R. Burr Porter

849 total citations
17 papers, 422 citations indexed

About

R. Burr Porter is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, R. Burr Porter has authored 17 papers receiving a total of 422 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 7 papers in Management Science and Operations Research and 5 papers in Economics and Econometrics. Recurrent topics in R. Burr Porter's work include Risk and Portfolio Optimization (6 papers), Financial Markets and Investment Strategies (5 papers) and Stochastic processes and financial applications (4 papers). R. Burr Porter is often cited by papers focused on Risk and Portfolio Optimization (6 papers), Financial Markets and Investment Strategies (5 papers) and Stochastic processes and financial applications (4 papers). R. Burr Porter collaborates with scholars based in United States. R. Burr Porter's co-authors include Peter C. Fishburn, Roger C. Pfaffenberger, O. Maurice Joy, John R. Ezzell and James L. Bicksler and has published in prestigious journals such as The Journal of Finance, American Economic Review and Management Science.

In The Last Decade

R. Burr Porter

16 papers receiving 340 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
R. Burr Porter United States	10	244	242	184	86	61	17	422
Ramon Rabinovitch United States	9	395 1.6×	299 1.2×	129 0.7×	105 1.2×	24 0.4×	25	608
William H. Jean United States	10	254 1.0×	214 0.9×	147 0.8×	42 0.5×	44 0.7×	26	409
Yusif Simaan United States	11	435 1.8×	217 0.9×	226 1.2×	68 0.8×	15 0.2×	30	544
Rachel Campbell Netherlands	6	481 2.0×	355 1.5×	124 0.7×	91 1.1×	9 0.1×	11	636
Tsong‐Yue Lai United States	9	356 1.5×	361 1.5×	141 0.8×	56 0.7×	6 0.1×	18	572
James N. Bodurtha United States	11	725 3.0×	390 1.6×	96 0.5×	249 2.9×	20 0.3×	23	812
Rachel J. Huang Taiwan	12	118 0.5×	279 1.2×	150 0.8×	16 0.2×	138 2.3×	34	432
Avner Bar‐Ilan Israel	11	321 1.3×	359 1.5×	45 0.2×	80 0.9×	8 0.1×	24	531
Hiroyuki Ozaki Japan	6	144 0.6×	208 0.9×	86 0.5×	32 0.4×	83 1.4×	14	315
Rudi Zagst Germany	12	396 1.6×	227 0.9×	146 0.8×	49 0.6×	9 0.1×	109	540

Countries citing papers authored by R. Burr Porter

Since Specialization

Citations

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

Fields of papers citing papers by R. Burr Porter

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by R. Burr Porter. 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 R. Burr Porter. The network helps show where R. Burr Porter may publish in the future.

Co-authorship network of co-authors of R. Burr Porter

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

All Works

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17 of 17 papers shown

Porter, R. Burr. (2016). Semivariance and Stochastic Dominance: A Comparison. American Economic Review. 64(1). 200–204. 11 indexed citations

Porter, R. Burr, et al.. (2016). Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation. American Economic Review. 62(3). 438–446. 10 indexed citations

Ezzell, John R. & R. Burr Porter. (1979). Correct Specification of the Cost of Capital and Net Present Value. Financial Management. 8(2). 15–15. 3 indexed citations

Porter, R. Burr, et al.. (1977). An Evaluation of Capital Budgeting Portfolio Models Using Simulated Data. The Engineering Economist. 23(1). 41–65. 1 indexed citations

Ezzell, John R. & R. Burr Porter. (1976). Flotation Costs and the Weighted Average Cost of Capital. Journal of Financial and Quantitative Analysis. 11(3). 403–403. 8 indexed citations

Fishburn, Peter C. & R. Burr Porter. (1976). Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk. Management Science. 22(10). 1064–1073. 108 indexed citations

Porter, R. Burr & Roger C. Pfaffenberger. (1975). Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply. Journal of Financial and Quantitative Analysis. 10(1). 181–181. 61 indexed citations

Porter, R. Burr & John R. Ezzell. (1975). A note on the predictive ability of beta coefficients. Journal of Business Research. 3(4). 365–372. 10 indexed citations

Porter, R. Burr, et al.. (1975). The Development of a Mean-Semivariance Approach to Capital Budgeting. Journal of Financial and Quantitative Analysis. 10(4). 639–639. 6 indexed citations

10.

Joy, O. Maurice & R. Burr Porter. (1974). Stochastic Dominance and Mutual Fund Performance. Journal of Financial and Quantitative Analysis. 9(1). 25–25. 42 indexed citations

11.

Porter, R. Burr. (1974). A comparison of stochastic dominance and stochastic programming. Omega. 2(1). 105–117. 2 indexed citations

12.

Porter, R. Burr, et al.. (1974). STOCHASTIC DOMINANCE AS A RISK ANALYSIS CRITERION*. Decision Sciences. 5(1). 10–21. 20 indexed citations

13.

Porter, R. Burr, et al.. (1973). Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios. Journal of Financial and Quantitative Analysis. 8(1). 71–71. 55 indexed citations

14.

Porter, R. Burr & James L. Bicksler. (1973). Methodology in Finance--Investments.. The Journal of Finance. 28(4). 1059–1059. 12 indexed citations

15.

Porter, R. Burr. (1973). An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria. Journal of Financial and Quantitative Analysis. 8(4). 587–587. 69 indexed citations

16.

Porter, R. Burr. (1972). APPLICATION OF STOCHASTIC DOMINANCE PRINCIPLES TO THE PROBLEM OF ASSET SELECTION UNDER RISK*. The Journal of Finance. 27(5). 1177–1178. 1 indexed citations

17.

Porter, R. Burr. (1972). Application of Stochastic Dominance Principles to the Problem of Asset Selection Under Risk. The Journal of Finance. 27(5). 1177–1177. 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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