Pascal J. Maenhout

4.7k total citations · 2 hit papers
24 papers, 2.6k citations indexed

About

Pascal J. Maenhout is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Pascal J. Maenhout has authored 24 papers receiving a total of 2.6k indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 11 papers in Economics and Econometrics and 4 papers in Accounting. Recurrent topics in Pascal J. Maenhout's work include Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (16 papers) and Banking stability, regulation, efficiency (5 papers). Pascal J. Maenhout is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (16 papers) and Banking stability, regulation, efficiency (5 papers). Pascal J. Maenhout collaborates with scholars based in France, Netherlands and United States. Pascal J. Maenhout's co-authors include Francisco Gomes, João F. Cocco, Joost Driessen, Grigory Vilkov, Martijn Cremers, John Y. Campbell, David Weinbaum, Luis M. Viceira, Thomas J. Sargent and Andrea Vedolin and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Pascal J. Maenhout

23 papers receiving 2.4k citations

Hit Papers

Consumption and Portfolio Choice over the Life Cycle 2004 2026 2011 2018 2005 2004 250 500 750
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. Consumption and Portfolio Choice over the Life Cycle
    2005 936 citations João F. Cocco, Francisco Gomes et al. Review of Financial Studies profile →
  2. Robust Portfolio Rules and Asset Pricing
    2004 513 citations Pascal J. Maenhout Review of Financial Studies profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Pascal J. Maenhout France 16 1.8k 1.4k 1.1k 581 325 24 2.6k
Luis M. Viceira United States 24 2.7k 1.5× 2.0k 1.4× 1.1k 0.9× 487 0.8× 277 0.9× 55 3.6k
Harold H. Zhang United States 23 1.3k 0.7× 1.4k 1.0× 1.2k 1.1× 206 0.4× 93 0.3× 62 2.1k
Paolo Sodini Sweden 13 1.1k 0.6× 1.4k 1.0× 1.5k 1.3× 227 0.4× 67 0.2× 29 1.9k
Pierluigi Balduzzi United States 18 2.0k 1.1× 1.5k 1.0× 787 0.7× 160 0.3× 179 0.6× 51 2.5k
Stavros Panageas United States 17 985 0.6× 875 0.6× 565 0.5× 138 0.2× 60 0.2× 51 1.4k
Philippe Weil United States 18 761 0.4× 1.8k 1.2× 639 0.6× 119 0.2× 56 0.2× 34 2.2k
Clemens Sialm United States 24 2.3k 1.3× 1.4k 1.0× 2.0k 1.8× 95 0.2× 155 0.5× 66 2.9k
F. Douglas Foster Australia 16 2.3k 1.3× 1.5k 1.1× 996 0.9× 64 0.1× 365 1.1× 50 2.6k
Éric Briys France 16 513 0.3× 650 0.4× 226 0.2× 309 0.5× 143 0.4× 44 1.0k
K. Victor Chow United States 11 517 0.3× 619 0.4× 317 0.3× 56 0.1× 133 0.4× 24 1.0k

Countries citing papers authored by Pascal J. Maenhout

Since Specialization
Citations

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

Fields of papers citing papers by Pascal J. Maenhout

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pascal J. Maenhout. 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 Pascal J. Maenhout. The network helps show where Pascal J. Maenhout may publish in the future.

Co-authorship network of co-authors of Pascal J. Maenhout

This figure shows the co-authorship network connecting the top 25 collaborators of Pascal J. Maenhout. A scholar is included among the top collaborators of Pascal J. Maenhout 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 Pascal J. Maenhout. Pascal J. Maenhout 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.
Maenhout, Pascal J., Andrea Vedolin, & Hao Xing. (2024). Robustness and dynamic sentiment. Journal of Financial Economics. 163. 103953–103953. 1 indexed citations
2.
Maenhout, Pascal J., et al.. (2022). Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing. SSRN Electronic Journal.
3.
Maenhout, Pascal J., Andrea Vedolin, & Hao Xing. (2021). Robustness and Dynamic Sentiment. SSRN Electronic Journal. 1 indexed citations
4.
Maenhout, Pascal J., Joost Driessen, & Grigory Vilkov. (2020). Option-Implied Correlations and the Price of Correlation Risk. OSF Preprints (OSF Preprints). 6 indexed citations
5.
Driessen, Joost, Pascal J. Maenhout, & Grigory Vilkov. (2013). Option-Implied Correlations and the Price of Correlation Risk. SSRN Electronic Journal. 21 indexed citations
6.
Driessen, Joost & Pascal J. Maenhout. (2012). The world price of jump and volatility risk. Journal of Banking & Finance. 37(2). 518–536. 20 indexed citations
7.
Driessen, Joost, Pascal J. Maenhout, & Grigory Vilkov. (2012). Option-Implied Correlations and the Price of Correlation Risk. SSRN Electronic Journal. 14 indexed citations
8.
Driessen, Joost, Pascal J. Maenhout, & Grigory Vilkov. (2009). The Price of Correlation Risk: Evidence from Equity Options. The Journal of Finance. 64(3). 1377–1406. 257 indexed citations
9.
Cremers, Martijn, Joost Driessen, & Pascal J. Maenhout. (2008). Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model. Review of Financial Studies. 21(5). 2209–2242. 183 indexed citations
10.
Maenhout, Pascal J.. (2006). Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. Journal of Economic Theory. 128(1). 136–163. 168 indexed citations
11.
Driessen, Joost & Pascal J. Maenhout. (2006). The World Price of Jump and Volatility Risk. SSRN Electronic Journal. 16 indexed citations
12.
Hansen, Lars Peter, Pascal J. Maenhout, Aldo Rustichini, Thomas J. Sargent, & Marciano Siniscalchi. (2006). Introduction to model uncertainty and robustness. Journal of Economic Theory. 128(1). 1–3. 7 indexed citations
13.
Driessen, Joost, Pascal J. Maenhout, & Grigory Vilkov. (2006). The Price of Correlation Risk: Evidence from Equity Options. SSRN Electronic Journal. 88 indexed citations
14.
Cremers, Martijn, Joost Driessen, Pascal J. Maenhout, & David Weinbaum. (2005). Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model. SSRN Electronic Journal. 13 indexed citations
15.
Cremers, Martijn, Joost Driessen, Pascal J. Maenhout, & David Weinbaum. (2005). Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry. SSRN Electronic Journal. 40 indexed citations
16.
Maenhout, Pascal J.. (2004). Robust Portfolio Rules and Asset Pricing. Review of Financial Studies. 17(4). 951–983. 513 indexed citations breakdown →
17.
Driessen, Joost & Pascal J. Maenhout. (2003). A Portfolio Perspective on Option Pricing Anomalies. SSRN Electronic Journal. 34 indexed citations
18.
Dumas, Bernard & Pascal J. Maenhout. (2002). A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium. SSRN Electronic Journal. 2 indexed citations
19.
Campbell, John Y., João F. Cocco, Francisco Gomes, & Pascal J. Maenhout. (2000). Investing Retirement Wealth: A Life-Cycle Model. SSRN Electronic Journal. 86 indexed citations
20.
Campbell, John Y., João F. Cocco, Francisco Gomes, Pascal J. Maenhout, & Luis M. Viceira. (2000). Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor. SSRN Electronic Journal. 22 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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