Ren‐Raw Chen

2.0k total citations
74 papers, 1.3k citations indexed

About

Ren‐Raw Chen is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Ren‐Raw Chen has authored 74 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 68 papers in Finance, 18 papers in Economics and Econometrics and 14 papers in Accounting. Recurrent topics in Ren‐Raw Chen's work include Stochastic processes and financial applications (39 papers), Credit Risk and Financial Regulations (28 papers) and Financial Markets and Investment Strategies (23 papers). Ren‐Raw Chen is often cited by papers focused on Stochastic processes and financial applications (39 papers), Credit Risk and Financial Regulations (28 papers) and Financial Markets and Investment Strategies (23 papers). Ren‐Raw Chen collaborates with scholars based in United States, Taiwan and Netherlands. Ren‐Raw Chen's co-authors include Louis O. Scott, Frank J. Fabozzi, Liuren Wu, Tyler T. Yang, Itzhak Venezia, Oded Palmon, Sasson Bar‐Yosef, San‐Lin Chung, Hongey Chen and Shing‐yang Hu 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

Ren‐Raw Chen

67 papers receiving 1.2k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Ren‐Raw Chen United States	16	1.2k	393	364	187	83	74	1.3k
Jimmy E. Hilliard United States	15	850 0.7×	272 0.7×	735 2.0×	96 0.5×	76 0.9×	72	1.1k
Matthew Pritsker United States	8	993 0.8×	283 0.7×	714 2.0×	195 1.0×	109 1.3×	14	1.2k
Jean‐Guy Simonato Canada	17	984 0.8×	182 0.5×	430 1.2×	100 0.5×	100 1.2×	51	1.1k
Noël Amenc France	18	699 0.6×	104 0.3×	454 1.2×	194 1.0×	190 2.3×	56	827
Harry M. Kat United Kingdom	21	1.3k 1.1×	258 0.7×	958 2.6×	214 1.1×	255 3.1×	62	1.6k
Sang Bin Lee South Korea	9	1.0k 0.9×	256 0.7×	578 1.6×	79 0.4×	85 1.0×	23	1.1k
Stephen M. Schaefer United Kingdom	22	1.7k 1.4×	321 0.8×	612 1.7×	609 3.3×	52 0.6×	51	2.0k
Mark Schröder United States	16	1.0k 0.9×	127 0.3×	552 1.5×	124 0.7×	152 1.8×	33	1.2k
Pok‐sang Lam United States	10	528 0.4×	337 0.9×	593 1.6×	153 0.8×	58 0.7×	14	784
Gregor Weiß Germany	17	823 0.7×	131 0.3×	665 1.8×	215 1.1×	66 0.8×	73	1.0k

Countries citing papers authored by Ren‐Raw Chen

Since Specialization

Citations

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

Fields of papers citing papers by Ren‐Raw Chen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ren‐Raw Chen. 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 Ren‐Raw Chen. The network helps show where Ren‐Raw Chen may publish in the future.

Co-authorship network of co-authors of Ren‐Raw Chen

This figure shows the co-authorship network connecting the top 25 collaborators of Ren‐Raw Chen. A scholar is included among the top collaborators of Ren‐Raw Chen 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 Ren‐Raw Chen. Ren‐Raw Chen 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

Chen, Ren‐Raw, et al.. (2024). GPU-Accelerated American Option Pricing: The Case of the Longstaff-Schwartz Monte Carlo Model. The Journal of Derivatives. 32(2). 72–101. 1 indexed citations

Chen, Ren‐Raw. (2024). Is the Taiwan Stock Market (Swarm) Intelligent?. Information. 15(11). 707–707.

Chen, Ren‐Raw & Xiaohu Zhang. (2023). From liquidity risk to systemic risk: A use of knowledge graph. Journal of Financial Stability. 70. 101195–101195. 2 indexed citations

Chen, Ren‐Raw, Cameron Miller, & Puay Khoon Toh. (2023). Search on an NK Landscape with Swarm Intelligence: Limitations and Future Research Opportunities. Algorithms. 16(11). 527–527. 1 indexed citations

Chen, Ren‐Raw, Jeffrey Huang, William Y. C. Huang, & Robert Yu. (2021). An Artificial Intelligence Approach to the Valuation of American-Style Derivatives: A Use of Particle Swarm Optimization. Journal of risk and financial management. 14(2). 57–57. 4 indexed citations

Chen, Ren‐Raw, et al.. (2021). CDS-Implied Risk of US Delinquency: Implications for the US Debt Ceiling. The Journal of Fixed Income. 31(1). 6–26. 1 indexed citations

Chen, Ren‐Raw, et al.. (2019). Spot Asset Carry Cost Rates and Futures Hedge Ratios. SSRN Electronic Journal. 1 indexed citations

Chen, Ren‐Raw, et al.. (2018). Crash risk and risk neutral densities. Journal of Empirical Finance. 47. 162–189. 2 indexed citations

Chen, Ren‐Raw, et al.. (2013). Liquidity, Leverage, and Lehman: A Structural Analysis of Financial Institutions in Crisis. SSRN Electronic Journal. 5 indexed citations

10.

Chen, Ren‐Raw. (2011). Valuing a Liquidity Discount. The Journal of Fixed Income. 21(3). 59–73. 11 indexed citations

11.

Chen, Ren‐Raw, et al.. (2010). Pricing the term structure of inflation risk premia: Theory and evidence from TIPS. Journal of Empirical Finance. 17(4). 702–721. 58 indexed citations

12.

Chen, Ren‐Raw, et al.. (2007). Market Risk of Mortgage-Backed Securities with Consistent Measures. SSRN Electronic Journal. 1 indexed citations

13.

Chen, Ren‐Raw, et al.. (2005). Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from TIPS. SSRN Electronic Journal. 23 indexed citations

14.

Chen, Ren‐Raw & Louis O. Scott. (2004). Stochastic Volatility and Jumps in Interest Rates: An International Analysis. SSRN Electronic Journal. 10 indexed citations

15.

Chen, Ren‐Raw & Louis O. Scott. (2003). Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model. SSRN Electronic Journal. 8 indexed citations

16.

Chen, Ren‐Raw & Jing‐Zhi Huang. (2001). Credit Spread Bounds and their Implications for Credit Risk Modeling. SSRN Electronic Journal. 5 indexed citations

17.

Chen, Ren‐Raw, et al.. (1999). Pricing and quality option in Japanese government bond futures. Applied Financial Economics. 9(1). 51–65. 7 indexed citations

18.

Chen, Ren‐Raw. (1995). A two‐factor, preference‐free model for interest rate sensitive claims. Journal of Futures Markets. 15(3). 345–372. 12 indexed citations

19.

Chen, Ren‐Raw. (1992). Exact Solutions for Futures and European Futures Options on Pure Discount Bonds. Journal of Financial and Quantitative Analysis. 27(1). 97–97. 13 indexed citations

20.

Chen, Ren‐Raw. (1990). Pricing interest rate contingent claims. UMI eBooks. 4 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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