A Case Study of Naïve Beta. The Journal of Portfolio Management. 41(4). 19–34. 4 indexed citations

9.

Qian, Edward. (2014). A Mathematical and Empirical Analysis of Rebalancing Alpha. SSRN Electronic Journal. 1 indexed citations

10.

Qian, Edward. (2014). Practical Applications of Are Risk Parity Managers at Risk Parity?. 2(1). 1.7–3. 1 indexed citations

11.

Qian, Edward. (2014). To Rebalance or Not to Rebalance: A Statistical Comparison of Terminal Wealth of Fixed-Weight and Buy-and-Hold Portfolios. SSRN Electronic Journal. 2 indexed citations

12.

Qian, Edward. (2012). Diversification Return and Leveraged Portfolios. The Journal of Portfolio Management. 38(4). 14–25. 18 indexed citations

13.

Sorensen, Eric H., et al.. (2007). Aspects of Constrained Long-Short Equity Portfolios. The Journal of Portfolio Management. 33(2). 12–20. 26 indexed citations

14.

Qian, Edward. (2007). Quantitative Equity Portfolio Management. 54 indexed citations

15.

Qian, Edward. (2007). Quantitative Equity Portfolio Management: Modern Techniques and Applications. Medical Entomology and Zoology. 23 indexed citations

16.

Qian, Edward. (2005). On the Financial Interpretation of Risk Contribution: Risk Budgets Do Add Up. SSRN Electronic Journal. 104 indexed citations

17.

Sorensen, Eric H., et al.. (2005). Contextual Fundamentals, Models, and Active Management. The Journal of Portfolio Management. 32(1). 23–36. 7 indexed citations

18.

Sorensen, Eric H., et al.. (2005). Contextual Fundamentals, Models, and Active Management. SSRN Electronic Journal. 1 indexed citations

19.

Qian, Edward. (2003). Tactical Asset Allocation with Pairwise Strategies. The Journal of Portfolio Management. 30(1). 39–48. 4 indexed citations

20.

Qian, Edward, et al.. (2001). Conditional Distribution in Portfolio Theory. SSRN Electronic Journal. 6 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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