Radu Tunaru

1.2k total citations
75 papers, 680 citations indexed

About

Radu Tunaru is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Radu Tunaru has authored 75 papers receiving a total of 680 indexed citations (citations by other indexed papers that have themselves been cited), including 53 papers in Finance, 42 papers in Economics and Econometrics and 9 papers in Accounting. Recurrent topics in Radu Tunaru's work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (20 papers) and Market Dynamics and Volatility (19 papers). Radu Tunaru is often cited by papers focused on Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (20 papers) and Market Dynamics and Volatility (19 papers). Radu Tunaru collaborates with scholars based in United Kingdom, United States and France. Radu Tunaru's co-authors include Frank J. Fabozzi, Robert J. Shiller, Ephraïm Clark, Kostas Giannopoulos, Stuart M. Turnbull, Cătălina Ştefănescu, Alin Marius Andrieş, Nicu Sprincean, Steven Ongena and Jozef Baruník and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Financial Economics and European Journal of Operational Research.

In The Last Decade

Radu Tunaru

70 papers receiving 627 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Radu Tunaru United Kingdom	16	433	420	101	83	66	75	680
Avner Bar‐Ilan Israel	11	359 0.8×	321 0.8×	66 0.7×	80 1.0×	45 0.7×	24	531
Alexander Muermann Austria	13	353 0.8×	176 0.4×	136 1.3×	17 0.2×	97 1.5×	30	593
Dean Paxson United Kingdom	15	487 1.1×	580 1.4×	90 0.9×	38 0.5×	92 1.4×	59	699
Noureddine Benlagha Qatar	13	600 1.4×	161 0.4×	39 0.4×	70 0.8×	29 0.4×	41	714
Ángel León Spain	13	322 0.7×	387 0.9×	94 0.9×	127 1.5×	52 0.8×	35	562
Rachel J. Huang Taiwan	12	279 0.6×	118 0.3×	98 1.0×	16 0.2×	150 2.3×	34	432
Giacomo Sbrana France	9	375 0.9×	195 0.5×	39 0.4×	187 2.3×	104 1.6×	37	575
Jörgen Hellström Sweden	11	189 0.4×	181 0.4×	88 0.9×	54 0.7×	47 0.7×	30	453
Simon Benninga Israel	17	601 1.4×	657 1.6×	283 2.8×	251 3.0×	125 1.9×	59	1.0k
Luiz Renato Lima United States	14	356 0.8×	191 0.5×	18 0.2×	277 3.3×	67 1.0×	39	544

Countries citing papers authored by Radu Tunaru

Since Specialization

Citations

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

Fields of papers citing papers by Radu Tunaru

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Radu Tunaru

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Tunaru, Radu, et al.. (2025). Testing green finance portfolio performance. Journal of the Operational Research Society. 77(1). 146–160. 1 indexed citations

Tunaru, Radu, et al.. (2024). Green-adjusted share prices: A comparison between standard investors and investors with green preferences. Journal of Financial Stability. 74. 101314–101314. 1 indexed citations

Çolak, Gönül, et al.. (2024). The timing of voluntary delisting. Journal of Financial Economics. 155. 103832–103832. 2 indexed citations

Lazar, Emese, et al.. (2024). Measures of Model Risk for Continuous-Time Finance Models. Journal of Financial Econometrics. 22(5). 1456–1481.

Tunaru, Radu. (2017). Real-Estate Derivatives: From Econometrics to Financial Engineering. OUP Catalogue. 2 indexed citations

Tunaru, Radu. (2017). Equity Release Mortgages. Oxford University Press eBooks. 2 indexed citations

Tunaru, Radu. (2017). Dividend derivatives. Quantitative Finance. 18(1). 63–81. 7 indexed citations

Tunaru, Radu. (2016). Hierarchical Bayesian Models for Multiple Count Data. SHILAP Revista de lepidopterología. 30 indexed citations

Tunaru, Radu. (2016). Entropy Concepts Applied to Option Pricing. Annals of the University of Craiova Mathematics and Computer Science Series. 43(1). 106–117. 2 indexed citations

10.

Tunaru, Radu, et al.. (2016). A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches. Insurance Mathematics and Economics. 72. 21–35. 1 indexed citations

11.

Tunaru, Radu, et al.. (2013). Investment Strategies with VIX and VSTOXX Futures. SSRN Electronic Journal. 3 indexed citations

12.

Tunaru, Radu, et al.. (2012). Investment Strategies with VIX and VSTOXX. Kent Academic Repository (University of Kent). 2 indexed citations

13.

Clark, Ephraïm, Omar Masood, & Radu Tunaru. (2008). The effect of political events on the Pakistan stock exchange 1947-2001. SHILAP Revista de lepidopterología. 7 indexed citations

14.

Tunaru, Radu, et al.. (2006). Financial Engineering Applications of Forward Start Options for Structured Products with Capital Protection. The journal of structured finance. 12(3). 28–39.

15.

Tunaru, Radu, Frank J. Fabozzi, & Tony Wu. (2006). Chinese equity market and the efficient frontier. Applied Financial Economics Letters. 2(2). 87–94. 5 indexed citations

16.

Fabozzi, Frank J., Radu Tunaru, & Tony Wu. (2004). Modeling Volatility for the Chinese Equity Markets. Annals of economics and finance. 5(1). 79–92. 19 indexed citations

17.

Tunaru, Radu, et al.. (2003). Estimation functions and uniformly most powerful tests for inverse Gaussian distribution. Commentationes Mathematicae Universitatis Carolinae. 44(1). 153–164. 2 indexed citations

18.

Clark, Ephraïm & Radu Tunaru. (2001). Emerging Markets: Investing with Political Risk. Multinational Finance Journal. 5(3). 155–173. 17 indexed citations

19.

Tunaru, Radu. (1999). APPROXIMATING A RIEMANN INTEGRAL USING THE CENTRAL LIMIT THEOREM. Mathematica japonica. 49(2). 191–193.

20.

Tunaru, Radu. (1999). Hierarchical Bayesian models for road accident data. Traffic engineering & control. 40(6). 318–324. 13 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.

Explore authors with similar magnitude of impact