Oldrich A Vasicek
- Finance top 0.1%
- Stochastic processes and financial applications 12
- Financial Markets and Investment Strategies 5
- Financial Risk and Volatility Modeling 4
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- Monetary Policy and Economic Impact 3
- Statistics and Probability top 0.5%
- Economics and Econometrics top 0.5%
- Economic theories and models 6
- Demography top 0.5%
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- Risk and Portfolio Optimization 4
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- Advanced Queuing Theory Analysis 3
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- Advanced Numerical Analysis Techniques 2
- Journals
- The Journal of Finance (6 papers)Financial Analysts Journal (4 papers)Journal of Financial Economics (3 papers)
- Partner nations
- United StatesMexicoIndia
In The Last Decade
Oldrich A Vasicek
24 papers receiving 4.5k citations
Hit Papers
Peers
Comparison fields: 5 of 120
- Finance 4.2k
- General Economics, Econometrics and Finance 1.1k
- Statistics and Probability 522
- Economics and Econometrics 1.7k
- Demography 625
Countries citing papers authored by Oldrich A Vasicek
This map shows the geographic impact of Oldrich A Vasicek'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 Oldrich A Vasicek with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Oldrich A Vasicek more than expected).
Fields of papers citing papers by Oldrich A Vasicek
This network shows the impact of papers produced by Oldrich A Vasicek. 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 Oldrich A Vasicek. The network helps show where Oldrich A Vasicek may publish in the future.
Co-authorship network
The 5 scholars most cited alongside Oldrich A Vasicek, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2020 | 1 | |
| 2 | 2015 | 3 | |
| 3 | 2013 | 9 | |
| 4 | 2007 | 1 | |
| 5 | 1998 | 1 | |
| 6 | 1997 | 18 | |
| 7 | Vasicek and beyond : approaches to building and applying interest rate models | 1996 | 8 |
| 8 | 1991 | 54 | |
| 9 | 1989 | 3 | |
| 10 | 1984 | 34 | |
| 11 | 1984 | 96 | |
| 12 | 1983 | 15 | |
| 13 | 1983 | 7 | |
| 14 | 1982 | 180 | |
| 15 | 1977 | 29 | |
| 16 | 1976 | 468 | |
| 17 | 1973 | 87 | |
| 18 | 1973 | 350 | |
| 19 | 1972 | 11 | |
| 20 | On the Preemptive Priority Queues | 1967 | 1 |
About Oldrich A Vasicek
Oldrich A Vasicek is a scholar working on Finance, General Economics, Econometrics and Finance, Geochemistry and Petrology, Management Information Systems and Management Science and Operations Research, having authored 25 papers that have together received 5.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (12 papers), Economic theories and models (6 papers), Financial Markets and Investment Strategies (5 papers), Financial Risk and Volatility Modeling (4 papers), Risk and Portfolio Optimization (4 papers), Advanced Queuing Theory Analysis (3 papers), Monetary Policy and Economic Impact (3 papers) and Advanced Numerical Analysis Techniques (2 papers). The work is most often cited by research in Finance (4.2k citations), General Economics, Econometrics and Finance (1.1k citations), Statistics and Probability (522 citations), Economics and Econometrics (1.7k citations) and Demography (625 citations). Oldrich A Vasicek has collaborated with scholars based in United States, Mexico and India. Frequent co-authors include H. Gifford Fong, Lane P. Hughston, C. P. Pearson, Julian Keilson and Francisco Venegas-Martı́nez. Their work appears in journals such as The Journal of Finance, Financial Analysts Journal, Journal of Financial Economics, The Journal of Portfolio Management and Journal of the Royal Statistical Society Series B (Statistical Methodology).
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.