Michael Monoyios

434 total citations
17 papers, 231 citations indexed

About

Michael Monoyios is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Michael Monoyios has authored 17 papers receiving a total of 231 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Michael Monoyios's work include Stochastic processes and financial applications (11 papers), Financial Markets and Investment Strategies (6 papers) and Risk and Portfolio Optimization (4 papers). Michael Monoyios is often cited by papers focused on Stochastic processes and financial applications (11 papers), Financial Markets and Investment Strategies (6 papers) and Risk and Portfolio Optimization (4 papers). Michael Monoyios collaborates with scholars based in United Kingdom, Slovakia and United States. Michael Monoyios's co-authors include Lucio Sarno, H. F. Jones and Andrew Cheuk-Yin Ng and has published in prestigious journals such as The European Physical Journal C, Journal of Economic Dynamics and Control and Mathematical Finance.

In The Last Decade

Michael Monoyios

15 papers receiving 217 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael Monoyios United Kingdom 8 187 99 62 36 22 17 231
Michael R. Tehranchi United Kingdom 11 342 1.8× 152 1.5× 75 1.2× 43 1.2× 3 0.1× 19 382
Giacomo Bormetti Italy 10 270 1.4× 198 2.0× 57 0.9× 17 0.5× 3 0.1× 46 344
Baojun Bian China 10 136 0.7× 59 0.6× 44 0.7× 27 0.8× 3 0.1× 34 261
Simone Farinelli Italy 8 241 1.3× 157 1.6× 151 2.4× 16 0.4× 4 0.2× 19 325
Andrea Macrina United Kingdom 8 162 0.9× 64 0.6× 32 0.5× 27 0.8× 33 210
Joanne Kennedy United Kingdom 8 162 0.9× 51 0.5× 17 0.3× 25 0.7× 1 0.0× 22 223
Dirk Becherer Germany 8 242 1.3× 156 1.6× 98 1.6× 47 1.3× 12 274
Alexander M. G. Cox United Kingdom 10 390 2.1× 173 1.7× 114 1.8× 42 1.2× 26 468
Vathana Ly Vath France 7 166 0.9× 109 1.1× 55 0.9× 19 0.5× 15 214
Arnon Levy United States 4 338 1.8× 118 1.2× 112 1.8× 66 1.8× 7 396

Countries citing papers authored by Michael Monoyios

Since Specialization
Citations

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

Fields of papers citing papers by Michael Monoyios

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michael Monoyios

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

All Works

17 of 17 papers shown
1.
Monoyios, Michael, et al.. (2024). Stability of the Epstein–Zin problem. Mathematical Finance. 34(4). 1263–1290.
2.
Monoyios, Michael. (2013). Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems. SIAM Journal on Financial Mathematics. 4(1). 884–915. 7 indexed citations
3.
Monoyios, Michael & Andrew Cheuk-Yin Ng. (2011). OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER. International Journal of Theoretical and Applied Finance. 14(1). 83–106. 2 indexed citations
4.
Monoyios, Michael. (2010). Utility-Based Valuation and Hedging of Basis Risk With Partial Information. Applied Mathematical Finance. 17(6). 519–551. 6 indexed citations
5.
Monoyios, Michael, et al.. (2010). Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics. 3(1). 13–38. 18 indexed citations
6.
Monoyios, Michael. (2008). Marginal utility-based hedging of claims on non-traded assets with partial information. Oxford University Research Archive (ORA) (University of Oxford). 6 indexed citations
7.
Monoyios, Michael. (2007). The minimal entropy measure and an Esscher transform in an incomplete market model. Statistics & Probability Letters. 77(11). 1070–1076. 10 indexed citations
8.
Monoyios, Michael. (2007). Optimal hedging and parameter uncertainty. IMA Journal of Management Mathematics. 18(4). 331–351. 19 indexed citations
9.
Monoyios, Michael. (2006). Characterisation of optimal dual measures via distortion. Decisions in Economics and Finance. 29(2). 95–119. 15 indexed citations
10.
Monoyios, Michael. (2005). Esscher transforms and martingale measures in incomplete diusion models. 1 indexed citations
11.
Monoyios, Michael. (2004). Performance of utility-based strategies for hedging basis risk. Quantitative Finance. 4(3). 245–255. 40 indexed citations
12.
Monoyios, Michael. (2003). Option pricing with transaction costs using a Markov chain approximation. Journal of Economic Dynamics and Control. 28(5). 889–913. 50 indexed citations
13.
Monoyios, Michael & Lucio Sarno. (2002). Mean reversion in stock index futures markets: A nonlinear analysis. Journal of Futures Markets. 22(4). 285–314. 30 indexed citations
14.
Monoyios, Michael & Lucio Sarno. (2002). Mean reversion in stock index futures markets: A nonlinear analysis. Journal of Futures Markets. 22(4). 285–285. 3 indexed citations
15.
Monoyios, Michael. (1989). Interpolating actions for supersymmetric quantum field theory. Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields. 40(10). 3357–3362.
16.
Monoyios, Michael. (1989). Preserving unitarity in a novel perturbative technique for solving quantum field theory. The European Physical Journal C. 42(2). 325–329. 4 indexed citations
17.
Jones, H. F. & Michael Monoyios. (1989). THE PRINCIPLE OF MINIMAL SENSITIVITY APPLIED TO A NEW PERTURBATIVE SCHEME IN QUANTUM FIELD THEORY. International Journal of Modern Physics A. 4(7). 1735–1746. 20 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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