Mark S. Joshi
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Mathematical Physics top 5%
- Numerical methods in inverse problems
Papers in
- Finance 96
- Stochastic processes and financial applications 94
- Financial Risk and Volatility Modeling 38
- Credit Risk and Financial Regulations 29
- Financial Markets and Investment Strategies 10
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- Numerical methods in inverse problems 12
- Co-authors
- Antônio Sá Barreto (6 shared papers)Riccardo Rebonato (3 shared papers)Chao Yang (12 shared papers)Alan Stacey (3 shared papers)Christian Fries (3 shared papers)Terence S. Leung (2 shared papers)Jochen Theis (1 shared paper)Dan Zhu (9 shared papers)
- Journals
- Quantitative Finance (10 papers)International Journal of Theoretical and Applied Finance (7 papers)The Journal of Computational Finance (5 papers)Astin Bulletin (4 papers)Communications in Partial Differential Equations (3 papers)
- Partner nations
- AustraliaUnited KingdomUnited States
In The Last Decade
Mark S. Joshi
114 papers receiving 961 citations
Peers
Comparison fields: 5 of 56
- Finance 818
- Mathematical Physics 228
- General Economics, Econometrics and Finance 139
- Management Science and Operations Research 178
- Numerical Analysis 66
Countries citing papers authored by Mark S. Joshi
This map shows the geographic impact of Mark S. Joshi'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 S. Joshi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark S. Joshi more than expected).
Fields of papers citing papers by Mark S. Joshi
This network shows the impact of papers produced by Mark S. Joshi. 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 S. Joshi. The network helps show where Mark S. Joshi may publish in the future.
Co-authors
The 25 scholars most cited alongside Mark S. Joshi, 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 125 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Concepts and Practice of Mathematical Finance | 2004 | 116 |
| 2 | 2000 | 74 | |
| 3 | 2003 | 50 | |
| 4 | 2004 | 43 | |
| 5 | 2006 | 39 | |
| 6 | 1999 | 27 | |
| 7 | 2003 | 26 | |
| 8 | 2005 | 24 | |
| 9 | 2007 | 22 | |
| 10 | 2002 | 19 | |
| 11 | 2002 | 19 | |
| 12 | 1998 | 18 | |
| 13 | 2010 | 17 | |
| 14 | 2000 | 17 | |
| 15 | 2006 | 16 | |
| 16 | 2010 | 16 | |
| 17 | 2007 | 15 | |
| 18 | 2005 | 13 | |
| 19 | 2009 | 13 | |
| 20 | 2011 | 13 |
About Mark S. Joshi
Mark S. Joshi is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 125 papers that have together received 1.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (94 papers), Financial Risk and Volatility Modeling (38 papers), Credit Risk and Financial Regulations (29 papers), Monetary Policy and Economic Impact (15 papers), Insurance, Mortality, Demography, Risk Management (13 papers), Numerical methods in inverse problems (12 papers), Complex Systems and Time Series Analysis (11 papers) and Financial Markets and Investment Strategies (10 papers). The work is most often cited by research in Finance (818 citations), Mathematical Physics (228 citations), General Economics, Econometrics and Finance (139 citations), Management Science and Operations Research (178 citations) and Numerical Analysis (66 citations). Mark S. Joshi has collaborated with scholars based in Australia, United Kingdom and United States. Frequent co-authors include Antônio Sá Barreto, Riccardo Rebonato, Chao Yang, Alan Stacey, Christian Fries, Terence S. Leung, Jochen Theis, Dan Zhu, Oh Kang Kwon and Stephen McDowall. Their work appears in journals such as Quantitative Finance, International Journal of Theoretical and Applied Finance, The Journal of Computational Finance, Astin Bulletin and Communications in Partial Differential Equations.
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.