Masahiko Egami

590 total citations
34 papers, 341 citations indexed

About

Masahiko Egami is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Masahiko Egami has authored 34 papers receiving a total of 341 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 16 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in Masahiko Egami's work include Stochastic processes and financial applications (23 papers), Probability and Risk Models (13 papers) and Credit Risk and Financial Regulations (9 papers). Masahiko Egami is often cited by papers focused on Stochastic processes and financial applications (23 papers), Probability and Risk Models (13 papers) and Credit Risk and Financial Regulations (9 papers). Masahiko Egami collaborates with scholars based in Japan, United States and Türkiye. Masahiko Egami's co-authors include Erhan Bayraktar, Kazutoshi Yamazaki, Virginia R. Young, Tim Leung, Savaş Dayanik, Kaoru Hosono and Yasuyuki Kato and has published in prestigious journals such as Operations Research, Journal of Banking & Finance and Journal of Corporate Finance.

In The Last Decade

Masahiko Egami

33 papers receiving 328 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Masahiko Egami Japan	10	237	187	130	124	47	34	341
Peter Lakner United States	10	396 1.7×	152 0.8×	220 1.7×	75 0.6×	25 0.5×	21	465
Xuewei Yang China	11	314 1.3×	106 0.6×	94 0.7×	52 0.4×	37 0.8×	43	354
Budhi Surya New Zealand	9	158 0.7×	120 0.6×	55 0.4×	49 0.4×	27 0.6×	24	213
Hansjörg Furrer Switzerland	5	168 0.7×	170 0.9×	99 0.8×	108 0.9×	17 0.4×	6	262
Tahir Choulli Canada	10	318 1.3×	267 1.4×	224 1.7×	211 1.7×	11 0.2×	35	441
Rongming Wang China	13	254 1.1×	349 1.9×	219 1.7×	328 2.6×	26 0.6×	58	491
Aleš Černý United Kingdom	13	412 1.7×	135 0.7×	285 2.2×	83 0.7×	8 0.2×	44	523
Wulin Suo Canada	8	280 1.2×	58 0.3×	86 0.7×	46 0.4×	11 0.2×	19	321
Marcos Escobar Canada	10	265 1.1×	91 0.5×	101 0.8×	85 0.7×	11 0.2×	57	319
Bjarne Højgaard Denmark	9	263 1.1×	385 2.1×	218 1.7×	357 2.9×	32 0.7×	13	525

Countries citing papers authored by Masahiko Egami

Since Specialization

Citations

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

Fields of papers citing papers by Masahiko Egami

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Masahiko Egami. 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 Masahiko Egami. The network helps show where Masahiko Egami may publish in the future.

Co-authorship network of co-authors of Masahiko Egami

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

All Works

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20 of 20 papers shown

Egami, Masahiko, et al.. (2020). Time reversal and last passage time of diffusions with applications to credit risk management. Finance and Stochastics. 24(3). 795–825. 5 indexed citations

Egami, Masahiko, et al.. (2017). An analysis of simultaneous company defaults using a shot noise process. Journal of Banking & Finance. 80. 135–161. 1 indexed citations

Egami, Masahiko & Kazutoshi Yamazaki. (2014). On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models. Advances in Applied Probability. 46(1). 139–167. 4 indexed citations

Egami, Masahiko & Kazutoshi Yamazaki. (2014). Phase-type fitting of scale functions for spectrally negative Lévy processes. Journal of Computational and Applied Mathematics. 264. 1–22. 43 indexed citations

Egami, Masahiko, et al.. (2013). Optimal Stopping When the Absorbing Boundary is Following After. SSRN Electronic Journal. 1 indexed citations

Egami, Masahiko, et al.. (2013). An Analysis of Cds Market Liquidity by the Hawkes Process. SSRN Electronic Journal. 1 indexed citations

Dayanik, Savaş & Masahiko Egami. (2012). Optimal Stopping Problems for Asset Management. Advances in Applied Probability. 44(3). 655–677. 6 indexed citations

Egami, Masahiko, Tim Leung, & Kazutoshi Yamazaki. (2012). Default swap games driven by spectrally negative Lévy processes. Stochastic Processes and their Applications. 123(2). 347–384. 14 indexed citations

Egami, Masahiko & Kazutoshi Yamazaki. (2012). Precautionary measures for credit risk management in jump models. Stochastics. 85(1). 111–143. 23 indexed citations

10.

Egami, Masahiko. (2010). A game options approach to the investment problem with convertible debt financing. Journal of Economic Dynamics and Control. 34(8). 1456–1470. 9 indexed citations

11.

Bayraktar, Erhan & Masahiko Egami. (2010). On the One-Dimensional Optimal Switching Problem. Mathematics of Operations Research. 35(1). 140–159. 32 indexed citations

12.

Egami, Masahiko. (2009). A framework for the study of expansion options, loan commitments and agency costs. Journal of Corporate Finance. 15(3). 345–357. 6 indexed citations

13.

Bayraktar, Erhan & Masahiko Egami. (2009). A unified treatment of dividend payment problems under fixed cost and implementation delays. Mathematical Methods of Operations Research. 71(2). 325–351. 5 indexed citations

14.

Egami, Masahiko, et al.. (2008). A continuous-time search model with job switch and jumps. Mathematical Methods of Operations Research. 70(2). 241–267. 3 indexed citations

15.

Egami, Masahiko. (2008). A Game Options Approach to the Investment Problem with Convertible Securities Financing. SSRN Electronic Journal. 3 indexed citations

16.

Bayraktar, Erhan & Masahiko Egami. (2008). An Analysis of Monotone Follower Problems for Diffusion Processes. Mathematics of Operations Research. 33(2). 336–350. 7 indexed citations

17.

Egami, Masahiko & Virginia R. Young. (2008). Optimal reinsurance strategy under fixed cost and delay. Stochastic Processes and their Applications. 119(3). 1015–1034. 9 indexed citations

18.

Egami, Masahiko. (2008). A Framework for the Study of Expansion Options, Loan Commitments and Agency Costs. SSRN Electronic Journal. 1 indexed citations

19.

Bayraktar, Erhan & Masahiko Egami. (2007). Optimal Dividend Payments under Fixed Cost and Implementation Delays for Various Models. arXiv (Cornell University). 1 indexed citations

20.

Bayraktar, Erhan & Masahiko Egami. (2006). The effects of implementation delay on decision-making under uncertainty. Stochastic Processes and their Applications. 117(3). 333–358. 18 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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