Mark Rubinstein

20.6k citations
151 papers · 13.2k indexed · 4 hit papers · h-index 41

Mark Rubinstein

149 papers receiving 11.6k citations

Hit Papers

Recovering Probability Distributions from Option Prices735197620261992200910002.0k3.0k

Peers

Mark Rubinstein
Comparison fields: 5 of 145
  • Finance 8.9k
  • Economics and Econometrics 4.9k
  • General Decision Sciences 243
  • Accounting 1.4k
  • Condensed Matter Physics 1.4k
Replace Robert J. Elliott with:
Robert J. Elliott Canada
Michael Y. Hu United States
Xiaoyan Zhang China
Kalman J. Cohen United States
Xavier Gabaix United States
Robert G. Chambers United States
Jean‐Philippe Bouchaud France
Karl Brünner Germany
Marcel Ausloos Belgium
M.S. Adler United States
Mark Rubinstein relative to Robert J. Elliott Canada Robert J. Elliott's profile →
Citations per field
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Citations per year

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).

Fields of papers citing papers by Mark Rubinstein

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

The 25 scholars most cited alongside Mark Rubinstein, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Mark Rubinstein Line = papers co-authored together Mark Rubinstein links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1
Bruno de Finetti and Mean-Variance Portfolio Selection
200614
2
The valuation of uncertain income streams and the pricing of options
20051
3
Great Moments in Financial Economics: IV - The Fundamental Theorem (Part II)
20050
4
Great Moments in Financial Economics: Ii. Modigliani-Miller Theorem
200419
5
Great Moments in Financial Economics: III. Short-Sales and Stock Prices
200417
6
Great Moments in Financial Economics: I. Present Value
200415
7
Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns
20031
8
Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns
20036
9 200121
10
Rubinstein on derivatives
19994
11
On the Accounting Valuation of Employee Stock Options
199817
12
Implied Probability Distributions: Empirical Analysis
19984
13 19951
14 199528
15
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
19905
16
Option pricing: A simplified approachbreakdown →
19793519
17
An Economic Evaluation of Organized Options Markets
19793
18
The first encounter : the beginnings in psychotherapy
19772
19
Securities Market Efficiency in an Arrow-Debreu Economy
197582
20 1973325

About Mark Rubinstein

Mark Rubinstein is a scholar working on Condensed Matter Physics, Finance and Electronic, Optical and Magnetic Materials, having authored 151 papers that have together received 13.2k indexed citations. Recurring topics across this work include Magnetic properties of thin films (35 papers), Financial Markets and Investment Strategies (25 papers), Stochastic processes and financial applications (22 papers), Magnetic and transport properties of perovskites and related materials (21 papers), Rare-earth and actinide compounds (19 papers), Physics of Superconductivity and Magnetism (19 papers), Capital Investment and Risk Analysis (18 papers) and Magnetic Properties and Applications (17 papers). The work is most often cited by research in Finance (8.9k citations), Economics and Econometrics (4.9k citations) and General Decision Sciences (243 citations). Mark Rubinstein has collaborated with scholars based in United States, Israel and Germany. Frequent co-authors include Stephen A. Ross, John C. Cox, Jens Carsten Jackwerth, M. Jaime, M. B. Salamon, Douglas B. Chrisey, J. S. Horwitz, Robert H. Litzenberger, Randolph E. Treece and Hayne E. Leland. Their work appears in journals such as Journal of Applied Physics, The Journal of Finance, Physical review. B, Condensed matter, Journal of Magnetism and Magnetic Materials and Financial Analysts Journal.

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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