Oleg Rytchkov

507 total citations
17 papers, 296 citations indexed

About

Oleg Rytchkov is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Oleg Rytchkov has authored 17 papers receiving a total of 296 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 12 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. Recurrent topics in Oleg Rytchkov's work include Financial Markets and Investment Strategies (11 papers), Complex Systems and Time Series Analysis (6 papers) and Stochastic processes and financial applications (5 papers). Oleg Rytchkov is often cited by papers focused on Financial Markets and Investment Strategies (11 papers), Complex Systems and Time Series Analysis (6 papers) and Stochastic processes and financial applications (5 papers). Oleg Rytchkov collaborates with scholars based in United States, United Arab Emirates and United Kingdom. Oleg Rytchkov's co-authors include Igor Makarov, Ivan Stetsyuk, Elyas Elyasiani, Georgy Chabakauri and Dan Luo and has published in prestigious journals such as The Journal of Finance, Management Science and Review of Financial Studies.

In The Last Decade

Oleg Rytchkov

16 papers receiving 285 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Oleg Rytchkov United States 9 256 185 91 61 58 17 296
Ludwig B. Chincarini United States 10 180 0.7× 194 1.0× 65 0.7× 48 0.8× 43 0.7× 46 299
Svetlana Bryzgalova United Kingdom 6 195 0.8× 126 0.7× 44 0.5× 29 0.5× 75 1.3× 15 251
Guanhao Feng Hong Kong 6 338 1.3× 233 1.3× 74 0.8× 53 0.9× 161 2.8× 26 422
Fabian Hollstein Germany 11 273 1.1× 203 1.1× 63 0.7× 80 1.3× 47 0.8× 43 326
Shrihari Santosh United States 6 406 1.6× 266 1.4× 95 1.0× 81 1.3× 157 2.7× 16 480
Francis In Australia 9 217 0.8× 283 1.5× 50 0.5× 121 2.0× 48 0.8× 20 374
Gaurav S. Amin United Kingdom 7 305 1.2× 220 1.2× 78 0.9× 44 0.7× 43 0.7× 11 359
Harald Lohre United Kingdom 11 294 1.1× 173 0.9× 108 1.2× 36 0.6× 132 2.3× 47 360
Gaëlle Le Fol France 8 257 1.0× 168 0.9× 40 0.4× 75 1.2× 67 1.2× 18 310
Kevin Q. Wang Canada 8 349 1.4× 230 1.2× 105 1.2× 110 1.8× 46 0.8× 13 402

Countries citing papers authored by Oleg Rytchkov

Since Specialization
Citations

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

Fields of papers citing papers by Oleg Rytchkov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Oleg Rytchkov

This figure shows the co-authorship network connecting the top 25 collaborators of Oleg Rytchkov. A scholar is included among the top collaborators of Oleg Rytchkov 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 Oleg Rytchkov. Oleg Rytchkov 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.
Elyasiani, Elyas, Oleg Rytchkov, & Ivan Stetsyuk. (2022). Do real estate mutual fund managers create value?. The Quarterly Review of Economics and Finance. 86. 396–406. 3 indexed citations
2.
Luo, Dan, et al.. (2022). Regularized Mimicking Portfolios. SSRN Electronic Journal.
3.
Rytchkov, Oleg, et al.. (2019). Information Aggregation and P-Hacking. Management Science. 66(4). 1605–1626. 8 indexed citations
4.
Rytchkov, Oleg, et al.. (2018). Learning about noise. Journal of Banking & Finance. 89. 209–224. 8 indexed citations
5.
Rytchkov, Oleg, et al.. (2016). Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach. Review of Financial Studies. 30(4). 1339–1381. 77 indexed citations
6.
Rytchkov, Oleg. (2016). Time-Varying Margin Requirements and Optimal Portfolio Choice. Journal of Financial and Quantitative Analysis. 51(2). 655–683. 2 indexed citations
7.
Rytchkov, Oleg, et al.. (2016). Information Aggregation and Data Snooping. SSRN Electronic Journal. 3 indexed citations
8.
Rytchkov, Oleg, et al.. (2015). Learning About Noise. SSRN Electronic Journal. 1 indexed citations
9.
Chabakauri, Georgy & Oleg Rytchkov. (2014). Asset Pricing with Index Investing. SSRN Electronic Journal. 2 indexed citations
10.
Rytchkov, Oleg, et al.. (2013). Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach. SSRN Electronic Journal. 25 indexed citations
11.
Rytchkov, Oleg. (2013). Asset Pricing with Dynamic Margin Constraints. The Journal of Finance. 69(1). 405–452. 45 indexed citations
12.
Rytchkov, Oleg, et al.. (2013). Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach. SSRN Electronic Journal. 26 indexed citations
13.
Rytchkov, Oleg. (2012). Filtering Out Expected Dividends and Expected Returns. Quarterly Journal of Finance. 2(3). 1250012–1250012. 26 indexed citations
14.
Makarov, Igor & Oleg Rytchkov. (2012). Forecasting the forecasts of others: Implications for asset pricing. Journal of Economic Theory. 147(3). 941–966. 42 indexed citations
15.
Rytchkov, Oleg. (2012). Time-Varying Margin Requirements and Optimal Portfolio Choice. SSRN Electronic Journal. 1 indexed citations
16.
Rytchkov, Oleg. (2010). Expected returns on value, growth, and HML. Journal of Empirical Finance. 17(4). 552–565. 17 indexed citations
17.
Rytchkov, Oleg. (2009). Dynamic Margin Constraints. SSRN Electronic Journal. 10 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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