Peter Ritchken
- Finance top 0.2%
- Stochastic processes and financial applications 51
- Financial Risk and Volatility Modeling 20
- Credit Risk and Financial Regulations 19
- Banking stability, regulation, efficiency 16
- Financial Markets and Investment Strategies 15
- Capital Investment and Risk Analysis 15
- Management Information Systems top 0.5%
- Supply Chain and Inventory Management 11
- Strategy and Management top 2%
- Economics and Econometrics top 1%
- Economic theories and models 12
- Co-authors
- Apostolos BurnetasL. SankarasubramanianVolodymyr BabichBardia KamradJoseph G. HaubrichCharles S. TapieroJin‐Chuan DuanGeorge Pennacchi
- Journals
- The Journal of Finance (12 papers)Management Science (6 papers)European Journal of Operational Research (5 papers)
- Partner nations
- United StatesSouth AfricaAustralia
In The Last Decade
Peter Ritchken
91 papers receiving 2.7k citations
Peers
Comparison fields: 5 of 80
- Finance 2.0k
- Management Information Systems 723
- Strategy and Management 622
- General Economics, Econometrics and Finance 334
- Economics and Econometrics 905
Countries citing papers authored by Peter Ritchken
This map shows the geographic impact of Peter Ritchken'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 Peter Ritchken with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Ritchken more than expected).
Fields of papers citing papers by Peter Ritchken
This network shows the impact of papers produced by Peter Ritchken. 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 Peter Ritchken. The network helps show where Peter Ritchken may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Peter Ritchken, 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 | 2021 | 1 | |
| 2 | 2018 | 1 | |
| 3 | 2010 | 18 | |
| 4 | 2009 | 13 | |
| 5 | 2007 | 11 | |
| 6 | 2006 | 81 | |
| 7 | 2006 | 24 | |
| 8 | 2002 | 15 | |
| 9 | 2001 | 11 | |
| 10 | Option Pricing Under Decreasing Absolute Risk Aversion | 1999 | 3 |
| 11 | Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models | 1999 | 1 |
| 12 | The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims | 1998 | 1 |
| 13 | On Pricing Barrier Options | 1998 | 3 |
| 14 | Interest Rate Option Pricing With Volatility Humps, Working Paper 97-14 | 1997 | 1 |
| 15 | Empirical Tests of Two State-Variable HJM Models | 1995 | 3 |
| 16 | 1995 | 150 | |
| 17 | 1987 | 8 | |
| 18 | Advances in futures and options research : a research annual | 1986 | 3 |
| 19 | 1985 | 120 | |
| 20 | 1985 | 5 |
About Peter Ritchken
Peter Ritchken is a scholar working on Finance, Management Information Systems, General Economics, Econometrics and Finance, Accounting and Management Science and Operations Research, having authored 95 papers that have together received 3.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (51 papers), Financial Risk and Volatility Modeling (20 papers), Credit Risk and Financial Regulations (19 papers), Banking stability, regulation, efficiency (16 papers), Financial Markets and Investment Strategies (15 papers), Capital Investment and Risk Analysis (15 papers), Economic theories and models (12 papers) and Supply Chain and Inventory Management (11 papers). The work is most often cited by research in Finance (2.0k citations), Management Information Systems (723 citations), Strategy and Management (622 citations), General Economics, Econometrics and Finance (334 citations) and Economics and Econometrics (905 citations). Peter Ritchken has collaborated with scholars based in United States, South Africa and Australia. Frequent co-authors include Apostolos Burnetas, L. Sankarasubramanian, Volodymyr Babich, Bardia Kamrad, Joseph G. Haubrich, Charles S. Tapiero, Jin‐Chuan Duan, George Pennacchi, C. N. V. Krishnan and Yunzeng Wang. Their work appears in journals such as The Journal of Finance, Management Science, European Journal of Operational Research, Mathematical Finance and Review of Derivatives Research.
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.