Philip Protter

15.7k total citations · 2 hit papers
116 papers, 7.3k citations indexed

About

Philip Protter is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Philip Protter has authored 116 papers receiving a total of 7.3k indexed citations (citations by other indexed papers that have themselves been cited), including 97 papers in Finance, 50 papers in Economics and Econometrics and 11 papers in Mathematical Physics. Recurrent topics in Philip Protter's work include Stochastic processes and financial applications (75 papers), Economic theories and models (34 papers) and Financial Markets and Investment Strategies (31 papers). Philip Protter is often cited by papers focused on Stochastic processes and financial applications (75 papers), Economic theories and models (34 papers) and Financial Markets and Investment Strategies (31 papers). Philip Protter collaborates with scholars based in United States, France and Chile. Philip Protter's co-authors include Jean Jacod, Robert A. Jarrow, Jin Ma, Thomas G. Kurtz, Jiongmin Yong, Denis Talay, Jean Jacod, Damien Lamberton, Étienne Pardoux and Emmanuelle Clément and has published in prestigious journals such as SHILAP Revista de lepidopterología, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

Philip Protter

114 papers receiving 6.7k citations

Hit Papers

Stochastic Integration and Differential Equations 1990 2026 2002 2014 2005 1990 500 1000 1.5k 2.0k

Peers

Philip Protter
Comparison fields: 5 of 129
  • Finance 5.8k
  • Economics and Econometrics 2.2k
  • Management Science and Operations Research 1.2k
  • Mathematical Physics 996
  • Demography 884
Replace Jean Jacod with:
Jean Jacod France
L. C. G. Rogers United Kingdom
Albert N. Shiryaev Russia
Steven E. Shreve United States
Ioannis Karatzas United States
H. Meté Soner United States
Marc Yor France
Nicole El Karoui France
Paul Glasserman United States
Thomas Mikosch Denmark
Jean Jacod France View profile →
Citations per field, relative to Philip Protter
Philip Protter · 1×
Citations per year, relative to Philip Protter
Philip Protter · 1×

Countries citing papers authored by Philip Protter

Since Specialization
Citations

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

Fields of papers citing papers by Philip Protter

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Philip Protter

This figure shows the co-authorship network connecting the top 25 collaborators of Philip Protter. A scholar is included among the top collaborators of Philip Protter 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 Philip Protter. Philip Protter 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
# Work Indexed citations
1 2
2 1
3 3
4 1
5 2
6 18
7 10
8
A Liquidity Based Model for Asset Price Bubbles
9
9 8
10 37
11 12
12
Forward and Futures Prices with Bubbles
2
13 1
14
Structural vs Reduced Form Models: A New Information Based Perspective
27
15 24
16
Complete Markets with Discontinuous Security Price
2
17
Stratonovich stochastic differential equations driven by general semimartingales
42
18 325
19
Semimartingales and measure preserving flows
10
20 12

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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