Rustam Ibragimov
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
- Economics and Econometrics top 0.5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Insurance and Financial Risk Management
Papers in
-
- Complex Systems and Time Series Analysis 16
- Market Dynamics and Volatility 11
- Insurance and Financial Risk Management 10
- Finance 31
- Financial Risk and Volatility Modeling 24
- Co-authors
- Johan Waldén (15 shared papers)Xavier Gabaix (2 shared papers)Ulrich K. Müller (3 shared papers)Dwight M. Jaffee (7 shared papers)Artem Prokhorov (2 shared papers)Paul Kattuman (3 shared papers)Víctor Peña (3 shared papers)J. Gani (1 shared paper)
- Journals
- Journal of Applied Probability (4 papers)Econometric Theory (4 papers)Annals of Finance (2 papers)Emerging Markets Review (2 papers)Journal of Business and Economic Statistics (2 papers)
- Partner nations
- United StatesUnited KingdomRussia
In The Last Decade
Rustam Ibragimov
68 papers receiving 1.8k citations
Peers
Comparison fields: 5 of 108
- Finance 844
- Economics and Econometrics 1.1k
- General Economics, Econometrics and Finance 319
- Statistics and Probability 287
- Management Science and Operations Research 301
Countries citing papers authored by Rustam Ibragimov
This map shows the geographic impact of Rustam Ibragimov'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 Rustam Ibragimov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rustam Ibragimov more than expected).
Fields of papers citing papers by Rustam Ibragimov
This network shows the impact of papers produced by Rustam Ibragimov. 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 Rustam Ibragimov. The network helps show where Rustam Ibragimov may publish in the future.
Co-authors
The 14 scholars most cited alongside Rustam Ibragimov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 71 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 337 | |
| 2 | 2009 | 187 | |
| 3 | 2010 | 179 | |
| 4 | 2007 | 135 | |
| 5 | 2008 | 118 | |
| 6 | 2009 | 94 | |
| 7 | 2015 | 78 | |
| 8 | 2009 | 60 | |
| 9 | 2015 | 59 | |
| 10 | 2010 | 41 | |
| 11 | 2007 | 40 | |
| 12 | 2017 | 33 | |
| 13 | 2013 | 31 | |
| 14 | 2013 | 31 | |
| 15 | 2015 | 27 | |
| 16 | New majorization theory in economics and martingale convergence results in econometrics | 2005 | 27 |
| 17 | 2010 | 26 | |
| 18 | ON THE ROBUSTNESS OF ECONOMIC MODELS TO HEAVY-TAILEDNESS ASSUMPTIONS | 2004 | 26 |
| 19 | 2007 | 25 | |
| 20 | 1998 | 25 |
About Rustam Ibragimov
Rustam Ibragimov is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, Statistics and Probability and Demography, having authored 71 papers that have together received 1.9k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (24 papers), Complex Systems and Time Series Analysis (16 papers), Market Dynamics and Volatility (11 papers), Insurance and Financial Risk Management (10 papers), Probability and Risk Models (8 papers), Risk and Portfolio Optimization (8 papers), Insurance, Mortality, Demography, Risk Management (8 papers) and Statistical Methods and Inference (7 papers). The work is most often cited by research in Finance (844 citations), Economics and Econometrics (1.1k citations), General Economics, Econometrics and Finance (319 citations), Statistics and Probability (287 citations) and Management Science and Operations Research (301 citations). Rustam Ibragimov has collaborated with scholars based in United States, United Kingdom and Russia. Frequent co-authors include Johan Waldén, Xavier Gabaix, Ulrich K. Müller, Dwight M. Jaffee, Artem Prokhorov, Paul Kattuman, Víctor Peña, J. Gani, E. Seneta and Peter C.B. Phillips. Their work appears in journals such as Journal of Applied Probability, Econometric Theory, Annals of Finance, Emerging Markets Review and Journal of Business and Economic Statistics.
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.