Stanley Kogelman

770 total citations
32 papers, 482 citations indexed

About

Stanley Kogelman is a scholar working on Finance, Strategy and Management and Accounting. According to data from OpenAlex, Stanley Kogelman has authored 32 papers receiving a total of 482 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 7 papers in Strategy and Management and 6 papers in Accounting. Recurrent topics in Stanley Kogelman's work include Financial Markets and Investment Strategies (10 papers), Corporate Finance and Governance (5 papers) and Financial Reporting and Valuation Research (4 papers). Stanley Kogelman is often cited by papers focused on Financial Markets and Investment Strategies (10 papers), Corporate Finance and Governance (5 papers) and Financial Reporting and Valuation Research (4 papers). Stanley Kogelman collaborates with scholars based in United States, Mexico and United Kingdom. Stanley Kogelman's co-authors include Martin L. Leibowitz, R. C. DiPrima, Joseph B. Keller, Ajay R. Dravid, Anthony Bova and Terence C. Langetieg and has published in prestigious journals such as SIAM Journal on Applied Mathematics, Financial Analysts Journal and The Journal of Portfolio Management.

In The Last Decade

Stanley Kogelman

25 papers receiving 383 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Stanley Kogelman United States 10 175 138 112 93 76 32 482
Andrew Carverhill Hong Kong 11 285 1.6× 108 0.8× 77 0.7× 10 0.1× 50 0.7× 34 483
Jeff Dewynne United Kingdom 3 811 4.6× 295 2.1× 22 0.2× 19 0.2× 28 0.4× 3 1.0k
Thomas Gilbert United States 15 400 2.3× 377 2.7× 251 2.2× 19 0.2× 210 2.8× 52 887
Robert Fernholz United States 14 365 2.1× 238 1.7× 61 0.5× 15 0.2× 23 0.3× 25 536
Andrea Pallavicini United Kingdom 17 805 4.6× 225 1.6× 56 0.5× 8 0.1× 24 0.3× 54 916
Fahuai Yi China 13 291 1.7× 184 1.3× 25 0.2× 17 0.2× 238 3.1× 60 758
Lars Jaeger Germany 10 105 0.6× 125 0.9× 26 0.2× 33 0.4× 94 1.2× 23 381
David Newton United Kingdom 13 367 2.1× 194 1.4× 39 0.3× 5 0.1× 7 0.1× 40 562
Lishang Jiang China 14 347 2.0× 139 1.0× 15 0.1× 8 0.1× 13 0.2× 41 570
Xili Zhang China 17 263 1.5× 165 1.2× 11 0.1× 38 0.4× 69 0.9× 58 651

Countries citing papers authored by Stanley Kogelman

Since Specialization
Citations

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

Fields of papers citing papers by Stanley Kogelman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Stanley Kogelman

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

All Works

20 of 20 papers shown
1.
Leibowitz, Martin L. & Stanley Kogelman. (2022). Operating Leverage and Inflation. The Journal of Portfolio Management. 49(3). 159–168. 1 indexed citations
2.
Leibowitz, Martin L. & Stanley Kogelman. (2020). Sharpe Ratios, Target Ratios, and Return Goals. The Journal of Portfolio Management. 47(1). 41–50. 2 indexed citations
3.
Leibowitz, Martin L., Anthony Bova, & Stanley Kogelman. (2015). Bond Ladders and Rolling Yield Convergence. Financial Analysts Journal. 71(2). 32–46.
4.
Leibowitz, Martin L., Anthony Bova, & Stanley Kogelman. (2014). Long-Term Bond Returns under Duration Targeting. Financial Analysts Journal. 70(1). 31–51. 7 indexed citations
5.
Leibowitz, Martin L., et al.. (1996). Return Targets and Shortfall Risks: Studies in Strategic Asset Allocation. Medical Entomology and Zoology. 15 indexed citations
6.
Leibowitz, Martin L., et al.. (1995). The Spread Curve and the Risk/Return Decision. The Journal of Fixed Income. 5(1). 43–50. 2 indexed citations
7.
Leibowitz, Martin L., et al.. (1995). The Opportunity for Greater Flexibility in the Bond Component. The Journal of Portfolio Management. 21(4). 51–59. 1 indexed citations
8.
Kogelman, Stanley & Martin L. Leibowitz. (1995). The Franchise Factor Valuation Approach: Capturing the Firm’s Investment Opportunities. AIMR Conference Proceedings. 1995(4). 5–11.
9.
Leibowitz, Martin L., et al.. (1994). Interest Rate-Sensitive Asset Allocation. The Journal of Portfolio Management. 20(3). 8–15. 7 indexed citations
10.
Leibowitz, Martin L., et al.. (1993). “Optimal” Portfolios Relative to Benchmark Allocations. The Journal of Portfolio Management. 19(4). 18–29. 3 indexed citations
11.
Leibowitz, Martin L. & Stanley Kogelman. (1992). Franchise Value and the Growth Process. Financial Analysts Journal. 48(1). 53–62. 8 indexed citations
12.
Leibowitz, Martin L., et al.. (1992). Asset Allocation Under Liability Uncertainty. The Journal of Fixed Income. 2(2). 7–19. 5 indexed citations
13.
Leibowitz, Martin L., et al.. (1992). Asset performance and surplus control. The Journal of Portfolio Management. 18(2). 28–37. 41 indexed citations
14.
Leibowitz, Martin L. & Stanley Kogelman. (1991). Asset allocation under shortfall constraints. The Journal of Portfolio Management. 17(2). 18–23. 60 indexed citations
15.
Leibowitz, Martin L. & Stanley Kogelman. (1991). Return enchancement from “foreign” assets. The Journal of Portfolio Management. 17(4). 5–13. 7 indexed citations
16.
Leibowitz, Martin L. & Stanley Kogelman. (1991). The Franchise Factor for Leveraged Firms. Financial Analysts Journal. 47(6). 29–43. 9 indexed citations
17.
Langetieg, Terence C., Martin L. Leibowitz, & Stanley Kogelman. (1990). Duration Targeting and the Management of Multiperiod Returns. Financial Analysts Journal. 46(5). 35–45. 5 indexed citations
18.
Leibowitz, Martin L., et al.. (1990). A Shortfall Approach to the Creditor’s Decision: How Much Leverage Can a Firm Support?. Financial Analysts Journal. 46(3). 43–52. 7 indexed citations
19.
Kogelman, Stanley & R. C. DiPrima. (1970). Stability of Spatially Periodic Supercritical Flows in Hydrodynamics. The Physics of Fluids. 13(1). 1–11. 111 indexed citations
20.
Keller, Joseph B. & Stanley Kogelman. (1970). Asymptotic Solutions of Initial Value Problems for Nonlinear Partial Differential Equations. SIAM Journal on Applied Mathematics. 18(4). 748–758. 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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