Thomas M. Idzorek

791 total citations
35 papers, 348 citations indexed

About

Thomas M. Idzorek is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Thomas M. Idzorek has authored 35 papers receiving a total of 348 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 23 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Thomas M. Idzorek's work include Financial Markets and Investment Strategies (25 papers), Housing Market and Economics (10 papers) and Financial Risk and Volatility Modeling (9 papers). Thomas M. Idzorek is often cited by papers focused on Financial Markets and Investment Strategies (25 papers), Housing Market and Economics (10 papers) and Financial Risk and Volatility Modeling (9 papers). Thomas M. Idzorek collaborates with scholars based in United States, France and Canada. Thomas M. Idzorek's co-authors include James X. Xiong, Roger G. Ibbotson, Peng Chen, Michael F. Barad, Paul D. Kaplan, Peng Chen and Peng Chen and has published in prestigious journals such as Financial Analysts Journal, The Journal of Portfolio Management and The Journal of Investing.

In The Last Decade

Thomas M. Idzorek

31 papers receiving 315 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Thomas M. Idzorek United States 10 273 185 124 90 35 35 348
James X. Xiong United States 9 207 0.8× 146 0.8× 91 0.7× 58 0.6× 30 0.9× 26 267
Hubert Dichtl Germany 11 221 0.8× 193 1.0× 81 0.7× 89 1.0× 23 0.7× 33 319
Riccardo Cesari Italy 6 177 0.6× 148 0.8× 94 0.8× 69 0.8× 22 0.6× 20 296
Felix Goltz France 14 337 1.2× 204 1.1× 133 1.1× 88 1.0× 79 2.3× 39 398
Sinan Tan United States 7 438 1.6× 271 1.5× 254 2.0× 104 1.2× 34 1.0× 15 498
Martin Wallmeier Switzerland 12 324 1.2× 188 1.0× 123 1.0× 41 0.5× 30 0.9× 38 390
Ali Lazrak Canada 8 305 1.1× 204 1.1× 141 1.1× 81 0.9× 28 0.8× 21 410
Jarrod W. Wilcox United States 10 225 0.8× 131 0.7× 233 1.9× 56 0.6× 66 1.9× 32 372
Alain Coën Canada 12 213 0.8× 198 1.1× 76 0.6× 33 0.4× 29 0.8× 48 321

Countries citing papers authored by Thomas M. Idzorek

Since Specialization
Citations

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

Fields of papers citing papers by Thomas M. Idzorek

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas M. Idzorek. 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 Thomas M. Idzorek. The network helps show where Thomas M. Idzorek may publish in the future.

Co-authorship network of co-authors of Thomas M. Idzorek

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas M. Idzorek. A scholar is included among the top collaborators of Thomas M. Idzorek 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 Thomas M. Idzorek. Thomas M. Idzorek 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.
Idzorek, Thomas M. & Paul D. Kaplan. (2025). Net Worth Optimization. 8(1).
2.
Idzorek, Thomas M., Paul D. Kaplan, & Roger G. Ibbotson. (2024). Domesticating the Factor Zoo with Economic Theory. The Journal of Portfolio Management. 51(1). 97–107.
3.
Kaplan, Paul D. & Thomas M. Idzorek. (2024). The Importance of Joining Lifecycle Models with Mean-Variance Optimization. Financial Analysts Journal. 80(4). 11–17. 2 indexed citations
4.
Kaplan, Paul D. & Thomas M. Idzorek. (2023). Joining Lifecycle Models with Mean-Variance Optimization. SSRN Electronic Journal. 2 indexed citations
5.
Idzorek, Thomas M.. (2023). Personalized Multiple Account Portfolio Optimization. Financial Analysts Journal. 79(3). 155–170. 2 indexed citations
6.
Ibbotson, Roger G., Paul D. Kaplan, & Thomas M. Idzorek. (2019). The PAPM with Heterogeneous Preferences and Expectations. SSRN Electronic Journal. 1 indexed citations
7.
Idzorek, Thomas M., et al.. (2019). LDI for Individual Portfolios. The Journal of Investing. 28(1). 31–54. 5 indexed citations
8.
Idzorek, Thomas M.. (2019). A Step-By-Step Guide to the Black-Litterman Model Incorporating User-specified Confidence Levels. SSRN Electronic Journal. 12 indexed citations
9.
Xiong, James X. & Thomas M. Idzorek. (2018). Quantifying the Skewness Loss of Diversification. SSRN Electronic Journal.
10.
Xiong, James X., Thomas M. Idzorek, & Roger G. Ibbotson. (2016). The Economic Value of Forecasting Left-Tail Risk. The Journal of Portfolio Management. 42(3). 114–123. 7 indexed citations
11.
Xiong, James X., Thomas M. Idzorek, & Roger G. Ibbotson. (2013). Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?. SSRN Electronic Journal. 2 indexed citations
12.
Idzorek, Thomas M., et al.. (2013). Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation. Financial Analysts Journal. 69(3). 19–29. 29 indexed citations
13.
Idzorek, Thomas M., et al.. (2013). Bait and Switch: Glide Path Instability. The Journal of Investing. 22(1). 74–82.
14.
Idzorek, Thomas M.. (2012). The Liquidity Style of Mutual Funds. SSRN Electronic Journal. 3 indexed citations
15.
Idzorek, Thomas M., et al.. (2012). Using a Target Date Benchmark. 1 indexed citations
16.
Idzorek, Thomas M., James X. Xiong, & Roger G. Ibbotson. (2012). Liquidity Style of Mutual Funds. SSRN Electronic Journal. 2 indexed citations
17.
Xiong, James X. & Thomas M. Idzorek. (2011). The Impact of Skewness and Fat Tails on the Asset Allocation Decision. SSRN Electronic Journal. 2 indexed citations
18.
Xiong, James X., Roger G. Ibbotson, Thomas M. Idzorek, & Peng Chen. (2010). The Equal Importance of Asset Allocation and Active Management. SSRN Electronic Journal. 5 indexed citations
19.
Idzorek, Thomas M., et al.. (2007). Global Commercial Real Estate. The Journal of Portfolio Management. 33(5). 37–52. 17 indexed citations
20.
Idzorek, Thomas M., et al.. (2004). The Style Drift Score. The Journal of Portfolio Management. 31(1). 76–83. 29 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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