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.
Option pricing: A simplified approach
19793.5k citationsJohn C. Cox, Stephen A. Ross et al.Journal of Financial Economicsprofile →
Countries citing papers authored by Mark Rubinstein
Since
Specialization
Citations
This map shows the geographic impact of Mark Rubinstein'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 Mark Rubinstein with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark Rubinstein more than expected).
This network shows the impact of papers produced by Mark Rubinstein. 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 Mark Rubinstein. The network helps show where Mark Rubinstein may publish in the future.
Co-authorship network of co-authors of Mark Rubinstein
This figure shows the co-authorship network connecting the top 25 collaborators of Mark Rubinstein.
A scholar is included among the top collaborators of Mark Rubinstein 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 Mark Rubinstein. Mark Rubinstein 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.
Rubinstein, Mark. (2006). Bruno de Finetti and Mean-Variance Portfolio Selection. SSRN Electronic Journal.14 indexed citations
2.
Rubinstein, Mark. (2005). Great Moments in Financial Economics: IV - The Fundamental Theorem (Part II). SSRN Electronic Journal.
3.
Rubinstein, Mark. (2005). The valuation of uncertain income streams and the pricing of options. RePEc: Research Papers in Economics. 25–51.1 indexed citations
4.
Rubinstein, Mark. (2004). Great Moments in Financial Economics: III. Short-Sales and Stock Prices. SSRN Electronic Journal.17 indexed citations
5.
Rubinstein, Mark. (2004). Great Moments in Financial Economics: I. Present Value. SSRN Electronic Journal.15 indexed citations
6.
Rubinstein, Mark. (2004). Great Moments in Financial Economics: Ii. Modigliani-Miller Theorem. SSRN Electronic Journal.19 indexed citations
7.
Jackwerth, Jens Carsten & Mark Rubinstein. (2003). Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich).1 indexed citations
8.
Rubinstein, Mark, Jens Carsten Jackwerth, & Paul Stephens. (2003). Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns. SSRN Electronic Journal. 125–160.6 indexed citations
9.
Rubinstein, Mark. (1999). Rubinstein on derivatives.4 indexed citations
10.
Rubinstein, Mark. (1998). On the Accounting Valuation of Employee Stock Options. SSRN Electronic Journal.17 indexed citations
11.
Rubinstein, Mark & Jens Carsten Jackwerth. (1998). Implied Probability Distributions: Empirical Analysis. SSRN Electronic Journal.4 indexed citations
Bhagat, S.M., et al.. (1995). FMR of powder La0.7Ca0.3MnO3. Solid State Communications. 96(3). 127–131.28 indexed citations
14.
Rubinstein, Mark, L. J. Swartzendruber, L. H. Bennett, & U. Atzmony. (1990). Fe Moessbauer effect in Y sub x Pr sub 1 minus x Ba sub 2 (Cu sub 0. 98 Fe sub 0. 02 ) sub 3 O sub 7. Journal of Applied Physics.5 indexed citations
15.
Cox, John C., Stephen A. Ross, & Mark Rubinstein. (1979). Option pricing: A simplified approach. Journal of Financial Economics. 7(3). 229–263.3519 indexed citations breakdown →
16.
Rubinstein, Mark. (1979). An Economic Evaluation of Organized Options Markets. University of Pennsylvania journal of international economic law. 2(1). 49.3 indexed citations
17.
Simons, Richard C., et al.. (1977). The first encounter : the beginnings in psychotherapy.2 indexed citations
18.
Rubinstein, Mark. (1975). Securities Market Efficiency in an Arrow-Debreu Economy. American Economic Review. 65(5). 812–824.82 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.