Lars Stentoft
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
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- Monetary Policy and Economic Impact
Papers in
- Finance 58
- Stochastic processes and financial applications 50
- Financial Risk and Volatility Modeling 36
- Capital Investment and Risk Analysis 15
- Financial Markets and Investment Strategies 9
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- Market Dynamics and Volatility 11
- Complex Systems and Time Series Analysis 8
- Co-authors
- Jeroen V.K. Rombouts (8 shared papers)M. Martin Boyer (6 shared papers)Jean‐Guy Simonato (2 shared papers)Michel Denault (1 shared paper)Francesco Violante (3 shared papers)Svend Hylleberg (2 shared papers)Pascal François (1 shared paper)Morten Ørregaard Nielsen (2 shared papers)
- Journals
- Finance research letters (3 papers)Journal of Financial Econometrics (3 papers)Journal of Banking & Finance (3 papers)Quantitative Finance (2 papers)Journal of Empirical Finance (1 paper)
- Partner nations
- CanadaDenmarkUnited States
In The Last Decade
Lars Stentoft
61 papers receiving 622 citations
Peers
Comparison fields: 5 of 50
- Finance 548
- General Economics, Econometrics and Finance 95
- Economics and Econometrics 285
- Demography 90
- Management Science and Operations Research 84
Countries citing papers authored by Lars Stentoft
This map shows the geographic impact of Lars Stentoft'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 Lars Stentoft with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lars Stentoft more than expected).
Fields of papers citing papers by Lars Stentoft
This network shows the impact of papers produced by Lars Stentoft. 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 Lars Stentoft. The network helps show where Lars Stentoft may publish in the future.
Co-authors
The 13 scholars most cited alongside Lars Stentoft, 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 69 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2004 | 129 | |
| 2 | 2004 | 82 | |
| 3 | 2005 | 51 | |
| 4 | 2008 | 42 | |
| 5 | 2011 | 28 | |
| 6 | 2008 | 27 | |
| 7 | 2013 | 19 | |
| 8 | 2012 | 17 | |
| 9 | 2020 | 17 | |
| 10 | 2014 | 16 | |
| 11 | 2007 | 14 | |
| 12 | 2014 | 11 | |
| 13 | 2013 | 11 | |
| 14 | 2014 | 10 | |
| 15 | 2004 | 10 | |
| 16 | 2020 | 10 | |
| 17 | 2018 | 9 | |
| 18 | 2010 | 8 | |
| 19 | 2020 | 8 | |
| 20 | 2010 | 8 |
About Lars Stentoft
Lars Stentoft is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Demography and Management Science and Operations Research, having authored 69 papers that have together received 649 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (50 papers), Financial Risk and Volatility Modeling (36 papers), Capital Investment and Risk Analysis (15 papers), Market Dynamics and Volatility (11 papers), Monetary Policy and Economic Impact (11 papers), Insurance, Mortality, Demography, Risk Management (9 papers), Financial Markets and Investment Strategies (9 papers) and Complex Systems and Time Series Analysis (8 papers). The work is most often cited by research in Finance (548 citations), General Economics, Econometrics and Finance (95 citations), Economics and Econometrics (285 citations), Demography (90 citations) and Management Science and Operations Research (84 citations). Lars Stentoft has collaborated with scholars based in Canada, Denmark and United States. Frequent co-authors include Jeroen V.K. Rombouts, M. Martin Boyer, Jean‐Guy Simonato, Michel Denault, Francesco Violante, Svend Hylleberg, Pascal François, Morten Ørregaard Nielsen, Lars Skipper and Sha Wang. Their work appears in journals such as Finance research letters, Journal of Financial Econometrics, Journal of Banking & Finance, Quantitative Finance and Journal of Empirical Finance.
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.