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 an... 1990 2026 2002 2014 2005 1990 500 1000 1.5k 2.0k

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Philip Protter 5.8k 2.2k 1.2k 996 884 116 7.3k
Jean Jacod 5.9k 1.0× 2.4k 1.1× 1.2k 1.0× 1.3k 1.3× 587 0.7× 98 7.9k
L. C. G. Rogers 4.9k 0.8× 2.1k 1.0× 1.2k 1.0× 1.8k 1.8× 549 0.6× 131 8.1k
Albert N. Shiryaev 6.2k 1.1× 2.3k 1.1× 1.8k 1.6× 1.9k 2.0× 982 1.1× 159 10.1k
Steven E. Shreve 7.4k 1.3× 4.3k 1.9× 2.4k 2.1× 660 0.7× 1.3k 1.5× 74 10.1k
Ioannis Karatzas 9.1k 1.6× 5.1k 2.3× 2.8k 2.4× 946 0.9× 1.6k 1.8× 134 11.6k
Marc Yor 7.1k 1.2× 2.0k 0.9× 1.2k 1.0× 3.7k 3.7× 905 1.0× 174 10.7k
H. Meté Soner 3.4k 0.6× 1.9k 0.9× 1.2k 1.1× 669 0.7× 629 0.7× 132 6.7k
Nicole El Karoui 4.3k 0.7× 1.6k 0.7× 1.4k 1.2× 381 0.4× 1.3k 1.4× 70 4.9k
Paul Glasserman 5.2k 0.9× 1.5k 0.7× 2.4k 2.0× 339 0.3× 1.1k 1.2× 209 8.5k
Thomas Mikosch 5.5k 0.9× 3.0k 1.4× 2.5k 2.1× 1.4k 1.4× 819 0.9× 142 9.5k

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
1.
Protter, Philip, et al.. (2024). Probability of no default for a microloan under uncertainty. Annals of Finance. 20(4). 521–528. 2 indexed citations
2.
Protter, Philip, et al.. (2024). Stopping times occurring simultaneously. ESAIM Probability and Statistics. 28. 110–131. 1 indexed citations
3.
Jarrow, Robert A., Philip Protter, & Jaime San Martı́n. (2021). Asset price bubbles: Invariance theorems. 1(2). 161–161. 3 indexed citations
4.
Jarrow, Robert A., Philip Protter, & Jaime San Martı́n. (2020). Asset Price Bubbles: Invariance Theorems*. SSRN Electronic Journal. 1 indexed citations
5.
Jacod, Jean & Philip Protter. (2017). Options Prices in Incomplete Markets. SHILAP Revista de lepidopterología. 56. 72–87. 2 indexed citations
6.
Protter, Philip. (2014). Strict local martingales with jumps. Stochastic Processes and their Applications. 125(4). 1352–1367. 10 indexed citations
7.
Protter, Philip, et al.. (2011). A Liquidity Based Model for Asset Price Bubbles. SSRN Electronic Journal. 9 indexed citations
8.
Protter, Philip, et al.. (2011). Signing trades and an evaluation of the Lee–Ready algorithm. Annals of Finance. 8(1). 1–13. 2 indexed citations
9.
Pal, Soumik & Philip Protter. (2010). Analysis of continuous strict local martingales via h-transforms. Stochastic Processes and their Applications. 120(8). 1424–1443. 37 indexed citations
10.
Jarrow, Robert A. & Philip Protter. (2010). Foreign Currency Bubbles. SSRN Electronic Journal. 1 indexed citations
11.
Jarrow, Robert A. & Philip Protter. (2010). Foreign currency bubbles. Review of Derivatives Research. 14(1). 67–83. 12 indexed citations
12.
Jarrow, Robert A. & Philip Protter. (2009). Forward and Futures Prices with Bubbles. SSRN Electronic Journal. 2 indexed citations
13.
Jacod, Jean & Philip Protter. (2009). Risk-neutral compatibility with option prices. Finance and Stochastics. 14(2). 285–315. 63 indexed citations
14.
Burkholder, Donald L. & Philip Protter. (2005). Joseph Leo Doob, 1910–2004. Stochastic Processes and their Applications. 115(7). 1061–1072. 1 indexed citations
15.
Jarrow, Robert A. & Philip Protter. (2004). Structural vs Reduced Form Models: A New Information Based Perspective. SSRN Electronic Journal. 27 indexed citations
16.
Protter, Philip. (2001). A partial introduction to financial asset pricing theory. Stochastic Processes and their Applications. 91(2). 169–203. 24 indexed citations
17.
Dritschel, Michael A. & Philip Protter. (1999). Complete Markets with Discontinuous Security Price. SSRN Electronic Journal. 2 indexed citations
18.
Kurtz, Thomas G., Étienne Pardoux, & Philip Protter. (1995). Stratonovich stochastic differential equations driven by general semimartingales. French digital mathematics library (Numdam). 31(2). 351–377. 42 indexed citations
19.
Protter, Philip. (1986). Semimartingales and measure preserving flows. French digital mathematics library (Numdam). 22(2). 127–147. 10 indexed citations
20.
Protter, Philip. (1977). Right-continuous solutions of systems of stochastic integral equations. Journal of Multivariate Analysis. 7(1). 204–214. 12 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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