Oldrich A Vasicek

8.7k total citations · 1 hit paper
25 papers, 5.3k citations indexed

About

Oldrich A Vasicek is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Oldrich A Vasicek has authored 25 papers receiving a total of 5.3k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Oldrich A Vasicek's work include Stochastic processes and financial applications (12 papers), Economic theories and models (6 papers) and Financial Markets and Investment Strategies (5 papers). Oldrich A Vasicek is often cited by papers focused on Stochastic processes and financial applications (12 papers), Economic theories and models (6 papers) and Financial Markets and Investment Strategies (5 papers). Oldrich A Vasicek collaborates with scholars based in United States, Mexico and India. Oldrich A Vasicek's co-authors include H. Gifford Fong, Lane P. Hughston, C. P. Pearson, Francisco Venegas-Martı́nez and Julian Keilson and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Journal of Financial Economics.

In The Last Decade

Oldrich A Vasicek

24 papers receiving 4.5k citations

Hit Papers

An equilibrium characterization of the term structure 1977 2026 1993 2009 1977 1000 2.0k 3.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. An equilibrium characterization of the term structure
    1977 3.7k citations Oldrich A Vasicek Journal of Financial Economics profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Oldrich A Vasicek United States 14 4.2k 1.7k 1.1k 625 522 25 5.3k
Mark Broadie United States 35 4.7k 1.1× 1.5k 0.9× 494 0.5× 824 1.3× 246 0.5× 80 5.6k
John Hull Canada 23 7.4k 1.7× 3.0k 1.7× 912 0.8× 882 1.4× 188 0.4× 47 8.0k
Steven L. Heston United States 24 8.4k 2.0× 3.6k 2.1× 937 0.9× 1.1k 1.8× 219 0.4× 60 9.1k
Yacine Aı̈t-Sahalia United States 43 8.2k 1.9× 4.4k 2.6× 1.7k 1.5× 471 0.8× 1.1k 2.0× 106 9.5k
Peter Carr United States 44 10.5k 2.5× 4.1k 2.3× 764 0.7× 1.5k 2.4× 372 0.7× 154 11.4k
Philip Protter United States 34 5.8k 1.4× 2.2k 1.3× 389 0.4× 884 1.4× 664 1.3× 116 7.3k
Olivier Scaillet Switzerland 27 2.3k 0.5× 1.3k 0.7× 522 0.5× 196 0.3× 553 1.1× 116 3.1k
Stephen J. Taylor United Kingdom 35 4.7k 1.1× 4.2k 2.4× 1.8k 1.6× 151 0.2× 190 0.4× 97 5.9k
Hélyette Geman United Kingdom 30 4.3k 1.0× 2.5k 1.4× 458 0.4× 854 1.4× 158 0.3× 88 5.3k
Dilip B. Madan United States 43 12.0k 2.8× 4.8k 2.8× 853 0.8× 1.6k 2.6× 563 1.1× 328 13.0k

Countries citing papers authored by Oldrich A Vasicek

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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 of co-authors of Oldrich A Vasicek

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

All Works

20 of 20 papers shown
1.
Vasicek, Oldrich A & Francisco Venegas-Martı́nez. (2020). Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas. SHILAP Revista de lepidopterología. 16(2). 1–28. 1 indexed citations
2.
Vasicek, Oldrich A. (2020). Interpolating the Yield Curve. The Journal of Fixed Income. 30(2). 76–85. 1 indexed citations
3.
Vasicek, Oldrich A. (2015). Finance, Economics and Mathematics. 3 indexed citations
4.
Vasicek, Oldrich A. (2013). General equilibrium with heterogeneous participants and discrete consumption times. Journal of Financial Economics. 108(3). 608–614. 9 indexed citations
5.
Keilson, Julian & Oldrich A Vasicek. (1998). Monotone measures of ergodicity for Markov chains. International Journal of Stochastic Analysis. 11(3). 283–288. 1 indexed citations
6.
Vasicek, Oldrich A, et al.. (1997). A Multidimensional Framework for Risk Analysis. Financial Analysts Journal. 53(4). 51–57. 18 indexed citations
7.
Hughston, Lane P., et al.. (1996). Vasicek and beyond : approaches to building and applying interest rate models. Medical Entomology and Zoology. 8 indexed citations
8.
Fong, H. Gifford & Oldrich A Vasicek. (1991). Fixed–income volatility management. The Journal of Portfolio Management. 17(4). 41–46. 54 indexed citations
9.
Fong, H. Gifford & Oldrich A Vasicek. (1989). Forecast-Free International Asset Allocation. Financial Analysts Journal. 45(2). 29–33. 3 indexed citations
10.
Fong, H. Gifford & Oldrich A Vasicek. (1984). A Risk Minimizing Strategy for Portfolio Immunization. The Journal of Finance. 39(5). 1541–1541. 34 indexed citations
11.
Fong, H. Gifford & Oldrich A Vasicek. (1984). A Risk Minimizing Strategy for Portfolio Immunization. The Journal of Finance. 39(5). 1541–1546. 96 indexed citations
12.
Fong, H. Gifford & Oldrich A Vasicek. (1983). The Tradeoff between Return and Risk in Immunized Portfolios. Financial Analysts Journal. 39(5). 73–78. 15 indexed citations
13.
Fong, H. Gifford, C. P. Pearson, & Oldrich A Vasicek. (1983). Bond performance. The Journal of Portfolio Management. 9(3). 46–50. 7 indexed citations
14.
Vasicek, Oldrich A & H. Gifford Fong. (1982). Term Structure Modeling Using Exponential Splines. The Journal of Finance. 37(2). 339–339. 180 indexed citations
15.
Vasicek, Oldrich A. (1977). Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline. Operations Research. 25(5). 879–884. 29 indexed citations
16.
Vasicek, Oldrich A. (1976). A Test for Normality Based on Sample Entropy. Journal of the Royal Statistical Society Series B (Statistical Methodology). 38(1). 54–59. 468 indexed citations
17.
Vasicek, Oldrich A. (1973). A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas. The Journal of Finance. 28(5). 1233–1233. 87 indexed citations
18.
Vasicek, Oldrich A. (1973). A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS. The Journal of Finance. 28(5). 1233–1239. 350 indexed citations
19.
Vasicek, Oldrich A, et al.. (1972). The Efficent Market Model. Financial Analysts Journal. 28(5). 71–84. 11 indexed citations
20.
Vasicek, Oldrich A. (1967). On the Preemptive Priority Queues. Kybernetika. 3. 147–156. 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Mark Broadie Breakdown of academic impact, for papers by John Hull Breakdown of academic impact, for papers by Steven L. Heston Breakdown of academic impact, for papers by Yacine Aı̈t-Sahalia Breakdown of academic impact, for papers by Peter Carr Breakdown of academic impact, for papers by Philip Protter Breakdown of academic impact, for papers by Olivier Scaillet Breakdown of academic impact, for papers by Stephen J. Taylor Breakdown of academic impact, for papers by Hélyette Geman Breakdown of academic impact, for papers by Dilip B. Madan
Rankless by CCL
2026