Peter Ritchken

4.6k total citations
95 papers, 3.0k citations indexed

About

Peter Ritchken is a scholar working on Finance, Economics and Econometrics and Management Information Systems. According to data from OpenAlex, Peter Ritchken has authored 95 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 72 papers in Finance, 22 papers in Economics and Econometrics and 14 papers in Management Information Systems. Recurrent topics in Peter Ritchken's work include Stochastic processes and financial applications (51 papers), Financial Risk and Volatility Modeling (20 papers) and Credit Risk and Financial Regulations (19 papers). Peter Ritchken is often cited by papers focused on Stochastic processes and financial applications (51 papers), Financial Risk and Volatility Modeling (20 papers) and Credit Risk and Financial Regulations (19 papers). Peter Ritchken collaborates with scholars based in United States, South Africa and Australia. Peter Ritchken's 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 and has published in prestigious journals such as The Journal of Finance, Management Science and Review of Financial Studies.

In The Last Decade

Peter Ritchken

91 papers receiving 2.7k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Peter Ritchken United States 27 2.0k 905 723 622 344 95 3.0k
Tak Kuen Siu Australia 31 2.6k 1.3× 1.4k 1.5× 190 0.3× 156 0.3× 968 2.8× 228 3.6k
Mark B. Garman United States 15 1.9k 1.0× 1.5k 1.7× 49 0.1× 129 0.2× 400 1.2× 24 2.5k
Richard C. Grinold United States 22 964 0.5× 611 0.7× 113 0.2× 131 0.2× 557 1.6× 53 1.8k
Martin B. Haugh United States 13 499 0.3× 265 0.3× 213 0.3× 89 0.1× 229 0.7× 41 815
Stuart M. Turnbull United States 25 4.2k 2.1× 1.4k 1.6× 43 0.1× 407 0.7× 301 0.9× 57 4.7k
Arthur J. Keown United States 20 691 0.4× 391 0.4× 94 0.1× 558 0.9× 237 0.7× 64 1.8k
Cheng-Few Lee United States 22 1.3k 0.7× 1.1k 1.2× 44 0.1× 407 0.7× 214 0.6× 154 2.3k
Süleyman Özekıcı Türkiye 20 250 0.1× 137 0.2× 418 0.6× 249 0.4× 277 0.8× 63 1.2k
Kyriaki Kosmidou Greece 19 1.5k 0.8× 813 0.9× 79 0.1× 178 0.3× 302 0.9× 54 2.2k
Gerald D. Gay United States 18 1.4k 0.7× 974 1.1× 25 0.0× 259 0.4× 136 0.4× 60 2.2k

Countries citing papers authored by Peter Ritchken

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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 of co-authors of Peter Ritchken

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Ritchken. A scholar is included among the top collaborators of Peter Ritchken 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 Peter Ritchken. Peter Ritchken 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.
Ritchken, Peter, et al.. (2021). Blockchain Monitored Debt and Capital Structure under Moral Hazard. SSRN Electronic Journal. 1 indexed citations
2.
McWalter, Thomas A. & Peter Ritchken. (2018). Black Economic Empowerment Contracts and Risk Incentives. SSRN Electronic Journal. 1 indexed citations
3.
Berndt, Antje, et al.. (2010). On Correlation and Default Clustering in Credit Markets. Review of Financial Studies. 23(7). 2680–2729. 18 indexed citations
4.
Haubrich, Joseph G., Peter Ritchken, & George Pennacchi. (2009). Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates. SSRN Electronic Journal. 13 indexed citations
5.
Gupta, Anurag, et al.. (2007). On Pricing and Hedging in the Swaption Market. The Journal of Derivatives. 15(1). 9–33. 11 indexed citations
6.
Duan, Jin‐Chuan, et al.. (2006). APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING. Mathematical Finance. 16(1). 21–52. 81 indexed citations
7.
Babich, Volodymyr, Peter Ritchken, & Apostolos Burnetas. (2006). Competition and Diversification Effects in Supply Chains with Supplier Default Risk. SSRN Electronic Journal. 24 indexed citations
8.
Gupta, Anurag, et al.. (2002). Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets. SSRN Electronic Journal. 15 indexed citations
9.
Ritchken, Peter, et al.. (2001). Pricing Claims Under GARCH-Level Dependent Interest Rate Processes. Management Science. 47(12). 1693–1711. 11 indexed citations
10.
Mathur, Kamlesh & Peter Ritchken. (1999). Option Pricing Under Decreasing Absolute Risk Aversion. SSRN Electronic Journal. 3 indexed citations
11.
Bliss, Robert R. & Peter Ritchken. (1999). Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models. SSRN Electronic Journal. 1 indexed citations
12.
Ritchken, Peter & L. Sankarasubramanian. (1998). The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims. SSRN Electronic Journal. 1 indexed citations
13.
Ritchken, Peter. (1998). On Pricing Barrier Options. SSRN Electronic Journal. 3 indexed citations
14.
Ritchken, Peter, et al.. (1997). Interest Rate Option Pricing With Volatility Humps, Working Paper 97-14. 1 indexed citations
15.
Bliss, Robert R. & Peter Ritchken. (1995). Empirical Tests of Two State-Variable HJM Models. Econstor (Econstor). 3 indexed citations
16.
Ritchken, Peter & L. Sankarasubramanian. (1995). VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1. Mathematical Finance. 5(1). 55–72. 150 indexed citations
17.
Tapiero, Charles S., Arnold Reisman, & Peter Ritchken. (1987). Product Failures, Manufacturing Reliability And Quality Control: A Dynamic Framework. INFOR Information Systems and Operational Research. 25(2). 152–164. 8 indexed citations
18.
Fabozzi, Frank J., Don M. Chance, Robert R. Trippi, et al.. (1986). Advances in futures and options research : a research annual. JAI Press eBooks. 3 indexed citations
19.
Ritchken, Peter. (1985). On Option Pricing Bounds. The Journal of Finance. 40(4). 1219–1233. 120 indexed citations
20.
Ritchken, Peter. (1985). Enhancing mean-variance analysis with options. The Journal of Portfolio Management. 11(3). 67–71. 5 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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