John M. Mulvey

7.2k total citations · 1 hit paper
122 papers, 4.8k citations indexed

About

John M. Mulvey is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, John M. Mulvey has authored 122 papers receiving a total of 4.8k indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 41 papers in Management Science and Operations Research and 38 papers in Economics and Econometrics. Recurrent topics in John M. Mulvey's work include Risk and Portfolio Optimization (26 papers), Financial Markets and Investment Strategies (23 papers) and Insurance, Mortality, Demography, Risk Management (21 papers). John M. Mulvey is often cited by papers focused on Risk and Portfolio Optimization (26 papers), Financial Markets and Investment Strategies (23 papers) and Insurance, Mortality, Demography, Risk Management (21 papers). John M. Mulvey collaborates with scholars based in United States, South Korea and France. John M. Mulvey's co-authors include Stavros A. Zenios, Robert J. Vanderbei, Hercules Vladimirou, Andrzej Ruszczyński, William T. Ziemba, Harlan Crowder, David P. Ahlfeld, George F. Pinder, Tamra Carpenter and Michael P. Beck and has published in prestigious journals such as Management Science, Water Resources Research and Communications of the ACM.

In The Last Decade

John M. Mulvey

122 papers receiving 4.4k citations

Hit Papers

Robust Optimization of Large-Scale Systems 1995 2026 2005 2015 1995 400 800 1.2k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Robust Optimization of Large-Scale Systems
    1995 1.5k citations John M. Mulvey et al. profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
John M. Mulvey United States 32 1.6k 991 946 744 723 122 4.8k
Stavros A. Zenios United States 35 1.9k 1.2× 930 0.9× 1.4k 1.5× 445 0.6× 1.1k 1.5× 189 5.2k
Ralph E. Steuer United States 32 2.3k 1.4× 1.5k 1.6× 477 0.5× 356 0.5× 599 0.8× 78 4.6k
Andrzej Ruszczyński United States 40 4.7k 2.9× 1.7k 1.8× 1.4k 1.4× 728 1.0× 1.1k 1.6× 120 7.9k
Stein W. Wallace Norway 35 1.7k 1.1× 1.1k 1.1× 517 0.5× 1.3k 1.8× 528 0.7× 142 5.8k
Shabbir Ahmed United States 45 2.4k 1.5× 2.1k 2.1× 337 0.4× 1.3k 1.7× 352 0.5× 140 7.3k
Gautam Mitra United Kingdom 28 1.2k 0.7× 460 0.5× 585 0.6× 387 0.5× 400 0.6× 134 2.7k
Darinka Dentcheva United States 20 2.4k 1.5× 906 0.9× 590 0.6× 238 0.3× 512 0.7× 58 3.9k
Michael C. Fu United States 41 3.0k 1.9× 727 0.7× 678 0.7× 1.4k 1.9× 302 0.4× 263 6.5k
John R. Birge United States 45 3.1k 1.9× 2.2k 2.2× 928 1.0× 1.7k 2.2× 1.2k 1.6× 199 10.6k
Stanley Zionts United States 31 2.1k 1.3× 1.2k 1.2× 158 0.2× 526 0.7× 579 0.8× 85 4.3k

Countries citing papers authored by John M. Mulvey

Since Specialization
Citations

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

Fields of papers citing papers by John M. Mulvey

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John M. Mulvey. 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 John M. Mulvey. The network helps show where John M. Mulvey may publish in the future.

Co-authorship network of co-authors of John M. Mulvey

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

All Works

20 of 20 papers shown
1.
Kolm, Petter N., et al.. (2024). Identifying patterns in financial markets: extending the statistical jump model for regime identification. Annals of Operations Research. 8 indexed citations
2.
Mulvey, John M., et al.. (2024). Downside risk reduction using regime-switching signals: a statistical jump model approach. Journal of Asset Management. 25(5). 493–507. 3 indexed citations
3.
Mulvey, John M., et al.. (2024). Dynamic asset allocation with asset-specific regime forecasts. Annals of Operations Research. 346(1). 285–318. 3 indexed citations
4.
Nie, Yuqi, et al.. (2024). Regime-Aware Factor Allocation with Optimal Feature Selection. 6(3). 10–37. 4 indexed citations
5.
Mulvey, John M., et al.. (2022). Optimizing Multidocument Summarization by Blending Reinforcement Learning Policies. IEEE Transactions on Artificial Intelligence. 4(3). 416–427. 3 indexed citations
6.
Mulvey, John M.. (2017). Machine Learning and Financial Planning. IEEE Potentials. 36(6). 8–13. 13 indexed citations
7.
Kim, Woo Chang, Jang Ho Kim, John M. Mulvey, & Frank J. Fabozzi. (2015). Focusing on the worst state for robust investing. International Review of Financial Analysis. 39. 19–31. 11 indexed citations
8.
Liu, Han, John M. Mulvey, & Tianqi Zhao. (2015). A semiparametric graphical modelling approach for large-scale equity selection. Quantitative Finance. 16(7). 1053–1067. 4 indexed citations
9.
Mulvey, John M., et al.. (2013). Applying a Stochastic Financial Planning System to an Individual:Immediate or Deferred Life Annuities?. The Journal of Retirement. 1(2). 46–60. 17 indexed citations
10.
Mulvey, John M., et al.. (2007). Improving performance for long-term investors: wide diversification, leverage, and overlay strategies. Quantitative Finance. 7(2). 175–187. 18 indexed citations
11.
Mulvey, John M., et al.. (2005). Applying CVaR for decentralized risk management of financial companies. Journal of Banking & Finance. 30(2). 627–644. 26 indexed citations
12.
Mulvey, John M.. (2004). The role of hedge funds for long-term investors. Journal of financial transformation. 10. 23–28. 1 indexed citations
13.
Mulvey, John M., et al.. (2004). Risk management of a P/C insurance company scenario generation, simulation and optimization. 2. 364–371. 3 indexed citations
14.
Mulvey, John M., et al.. (2003). Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization. Winter Simulation Conference. 364–371. 1 indexed citations
15.
Ziemba, William T. & John M. Mulvey. (1998). Worldwide asset and liability modeling. RePEc: Research Papers in Economics. 246 indexed citations
16.
Mulvey, John M., et al.. (1997). Strategic financial risk management and operations research. European Journal of Operational Research. 97(1). 1–16. 65 indexed citations
17.
Mulvey, John M., et al.. (1994). An Extension of the DQA Algorithm to Convex Stochastic Programs. SIAM Journal on Optimization. 4(4). 735–753. 24 indexed citations
18.
Mulvey, John M.. (1983). Computer Modeling for State Use: Implications for Professional Responsibility. IEEE Technology and Society Magazine. 2(2). 3–29. 3 indexed citations
19.
Mulvey, John M., et al.. (1978). A critical review of comparisons of mathematical programming algorithms and software (1953-1977). Journal of Research of the National Bureau of Standards. 83(6). 563–563. 15 indexed citations
20.
Mulvey, John M., et al.. (1970). Sampling oscilloscope circuits. CERN Document Server (European Organization for Nuclear Research). 10 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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