Mats Kjaer

503 total citations
16 papers, 288 citations indexed

About

Mats Kjaer is a scholar working on Finance, Accounting and Strategy and Management. According to data from OpenAlex, Mats Kjaer has authored 16 papers receiving a total of 288 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 6 papers in Accounting and 2 papers in Strategy and Management. Recurrent topics in Mats Kjaer's work include Credit Risk and Financial Regulations (7 papers), Stochastic processes and financial applications (7 papers) and Banking stability, regulation, efficiency (6 papers). Mats Kjaer is often cited by papers focused on Credit Risk and Financial Regulations (7 papers), Stochastic processes and financial applications (7 papers) and Banking stability, regulation, efficiency (6 papers). Mats Kjaer collaborates with scholars based in United States, United Kingdom and Sweden. Mats Kjaer's co-authors include Christoph Burgard and Ehud I. Ronn and has published in prestigious journals such as Applied Mathematical Finance, The Journal of Derivatives and The Journal of Credit Risk.

In The Last Decade

Mats Kjaer

16 papers receiving 259 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Mats Kjaer United States	7	257	69	34	29	27	16	288
Donald R. van Deventer United States	8	322 1.3×	104 1.5×	16 0.5×	43 1.5×	79 2.9×	14	378
Jeremy Evnine United States	5	320 1.2×	130 1.9×	28 0.8×	33 1.1×	24 0.9×	6	335
Dietmar Leisen Germany	8	249 1.0×	92 1.3×	14 0.4×	21 0.7×	17 0.6×	25	268
Christoph Burgard United States	6	215 0.8×	50 0.7×	32 0.9×	22 0.8×	29 1.1×	11	249
Ronald C. Heynen United States	7	369 1.4×	184 2.7×	23 0.7×	67 2.3×	8 0.3×	9	396
Xinfeng Ruan New Zealand	10	224 0.9×	171 2.5×	15 0.4×	27 0.9×	32 1.2×	47	288
Rafał M. Wojakowski United Kingdom	11	238 0.9×	161 2.3×	33 1.0×	7 0.2×	71 2.6×	30	274
Oh Kang Kwon Australia	8	151 0.6×	61 0.9×	18 0.5×	34 1.2×	9 0.3×	31	208
Robert Tompkins Austria	10	259 1.0×	97 1.4×	11 0.3×	26 0.9×	5 0.2×	21	278
David C. Shimko United States	6	275 1.1×	106 1.5×	20 0.6×	12 0.4×	59 2.2×	10	294

Countries citing papers authored by Mats Kjaer

Since Specialization

Citations

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

Fields of papers citing papers by Mats Kjaer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Mats Kjaer

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

All Works

Sort: Min cites: Since: Top N: Style:

16 of 16 papers shown

1.

Kjaer, Mats. (2018). KVA Unmasked. SSRN Electronic Journal. 1 indexed citations

2.

Kjaer, Mats. (2017). Consistent XVA Metrics Part I: Single-Currency. SSRN Electronic Journal. 1 indexed citations

3.

Kjaer, Mats. (2017). KVA from the beginning. SSRN Electronic Journal. 1 indexed citations

4.

Kjaer, Mats. (2017). Consistent XVA Metrics Part II: Multi-Currency. SSRN Electronic Journal. 3 indexed citations

5.

Burgard, Christoph & Mats Kjaer. (2014). Derivatives Funding, Netting and Accounting. SSRN Electronic Journal. 9 indexed citations

6.

Burgard, Christoph & Mats Kjaer. (2012). A Generalised CVA with Funding and Collateral. SSRN Electronic Journal. 14 indexed citations

7.

Burgard, Christoph & Mats Kjaer. (2012). CVA and FVA with funding aware close outs. SSRN Electronic Journal. 3 indexed citations

8.

Burgard, Christoph & Mats Kjaer. (2012). Addendum to: 'PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs'. SSRN Electronic Journal. 11 indexed citations

9.

Burgard, Christoph & Mats Kjaer. (2012). The FVA Debate: In Theory and Practice. SSRN Electronic Journal. 3 indexed citations

10.

Kjaer, Mats. (2011). A generalized credit value adjustment. The Journal of Credit Risk. 7(1). 65–92. 5 indexed citations

11.

Burgard, Christoph & Mats Kjaer. (2011). Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs. The Journal of Credit Risk. 7(3). 75–93. 91 indexed citations

12.

Burgard, Christoph & Mats Kjaer. (2011). In the Balance. SSRN Electronic Journal. 61 indexed citations

13.

Burgard, Christoph & Mats Kjaer. (2010). Partial Differential Equation Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs. SSRN Electronic Journal. 51 indexed citations

14.

Kjaer, Mats. (2008). Pricing of Swing Options in a Mean Reverting Model with Jumps. Applied Mathematical Finance. 15(5-6). 479–502. 29 indexed citations

15.

Kjaer, Mats & Ehud I. Ronn. (2008). Valuation of a natural gas storage facility. 1(4). 3–22. 4 indexed citations

16.

Kjaer, Mats. (2006). Fast Pricing of Cliquet Options with Global Floor. The Journal of Derivatives. 14(2). 47–60. 1 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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