Robert L. Kimmel

1.4k total citations
11 papers, 796 citations indexed

About

Robert L. Kimmel is a scholar working on Finance, General Economics, Econometrics and Finance and Mathematical Physics. According to data from OpenAlex, Robert L. Kimmel has authored 11 papers receiving a total of 796 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 4 papers in General Economics, Econometrics and Finance and 2 papers in Mathematical Physics. Recurrent topics in Robert L. Kimmel's work include Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (6 papers) and Credit Risk and Financial Regulations (4 papers). Robert L. Kimmel is often cited by papers focused on Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (6 papers) and Credit Risk and Financial Regulations (4 papers). Robert L. Kimmel collaborates with scholars based in United States, Switzerland and France. Robert L. Kimmel's co-authors include Yacine Aı̈t-Sahalia, Damir Filipović and Patrick Cheridito and has published in prestigious journals such as Journal of Financial Economics, Mathematical Finance and The North American Journal of Economics and Finance.

In The Last Decade

Robert L. Kimmel

10 papers receiving 742 citations

Peers

Robert L. Kimmel

FINAN

EE

GEEF

DEMOG

SP

Jesper Lund Denmark

Cecilia Mancini Italy

Lars Stentoft Canada

Rolf Poulsen Denmark

Jean‐Guy Simonato Canada

José Da Fonseca New Zealand

Thorsten Rheinländer United Kingdom

Martin Larsson United States

Karsten Prause Germany

Suzanne S. Lee United States

Jesper Lund Denmark

Robert L. Kimmel

1.1k ×1.4

FINAN

451 ×1.8

EE

297 ×1.7

GEEF

86 ×1.0

DEMOG

62 ×0.9

SP

Citations per year, relative to Robert L. Kimmel Robert L. Kimmel (= 1×) peers Jesper Lund

Countries citing papers authored by Robert L. Kimmel

Since Specialization

Citations

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

Fields of papers citing papers by Robert L. Kimmel

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert L. Kimmel. 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 Robert L. Kimmel. The network helps show where Robert L. Kimmel may publish in the future.

Co-authorship network of co-authors of Robert L. Kimmel

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

All Works

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11 of 11 papers shown

1.

Kimmel, Robert L., et al.. (2023). Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios. The North American Journal of Economics and Finance. 68. 101980–101980. 4 indexed citations

2.

Aı̈t-Sahalia, Yacine & Robert L. Kimmel. (2010). Estimating affine multifactor term structure models using closed-form likelihood expansions☆. Journal of Financial Economics. 98(1). 113–144. 83 indexed citations

3.

Cheridito, Patrick, Damir Filipović, & Robert L. Kimmel. (2010). A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS*. Mathematical Finance. 20(3). 509–519. 18 indexed citations

4.

Kimmel, Robert L.. (2009). Complex Times: Asset Pricing and Conditional Moments Under Non-Affine Diffusions. SSRN Electronic Journal. 3 indexed citations

5.

Aı̈t-Sahalia, Yacine & Robert L. Kimmel. (2009). Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions. SSRN Electronic Journal. 17 indexed citations

6.

Kimmel, Robert L.. (2008). Changing Times: The Pricing Problem in Non-Linear Models. SSRN Electronic Journal. 1 indexed citations

7.

Cheridito, Patrick, Damir Filipović, & Robert L. Kimmel. (2008). A Note on the Dai-Singleton Canonical Representation of Affine Term Structure Models. SSRN Electronic Journal. 6 indexed citations

8.

Cheridito, Patrick, Damir Filipović, & Robert L. Kimmel. (2006). Market price of risk specifications for affine models: Theory and evidence☆. Journal of Financial Economics. 83(1). 123–170. 243 indexed citations

9.

Aı̈t-Sahalia, Yacine & Robert L. Kimmel. (2006). Maximum likelihood estimation of stochastic volatility models. Journal of Financial Economics. 83(2). 413–452. 361 indexed citations

10.

Kimmel, Robert L.. (2003). Modeling the term structure of interest rates: A new approach. Journal of Financial Economics. 72(1). 143–183. 24 indexed citations

11.

Cheridito, Patrick, Damir Filipović, & Robert L. Kimmel. (2003). Market Price of Risk Specifications for Affine Models: Theory and Evidence. SSRN Electronic Journal. 36 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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