Ronnie Sircar

3.5k total citations
88 papers, 1.8k citations indexed

About

Ronnie Sircar is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Ronnie Sircar has authored 88 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 70 papers in Finance, 44 papers in Economics and Econometrics and 18 papers in Management Science and Operations Research. Recurrent topics in Ronnie Sircar's work include Stochastic processes and financial applications (60 papers), Financial Risk and Volatility Modeling (25 papers) and Financial Markets and Investment Strategies (23 papers). Ronnie Sircar is often cited by papers focused on Stochastic processes and financial applications (60 papers), Financial Risk and Volatility Modeling (25 papers) and Financial Markets and Investment Strategies (23 papers). Ronnie Sircar collaborates with scholars based in United States, United Kingdom and Slovakia. Ronnie Sircar's co-authors include Jean‐Pierre Fouque, Knut Sølna, George Papanicolaou, Thaleia Zariphopoulou, Tim Leung, Patrick P. K. Chan, Andrew C. Papanicolaou, Mattias Jönsson, Wei Xiong and Michael Ludkovski and has published in prestigious journals such as Management Science, Journal of Econometrics and Energy Economics.

In The Last Decade

Ronnie Sircar

87 papers receiving 1.7k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Ronnie Sircar United States	22	1.5k	794	304	210	90	88	1.8k
Marek Rutkowski Australia	16	2.1k 1.4×	669 0.8×	268 0.9×	382 1.8×	135 1.5×	79	2.3k
Tomasz R. Bielecki United States	24	1.8k 1.2×	603 0.8×	554 1.8×	326 1.6×	68 0.8×	89	2.4k
Monique Jeanblanc France	24	1.9k 1.3×	726 0.9×	463 1.5×	376 1.8×	46 0.5×	90	2.2k
K.R. Vetzal Canada	20	1.2k 0.8×	323 0.4×	146 0.5×	251 1.2×	71 0.8×	30	1.4k
Hoi Ying Wong Hong Kong	23	1.1k 0.8×	611 0.8×	464 1.5×	486 2.3×	100 1.1×	128	1.5k
Thaleia Zariphopoulou United States	24	2.0k 1.3×	1.3k 1.6×	694 2.3×	465 2.2×	106 1.2×	71	2.4k
Phelim Boyle Canada	12	849 0.6×	347 0.4×	211 0.7×	305 1.5×	76 0.8×	30	1.1k
Abel Cadenillas Canada	17	788 0.5×	500 0.6×	373 1.2×	296 1.4×	126 1.4×	38	1.1k
Tomas Björk Sweden	17	2.1k 1.4×	1.2k 1.5×	798 2.6×	762 3.6×	124 1.4×	43	2.7k
Mihail Zervos United Kingdom	17	682 0.5×	490 0.6×	199 0.7×	120 0.6×	21 0.2×	42	943

Countries citing papers authored by Ronnie Sircar

Since Specialization

Citations

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

Fields of papers citing papers by Ronnie Sircar

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Ronnie Sircar

This figure shows the co-authorship network connecting the top 25 collaborators of Ronnie Sircar. A scholar is included among the top collaborators of Ronnie Sircar 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 Ronnie Sircar. Ronnie Sircar 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

Aı̈t-Sahalia, Yacine, et al.. (2024). When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. Journal of Econometrics. 248. 105654–105654. 4 indexed citations

Graber, P. Jameson & Ronnie Sircar. (2022). Master equation for Cournot mean field games of control with absorption. Journal of Differential Equations. 343. 816–909. 3 indexed citations

Nassif, Houssam, et al.. (2020). Identifying Reward Functions using Anchor Actions.. arXiv (Cornell University). 1 indexed citations

Chan, Patrick P. K. & Ronnie Sircar. (2015). Fracking, Renewables & Mean Field Games. SSRN Electronic Journal. 6 indexed citations

Sircar, Ronnie, et al.. (2015). Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon. SSRN Electronic Journal. 3 indexed citations

Papanicolaou, Andrew C., Ronnie Sircar, & Jean‐Pierre Fouque. (2014). Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions. SSRN Electronic Journal. 1 indexed citations

Chan, Patrick P. K. & Ronnie Sircar. (2014). Bertrand and Cournot Mean Field Games. Applied Mathematics & Optimization. 71(3). 533–569. 55 indexed citations

Sircar, Ronnie, et al.. (2014). Optimal Investment with Transaction Costs and Stochastic Volatility. SSRN Electronic Journal. 2 indexed citations

Fouque, Jean‐Pierre, Ronnie Sircar, & Thaleia Zariphopoulou. (2013). Portfolio Optimization & Stochastic Volatility Asymptotics. SSRN Electronic Journal. 14 indexed citations

10.

Fouque, Jean‐Pierre, Andrew C. Papanicolaou, & Ronnie Sircar. (2013). Filtering and Portfolio Optimization with Stochastic Unobserved Drift in Asset Returns. SSRN Electronic Journal. 4 indexed citations

11.

Leung, Tim & Ronnie Sircar. (2012). Implied Volatility of Leveraged ETF Options. SSRN Electronic Journal. 6 indexed citations

12.

Sircar, Ronnie, et al.. (2012). FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES. Mathematical Finance. 25(2). 400–425. 8 indexed citations

13.

Jönsson, Mattias, et al.. (2009). Optimal static-dynamic hedges for exotic options under convex risk measures. Stochastic Processes and their Applications. 119(10). 3608–3632. 14 indexed citations

14.

Leung, Tim & Ronnie Sircar. (2008). Exponential Hedging with Optimal Stopping and Application to ESO Valuation. SSRN Electronic Journal. 13 indexed citations

15.

Fouque, Jean‐Pierre, et al.. (2006). Stochastic Volatility Effects on Defaultable Bonds. Applied Mathematical Finance. 13(3). 215–244. 54 indexed citations

16.

Bayraktar, Erhan, Ulrich Horst, & Ronnie Sircar. (2006). A Limit Theorem for Financial Markets with Inert Investors. Mathematics of Operations Research. 31(4). 789–810. 26 indexed citations

17.

Jönsson, Mattias, et al.. (2005). Optimal investment with derivative securities. Finance and Stochastics. 9(4). 585–595. 36 indexed citations

18.

Xiong, Wei & Ronnie Sircar. (2004). Evaluating Incentive Options. RePEc: Research Papers in Economics. 2 indexed citations

19.

Fouque, Jean‐Pierre, George Papanicolaou, Ronnie Sircar, & Knut Sølna. (2004). Maturity cycles in implied volatility. Finance and Stochastics. 8(4). 35 indexed citations

20.

Fouque, Jean‐Pierre, George Papanicolaou, Ronnie Sircar, & Knut Sølna. (2004). Timing the smile. Wilmott. 2004(2). 59–65. 6 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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