Phelim P. Boyle

2.9k total citations
53 papers, 1.8k citations indexed

About

Phelim P. Boyle is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Phelim P. Boyle has authored 53 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 21 papers in Economics and Econometrics and 8 papers in Demography. Recurrent topics in Phelim P. Boyle's work include Stochastic processes and financial applications (29 papers), Financial Markets and Investment Strategies (19 papers) and Capital Investment and Risk Analysis (13 papers). Phelim P. Boyle is often cited by papers focused on Stochastic processes and financial applications (29 papers), Financial Markets and Investment Strategies (19 papers) and Capital Investment and Risk Analysis (13 papers). Phelim P. Boyle collaborates with scholars based in Canada, United States and France. Phelim P. Boyle's co-authors include Ton Vorst, Ken Seng Tan, Eduardo S. Schwartz, David C. Emanuel, Carole Bernard, Mary R. Hardy, Hans R. Stoll, Robert E. Whaley, Steven Vanduffel and Junichi Imai and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Phelim P. Boyle

51 papers receiving 1.6k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Phelim P. Boyle Canada	18	1.4k	747	371	271	160	53	1.8k
Phelim Boyle Canada	12	849 0.6×	347 0.5×	305 0.8×	211 0.8×	144 0.9×	30	1.1k
Marek Rutkowski Australia	16	2.1k 1.5×	669 0.9×	382 1.0×	268 1.0×	47 0.3×	79	2.3k
Marek Musiela Australia	15	1.9k 1.4×	759 1.0×	377 1.0×	325 1.2×	56 0.3×	29	2.2k
Hoi Ying Wong Hong Kong	23	1.1k 0.8×	611 0.8×	486 1.3×	464 1.7×	31 0.2×	128	1.5k
Antoon Pelsser Netherlands	19	917 0.6×	397 0.5×	412 1.1×	180 0.7×	40 0.3×	103	1.1k
Monique Jeanblanc France	24	1.9k 1.4×	726 1.0×	376 1.0×	463 1.7×	29 0.2×	90	2.2k
Thaleia Zariphopoulou United States	24	2.0k 1.4×	1.3k 1.7×	465 1.3×	694 2.6×	30 0.2×	71	2.4k
Daniel Dufresne Australia	19	794 0.6×	303 0.4×	389 1.0×	348 1.3×	41 0.3×	37	1.2k
Jérôme Detemple United States	30	3.1k 2.2×	1.9k 2.6×	411 1.1×	311 1.1×	80 0.5×	83	3.7k
Tomas Björk Sweden	17	2.1k 1.5×	1.2k 1.6×	762 2.1×	798 2.9×	30 0.2×	43	2.7k

Countries citing papers authored by Phelim P. Boyle

Since Specialization

Citations

This map shows the geographic impact of Phelim P. 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 P. 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 P. Boyle more than expected).

Fields of papers citing papers by Phelim P. Boyle

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Phelim P. Boyle

This figure shows the co-authorship network connecting the top 25 collaborators of Phelim P. Boyle. A scholar is included among the top collaborators of Phelim P. 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 P. Boyle. Phelim P. 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.

Peng, Zhe & Phelim P. Boyle. (2025). Ponzi Schemes: A Review. SSRN Electronic Journal. 1 indexed citations

2.

Boyle, Phelim P., et al.. (2017). Enhanced Sharpe Ratio via Eigen Portfolios Selection. SSRN Electronic Journal. 2 indexed citations

3.

Boyle, Phelim P., et al.. (2015). Improving Risk Sharing and Borrower Incentives in Mortgage Design. SSRN Electronic Journal.

4.

Boyle, Phelim P. & Chenghu Ma. (2013). w-MPS Risk Aversion and the CAPM. Theoretical Economics Letters. 3(6). 306–316. 2 indexed citations

5.

Boyle, Phelim P.. (2012). Positive Weights on the Efficient Frontier. SSRN Electronic Journal. 1 indexed citations

6.

Ma, Chenghu & Phelim P. Boyle. (2011). w-MPS Risk Aversion and the CAPM. SSRN Electronic Journal. 1 indexed citations

7.

Boyle, Phelim P.. (2006). The Magnificent Seven. North American Actuarial Journal. 10(2). iii–v.

8.

Boyle, Phelim P. & William R. Scott. (2006). Executive Stock Options and Concavity of the Option Price. The Journal of Derivatives. 13(4). 72–84. 6 indexed citations

9.

Boyle, Phelim P., et al.. (2001). Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products. North American Actuarial Journal. 5(3). 1–18. 16 indexed citations

10.

Boyle, Phelim P., et al.. (1997). Theory and Measurement of Exotic Options in U.S. Agricultural Support Programs. American Journal of Agricultural Economics. 79(4). 1127–1139. 9 indexed citations

11.

Boyle, Phelim P., et al.. (1996). Quasi-Monte Carlo Methods in Numerical Finance. Management Science. 42(6). 926–938. 152 indexed citations

12.

Boyle, Phelim P., Hans R. Stoll, & Robert E. Whaley. (1993). Futures and Options: Theory and Applications.. The Journal of Finance. 48(2). 824–824. 53 indexed citations

13.

Boyle, Phelim P. & Ton Vorst. (1992). Option Replication in Discrete Time with Transaction Costs. The Journal of Finance. 47(1). 271–293. 267 indexed citations

14.

Boyle, Phelim P.. (1991). OPTION BOUNDS IN DISCRETE TIME WITH TRANSACTION COSTS. 1 indexed citations

15.

Boyle, Phelim P.. (1990). Valuation of derivative securities involving several assets using discrete time methods. Insurance Mathematics and Economics. 9(2-3). 131–139. 4 indexed citations

16.

Boyle, Phelim P.. (1989). Discussion of “The valuation of initial public offerings”*. Contemporary Accounting Research. 5(2). 516–518. 6 indexed citations

17.

Boyle, Phelim P.. (1989). The Quality Option and Timing Option in Futures Contracts. The Journal of Finance. 44(1). 101–101. 14 indexed citations

18.

Boyle, Phelim P.. (1989). The Quality Option and Timing Option in Futures Contracts. The Journal of Finance. 44(1). 101–113. 61 indexed citations

19.

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

20.

Boyle, Phelim P., et al.. (1985). Population waves and fertility fluctuations: Social security implications. Insurance Mathematics and Economics. 4(1). 65–74. 3 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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