Jan Večeř

1.0k total citations
31 papers, 707 citations indexed

About

Jan Večeř is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Jan Večeř has authored 31 papers receiving a total of 707 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 16 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Jan Večeř's work include Stochastic processes and financial applications (19 papers), Financial Markets and Investment Strategies (13 papers) and Financial Risk and Volatility Modeling (8 papers). Jan Večeř is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Markets and Investment Strategies (13 papers) and Financial Risk and Volatility Modeling (8 papers). Jan Večeř collaborates with scholars based in United States, Czechia and Germany. Jan Večeř's co-authors include Nicola Chiara, Michael J. Garvin, Olympia Hadjiliadis, Steven E. Shreve, Tomoyuki Ichiba, Runhuan Feng, Matthias R. Fengler, Robert Tompkins, Christian Fries and Joachim K. Anlauf and has published in prestigious journals such as European Journal of Operational Research, International Review of Financial Analysis and Journal of Applied Probability.

In The Last Decade

Jan Večeř

29 papers receiving 655 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Jan Večeř United States	13	571	259	112	111	101	31	707
In Joon Kim South Korea	11	855 1.5×	246 0.9×	43 0.4×	80 0.7×	106 1.0×	31	976
Vicky Henderson United Kingdom	18	1.1k 1.8×	558 2.2×	264 2.4×	137 1.2×	128 1.3×	61	1.2k
A. G. Z. Kemna Netherlands	5	663 1.2×	279 1.1×	57 0.5×	57 0.5×	96 1.0×	7	732
A.C.F. Vorst Netherlands	9	400 0.7×	158 0.6×	69 0.6×	60 0.5×	27 0.3×	20	531
Philipp Schönbucher Switzerland	13	962 1.7×	301 1.2×	166 1.5×	66 0.6×	29 0.3×	22	1.1k
Phelim Boyle Canada	12	849 1.5×	347 1.3×	211 1.9×	305 2.7×	34 0.3×	30	1.1k
Mark Schröder United States	16	1.0k 1.8×	552 2.1×	152 1.4×	119 1.1×	30 0.3×	33	1.2k
Daniele Marazzina Italy	11	283 0.5×	140 0.5×	63 0.6×	78 0.7×	22 0.2×	52	418
Abel Cadenillas Canada	17	788 1.4×	500 1.9×	373 3.3×	296 2.7×	55 0.5×	38	1.1k
Dylan Possamaï France	15	486 0.9×	264 1.0×	208 1.9×	89 0.8×	15 0.1×	52	616

Countries citing papers authored by Jan Večeř

Since Specialization

Citations

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

Fields of papers citing papers by Jan Večeř

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jan Večeř

This figure shows the co-authorship network connecting the top 25 collaborators of Jan Večeř. A scholar is included among the top collaborators of Jan Večeř 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 Jan Večeř. Jan Večeř 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

Večeř, Jan, et al.. (2024). Portfolio optimization beyond utility maximization: the case of driftless markets. European Journal of Finance. 31(3). 318–347.

Večeř, Jan, et al.. (2021). On equity market inefficiency during the COVID-19 pandemic. International Review of Financial Analysis. 77. 101820–101820. 14 indexed citations

Večeř, Jan, et al.. (2021). Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis. Risks. 9(2). 31–31. 7 indexed citations

Večeř, Jan. (2020). Optimal Distributional Trading Gain: State Price Density Equilibrium and Bayesian Statistics. SSRN Electronic Journal. 3 indexed citations

Feng, Runhuan & Jan Večeř. (2016). Risk based capital for guaranteed minimum withdrawal benefit. Quantitative Finance. 17(3). 471–478. 13 indexed citations

Večeř, Jan. (2013). Crossing in Soccer has a Strong Negative Impact on Scoring: Evidence from the English Premier League. SSRN Electronic Journal. 8 indexed citations

Večeř, Jan. (2012). BLACK–SCHOLES REPRESENTATION FOR ASIAN OPTIONS. Mathematical Finance. 24(3). 598–626. 14 indexed citations

Dong, Feng, Nicola Chiara, & Jan Večeř. (2010). VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES. International Journal of Theoretical and Applied Finance. 13(5). 751–765. 2 indexed citations

Večeř, Jan, et al.. (2009). Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups. Stochastic Processes and their Applications. 119(8). 2563–2578. 38 indexed citations

10.

Večeř, Jan, et al.. (2009). Estimating the Effect of the Red Card in Soccer: When to Commit an Offense in Exchange for Preventing a Goal Opportunity. Journal of Quantitative Analysis in Sports. 5(1). 17 indexed citations

11.

Večeř, Jan, et al.. (2007). Tradable measure of risk. MPRA Paper.

12.

Chiara, Nicola, Michael J. Garvin, & Jan Večeř. (2007). Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects. Journal of Infrastructure Systems. 13(2). 97–104. 132 indexed citations

13.

Fengler, Matthias R., et al.. (2006). Better Than Its Reputation: An Empirical Hedging Analysis Of The Local Volatility Model For Barrier Options. SSRN Electronic Journal. 9 indexed citations

14.

Večeř, Jan, et al.. (2004). The mean comparison theorem cannot be extended to the Poisson case. Journal of Applied Probability. 41(4). 1199–1202. 1 indexed citations

15.

Večeř, Jan, et al.. (2004). Pricing Asian options in a semimartingale model. Quantitative Finance. 4(2). 170–175. 56 indexed citations

16.

Večeř, Jan, et al.. (2004). The mean comparison theorem cannot be extended to the Poisson case. Journal of Applied Probability. 41(4). 1199–1202. 3 indexed citations

17.

Stark, C. P., Jan Večeř, Fausto Guzzetti, & Niels Hovius. (2003). Landslide size distributions and the structure of mountain landscapes. EGS - AGU - EUG Joint Assembly. 2071. 1 indexed citations

18.

Večeř, Jan. (2001). A new PDE approach for pricing arithmetic average Asian options. The Journal of Computational Finance. 4(4). 105–113. 194 indexed citations

19.

Shreve, Steven E. & Jan Večeř. (2000). Options on a Traded Account: Vacation Calls, Vacation Puts and Passport Options. RePEc: Research Papers in Economics. 3 indexed citations

20.

Shreve, Steven E. & Jan Večeř. (2000). Options on a traded account: Vacation calls, vacation puts and passport options. Finance and Stochastics. 4(3). 255–274. 35 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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