Simon Benninga

1.7k total citations
59 papers, 1.0k citations indexed

About

Simon Benninga is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Simon Benninga has authored 59 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Finance, 35 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Simon Benninga's work include Economic theories and models (27 papers), Financial Markets and Investment Strategies (24 papers) and Stochastic processes and financial applications (17 papers). Simon Benninga is often cited by papers focused on Economic theories and models (27 papers), Financial Markets and Investment Strategies (24 papers) and Stochastic processes and financial applications (17 papers). Simon Benninga collaborates with scholars based in Israel, United States and Netherlands. Simon Benninga's co-authors include Aris Protopapadakis, Itzhak Zilcha, Oded Sarig, Marshall E. Blume, David Disatnik, Joram Mayshar, Zvi Wiener, Yehuda Izhakian, Menachem Abudy and Michael Smirlock and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Simon Benninga

52 papers receiving 862 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Simon Benninga	657	601	283	251	129	59	1.0k
Bob Korkie	1.2k 1.8×	665 1.1×	258 0.9×	363 1.4×	78 0.6×	27	1.3k
Jędrzej Białkowski	617 0.9×	730 1.2×	371 1.3×	237 0.9×	87 0.7×	39	1.0k
David M. Modest	1.2k 1.9×	856 1.4×	525 1.9×	359 1.4×	106 0.8×	15	1.5k
Marcel Prokopczuk	758 1.2×	964 1.6×	155 0.5×	361 1.4×	39 0.3×	117	1.3k
Jack Clark Francis	604 0.9×	433 0.7×	289 1.0×	130 0.5×	124 1.0×	47	826
Pim van Vliet	1.1k 1.6×	774 1.3×	323 1.1×	126 0.5×	138 1.1×	60	1.3k
Soosung Hwang	902 1.4×	797 1.3×	223 0.8×	167 0.7×	66 0.5×	80	1.1k
J. Kenton Zumwalt	809 1.2×	508 0.8×	426 1.5×	157 0.6×	104 0.8×	46	993
Jakub W. Jurek	1.3k 1.9×	752 1.3×	324 1.1×	262 1.0×	43 0.3×	16	1.4k
Ramon Rabinovitch	395 0.6×	299 0.5×	136 0.5×	105 0.4×	50 0.4×	25	608

Countries citing papers authored by Simon Benninga

Since Specialization

Citations

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

Fields of papers citing papers by Simon Benninga

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Simon Benninga

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

Benninga, Simon, et al.. (2019). Grantmaking Foundations’ Asset Management, Payout Rates, and Longevity Under Changing Market Conditions: Results From a Monte Carlo Simulation Study. Nonprofit and Voluntary Sector Quarterly. 49(2). 424–447. 4 indexed citations

Disatnik, David & Simon Benninga. (2012). The Two-Block Covariance Matrix and the CAPM. SSRN Electronic Journal.

Disatnik, David & Simon Benninga. (2007). Shrinking the Covariance Matrix. SSRN Electronic Journal. 7 indexed citations

Benninga, Simon & David Disatnik. (2007). Shrinking the covariance matrix - simpler is better. The Journal of Portfolio Management. 33(4). 56–63. 11 indexed citations

Benninga, Simon. (2006). Principles of Finance with Excel. OUP Catalogue. 27 indexed citations

Disatnik, David & Simon Benninga. (2006). Estimating the Covariance Matrix for Portfolio Optimization. SSRN Electronic Journal. 2 indexed citations

Benninga, Simon, et al.. (2002). On the use of numeraire methods in option pricing. The Journal of Derivatives. 10(2). 1–15. 5 indexed citations

Benninga, Simon, et al.. (2002). Options in Markets with Tax-Induced Incompleteness. SSRN Electronic Journal. 1 indexed citations

Benninga, Simon, Tomas Björk, & Zvi Wiener. (2002). On the Use of Numeraires in Option Pricing. SSRN Electronic Journal. 9 indexed citations

10.

Benninga, Simon, et al.. (2002). Real Options—An Introduction and an Application to R&D Valuation. The Engineering Economist. 47(2). 151–168. 28 indexed citations

11.

Protopapadakis, Aris & Simon Benninga. (1999). Forward and Future Prices with Markovian Interest-Rate Processes. SSRN Electronic Journal. 1 indexed citations

12.

Benninga, Simon & Joram Mayshar. (1998). Dynamic Wealth Redistribution, Trade, and Asset Pricing. SSRN Electronic Journal. 1 indexed citations

13.

Wiener, Zvi & Simon Benninga. (1996). An Investigation of Cheapest to Deliver on Treasury Bond Futures Contracts. SSRN Electronic Journal. 4 indexed citations

14.

Benninga, Simon, Uri Loewenstein, & Oded Sarig. (1993). A note on market expectations of risk-free rates and volatilities before and after October 1987. Journal of Banking & Finance. 17(1). 105–116. 1 indexed citations

15.

Benninga, Simon & Aris Protopapadakis. (1991). The Stock Market Premium, Production, and Relative Risk Aversion. American Economic Review. 81(3). 591–599. 4 indexed citations

16.

Benninga, Simon & Aris Protopapadakis. (1990). Leverage, time preference and the ‘equity premium puzzle’. Journal of Monetary Economics. 25(1). 49–58. 39 indexed citations

17.

Benninga, Simon & Uri M. Possen. (1988). Fiscal policy and the term structure of interest rates. Journal of Public Economics. 37(3). 331–344. 2 indexed citations

18.

Benninga, Simon & Aris Protopapadakis. (1988). The equilibrium pricing of exchange rates and assets when trade takes time. Journal of International Money and Finance. 7(2). 129–149. 48 indexed citations

19.

Benninga, Simon, et al.. (1985). Optimal international hedging in commodity and currency forward markets. Journal of International Money and Finance. 4(4). 537–552. 66 indexed citations

20.

Benninga, Simon. (1979). General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance. The Journal of Finance. 34(2). 325–325. 1 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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