Neil Chriss

5.2k total citations · 3 hit papers
16 papers, 3.0k citations indexed

About

Neil Chriss is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Neil Chriss has authored 16 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Finance, 5 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Neil Chriss's work include Financial Markets and Investment Strategies (7 papers), Stochastic processes and financial applications (5 papers) and Advanced Algebra and Geometry (4 papers). Neil Chriss is often cited by papers focused on Financial Markets and Investment Strategies (7 papers), Stochastic processes and financial applications (5 papers) and Advanced Algebra and Geometry (4 papers). Neil Chriss collaborates with scholars based in United States, Canada and Italy. Neil Chriss's co-authors include Rosario N. Mantegna, H. Eugene Stanley, Robert Almgren, Victor Ginzburg, Emanuel Derman, Iraj Kani, C. Edward Bowers, M. Campbell, B. Denby and F. Bedeschi and has published in prestigious journals such as Physics Today, IEEE Transactions on Nuclear Science and Pacific Journal of Mathematics.

In The Last Decade

Neil Chriss

15 papers receiving 2.7k citations

Hit Papers

An Introduction to Econophysics: Correlations and Complex... 2000 2026 2008 2017 2000 2001 2009 500 1000 1.5k

Peers

Neil Chriss
Svetlozar T. Rachev United States
L. C. G. Rogers United Kingdom
Xue‐Zhong He Australia
Marc Yor France
Ν. H. Bingham United Kingdom
Neil Chriss
Citations per year, relative to Neil Chriss Neil Chriss (= 1×) peers Marc Potters

Countries citing papers authored by Neil Chriss

Since Specialization
Citations

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

Fields of papers citing papers by Neil Chriss

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Neil Chriss

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

All Works

16 of 16 papers shown
1.
Chriss, Neil & Victor Ginzburg. (2009). Representation Theory and Complex Geometry. Birkhäuser Boston eBooks. 264 indexed citations breakdown →
2.
Almgren, Robert & Neil Chriss. (2006). Optimal portfolios from ordering information. The Journal of Risk. 9(1). 1–47. 8 indexed citations
3.
Chriss, Neil & Robert Almgren. (2005). Portfolios from Sorts. SSRN Electronic Journal. 2 indexed citations
4.
Almgren, Robert & Neil Chriss. (2004). Optimal Portfolios from Ordering Information. SSRN Electronic Journal. 4 indexed citations
5.
Almgren, Robert & Neil Chriss. (2003). Competitive Bids for Principal Program Trades.
6.
Almgren, Robert & Neil Chriss. (2001). Optimal execution of portfolio transactions. The Journal of Risk. 3(2). 5–39. 846 indexed citations breakdown →
7.
Mantegna, Rosario N., H. Eugene Stanley, & Neil Chriss. (2000). An Introduction to Econophysics: Correlations and Complexity in Finance. Physics Today. 53(12). 70–70. 1613 indexed citations breakdown →
8.
Chriss, Neil, et al.. (1999). Market Risk for Volatility and Variance Swaps. 14 indexed citations
9.
Almgren, Robert & Neil Chriss. (1998). Optimal Liquidation. SSRN Electronic Journal. 1 indexed citations
10.
Chriss, Neil. (1998). The Classification of Representations f Unramified Hecke Algebras. Mathematische Nachrichten. 191(1). 19–58. 1 indexed citations
11.
Chriss, Neil, et al.. (1998). . International Mathematics Research Notices. 1998(2). 85–85. 5 indexed citations
12.
Chriss, Neil. (1997). The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models. Medical Entomology and Zoology. 1 indexed citations
13.
Chriss, Neil. (1997). A geometric construction of the Iwahori–Hecke algebra for unramified groups. Pacific Journal of Mathematics. 179(1). 11–57. 1 indexed citations
14.
Derman, Emanuel, Iraj Kani, & Neil Chriss. (1996). Implied Trinomial Tress of the Volatility Smile. The Journal of Derivatives. 3(4). 7–22. 90 indexed citations
15.
Chriss, Neil. (1996). Black-Scholes and Beyond: Option Pricing Models. Medical Entomology and Zoology. 88 indexed citations
16.
Denby, B., M. Campbell, F. Bedeschi, et al.. (1990). Neural networks for triggering. IEEE Transactions on Nuclear Science. 37(2). 248–254. 17 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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