Phelim Boyle

2.0k total citations · 1 hit paper
30 papers, 1.1k citations indexed

About

Phelim Boyle is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Phelim Boyle has authored 30 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 14 papers in Economics and Econometrics and 9 papers in Demography. Recurrent topics in Phelim Boyle's work include Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (8 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Phelim Boyle is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (8 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). Phelim Boyle collaborates with scholars based in Canada, United States and China. Phelim Boyle's co-authors include Mark Broadie, Paul Glasserman, Mary R. Hardy, Weidong Tian, Tan Wang, Raman Uppal, Lorenzo Garlappi, Inmoo Lee, Ken Seng Tan and Shui Feng and has published in prestigious journals such as Management Science, Review of Financial Studies and Trends in Microbiology.

In The Last Decade

Phelim Boyle

28 papers receiving 1.0k citations

Hit Papers

align trajectories

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.

Monte Carlo methods for security pricing

1997 532 citations Phelim Boyle, Mark Broadie et al. profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Phelim Boyle Canada	12	849	347	305	211	144	30	1.1k
Yongzeng Lai Canada	17	565 0.7×	553 1.6×	361 1.2×	392 1.9×	113 0.8×	59	1.3k
K.R. Vetzal Canada	20	1.2k 1.4×	323 0.9×	251 0.8×	146 0.7×	315 2.2×	30	1.4k
Marek Rutkowski Australia	16	2.1k 2.5×	669 1.9×	382 1.3×	268 1.3×	47 0.3×	79	2.3k
Hoi Ying Wong Hong Kong	23	1.1k 1.3×	611 1.8×	486 1.6×	464 2.2×	31 0.2×	128	1.5k
Marek Musiela Australia	15	1.9k 2.3×	759 2.2×	377 1.2×	325 1.5×	56 0.4×	29	2.2k
Rüdiger Kiesel Germany	18	747 0.9×	518 1.5×	215 0.7×	193 0.9×	19 0.1×	58	1.2k
Monique Jeanblanc France	24	1.9k 2.3×	726 2.1×	376 1.2×	463 2.2×	29 0.2×	90	2.2k
Fausto Gozzi Italy	21	751 0.9×	509 1.5×	164 0.5×	123 0.6×	48 0.3×	98	1.3k
Leif B. G. Andersen United States	23	2.2k 2.6×	623 1.8×	432 1.4×	204 1.0×	140 1.0×	58	2.4k
Tomasz R. Bielecki United States	24	1.8k 2.1×	603 1.7×	326 1.1×	554 2.6×	28 0.2×	89	2.4k

Countries citing papers authored by Phelim Boyle

Since Specialization

Citations

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

Fields of papers citing papers by Phelim Boyle

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Phelim Boyle

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

All Works

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20 of 20 papers shown

1.

Boyle, Phelim & Zhe Peng. (2025). Ponzi schemes: a review. Annals of Actuarial Science. 19(3). 543–572.

2.

Boyle, Phelim, et al.. (2025). The Oversea Chinese Fund: A complex affinity-based Ponzi scheme. 8. 100142–100142. 1 indexed citations

3.

Hardy, Mary R. & Phelim Boyle. (2023). Keng Seng Tan 1970–2023 In Memoriam. Annals of Actuarial Science. 17(1). 1–6. 1 indexed citations

4.

Boyle, Phelim. (2023). How Black Scholes changed my life. Wilmott. 2023(125). 1 indexed citations

5.

Boyle, Phelim, et al.. (2019). Improving Risk Sharing and Borrower Incentives in Mortgage Design. North American Actuarial Journal. 23(4). 485–511. 1 indexed citations

6.

Boyle, Phelim, et al.. (2018). Short Positions in the First Principal Component Portfolio. North American Actuarial Journal. 22(2). 223–251.

7.

Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, & Tan Wang. (2011). Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. Management Science. 58(2). 253–272. 127 indexed citations

8.

Boyle, Phelim & Weidong Tian. (2008). The design of equity-indexed annuities. Insurance Mathematics and Economics. 43(3). 303–315. 35 indexed citations

9.

Boyle, Phelim & Weidong Tian. (2007). PORTFOLIO MANAGEMENT WITH CONSTRAINTS. Mathematical Finance. 17(3). 319–343. 38 indexed citations

10.

Boyle, Phelim, et al.. (2007). Asset Allocation with Hedge Funds on the Menu. North American Actuarial Journal. 11(4). 1–21. 5 indexed citations

11.

Boyle, Phelim, Shui Feng, Weidong Tian, & Tan Wang. (2007). Robust Stochastic Discount Factors. Review of Financial Studies. 21(3). 1077–1122. 16 indexed citations

12.

Boyle, Phelim, et al.. (2007). Prices and sensitivities of Asian options: A survey. Insurance Mathematics and Economics. 42(1). 189–211. 42 indexed citations

13.

Boyle, Phelim, et al.. (2006). Application of high-precision computing for pricing arithmetic asian options. 39–46. 5 indexed citations

14.

Boyle, Phelim, et al.. (2006). Pricing exotic options under regime switching. Insurance Mathematics and Economics. 40(2). 267–282. 106 indexed citations

15.

Boyle, Phelim & Mary R. Hardy. (2003). Guaranteed Annuity Options. Astin Bulletin. 33(2). 125–152. 81 indexed citations

16.

Boyle, Phelim & Mary R. Hardy. (2003). Guaranteed Annuity Options. Astin Bulletin. 33(2). 125–152. 45 indexed citations

17.

Boyle, Phelim & Tan Wang. (2001). Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing. Mathematical Finance. 11(3). 267–284. 8 indexed citations

18.

Boyle, Phelim, Mark Broadie, & Paul Glasserman. (1995). Recent advances in simulation for security pricing. Winter Simulation Conference. 212–219. 6 indexed citations

19.

Boyle, Phelim & Inmoo Lee. (1994). Deposit Insurance with Changing Volatility: An Application of Exotic Options. Trends in Microbiology. 7(9). 343–343. 11 indexed citations

20.

Boyle, Phelim, et al.. (1979). Social Security Wealth and Private Saving in Canada. Canadian Journal of Economics/Revue canadienne d économique. 12(3). 456–456. 16 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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