Jan Obłój
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
- Probability and Risk Models
Papers in
- Finance 31
- Stochastic processes and financial applications 27
- Financial Markets and Investment Strategies 10
- Capital Investment and Risk Analysis 6
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- Economic theories and models 11
- Co-authors
- Alexander M. G. Cox (8 shared papers)Paolo Guasoni (3 shared papers)Mark H. Davis (2 shared papers)Xun Yu Zhou (7 shared papers)Xue Dong He (6 shared papers)Thaleia Zariphopoulou (2 shared papers)David Hobson (2 shared papers)Marc Yor (1 shared paper)
- Journals
- Finance and Stochastics (6 papers)Stochastic Processes and their Applications (4 papers)Mathematical Finance (4 papers)International Journal of Theoretical and Applied Finance (3 papers)Bernoulli (2 papers)
- Partner nations
- United KingdomUnited StatesSlovakia
In The Last Decade
Jan Obłój
42 papers receiving 542 citations
Peers
Comparison fields: 5 of 57
- Finance 444
- Management Science and Operations Research 221
- General Decision Sciences 26
- Mathematical Physics 89
- Statistics and Probability 65
Countries citing papers authored by Jan Obłój
This map shows the geographic impact of Jan Obłój'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 Jan Obłój with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jan Obłój more than expected).
Fields of papers citing papers by Jan Obłój
This network shows the impact of papers produced by Jan Obłój. 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 Jan Obłój. The network helps show where Jan Obłój may publish in the future.
Co-authors
The 19 scholars most cited alongside Jan Obłój, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 45 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2004 | 111 | |
| 2 | 2011 | 70 | |
| 3 | 2013 | 41 | |
| 4 | 2019 | 40 | |
| 5 | 2011 | 37 | |
| 6 | 2013 | 24 | |
| 7 | 2013 | 23 | |
| 8 | 2018 | 22 | |
| 9 | 2018 | 17 | |
| 10 | 2021 | 15 | |
| 11 | 2010 | 15 | |
| 12 | 2022 | 14 | |
| 13 | 2003 | 12 | |
| 14 | 2016 | 12 | |
| 15 | 2019 | 10 | |
| 16 | 2022 | 9 | |
| 17 | 2021 | 9 | |
| 18 | 2012 | 8 | |
| 19 | 2011 | 8 | |
| 20 | 2021 | 7 |
About Jan Obłój
Jan Obłój is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Clinical Psychology and Mathematical Physics, having authored 45 papers that have together received 589 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (27 papers), Economic theories and models (11 papers), Financial Markets and Investment Strategies (10 papers), Risk and Portfolio Optimization (8 papers), Gambling Behavior and Treatments (6 papers), Capital Investment and Risk Analysis (6 papers), Stochastic processes and statistical mechanics (5 papers) and Decision-Making and Behavioral Economics (4 papers). The work is most often cited by research in Finance (444 citations), Management Science and Operations Research (221 citations), General Decision Sciences (26 citations), Mathematical Physics (89 citations) and Statistics and Probability (65 citations). Jan Obłój has collaborated with scholars based in United Kingdom, United States and Slovakia. Frequent co-authors include Alexander M. G. Cox, Paolo Guasoni, Mark H. Davis, Xun Yu Zhou, Xue Dong He, Thaleia Zariphopoulou, David Hobson, Marc Yor, Nizar Touzi and Samuel Drapeau. Their work appears in journals such as Finance and Stochastics, Stochastic Processes and their Applications, Mathematical Finance, International Journal of Theoretical and Applied Finance and Bernoulli.
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.