Ton Vorst
Impact in
- Finance top 0.5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
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- Monetary Policy and Economic Impact
Papers in
- Finance 28
- Stochastic processes and financial applications 22
- Financial Risk and Volatility Modeling 9
- Financial Markets and Investment Strategies 8
- Capital Investment and Risk Analysis 7
- Credit Risk and Financial Regulations 6
- Banking stability, regulation, efficiency 3
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- Economic theories and models 6
- Co-authors
- Patrick Houweling (6 shared papers)Phelim P. Boyle (3 shared papers)Albert Mentink (3 shared papers)Paul Kofman (3 shared papers)A. G. Z. Kemna (1 shared paper)Ronald C. Heynen (1 shared paper)Martin Martens (2 shared papers)Antoon Pelsser (4 shared papers)
- Journals
- Journal of Banking & Finance (3 papers)Journal of Applied Econometrics (2 papers)Mathematische Annalen (2 papers)The Journal of Finance (2 papers)Journal of Economic Dynamics and Control (2 papers)
- Partner nations
- NetherlandsAustraliaUnited Kingdom
In The Last Decade
Ton Vorst
39 papers receiving 1.5k citations
Peers
Comparison fields: 5 of 60
- Finance 1.5k
- General Economics, Econometrics and Finance 249
- Accounting 277
- Economics and Econometrics 630
- Algebra and Number Theory 57
Countries citing papers authored by Ton Vorst
This map shows the geographic impact of Ton Vorst'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 Ton Vorst with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ton Vorst more than expected).
Fields of papers citing papers by Ton Vorst
This network shows the impact of papers produced by Ton Vorst. 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 Ton Vorst. The network helps show where Ton Vorst may publish in the future.
Co-authors
The 22 scholars most cited alongside Ton Vorst, 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 40 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1992 | 269 | |
| 2 | 2004 | 227 | |
| 3 | 2005 | 206 | |
| 4 | 1994 | 141 | |
| 5 | 1998 | 122 | |
| 6 | 1992 | 94 | |
| 7 | 1996 | 74 | |
| 8 | 1992 | 74 | |
| 9 | 2003 | 71 | |
| 10 | 1997 | 42 | |
| 11 | 1994 | 40 | |
| 12 | An Empirical Comparison of Default Swap Pricing Models | 2002 | 38 |
| 13 | 1981 | 35 | |
| 14 | 1997 | 33 | |
| 15 | 2001 | 27 | |
| 16 | 1979 | 26 | |
| 17 | 2003 | 25 | |
| 18 | 1996 | 22 | |
| 19 | 1983 | 21 | |
| 20 | 2000 | 17 |
About Ton Vorst
Ton Vorst is a scholar working on Finance, Economics and Econometrics, Computational Theory and Mathematics, Management Science and Operations Research and Accounting, having authored 40 papers that have together received 1.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (9 papers), Financial Markets and Investment Strategies (8 papers), Capital Investment and Risk Analysis (7 papers), Credit Risk and Financial Regulations (6 papers), Economic theories and models (6 papers), Corporate Finance and Governance (4 papers) and Banking stability, regulation, efficiency (3 papers). The work is most often cited by research in Finance (1.5k citations), General Economics, Econometrics and Finance (249 citations), Accounting (277 citations), Economics and Econometrics (630 citations) and Algebra and Number Theory (57 citations). Ton Vorst has collaborated with scholars based in Netherlands, Australia and United Kingdom. Frequent co-authors include Patrick Houweling, Phelim P. Boyle, Albert Mentink, Paul Kofman, A. G. Z. Kemna, Ronald C. Heynen, Martin Martens, Antoon Pelsser, Roy Kouwenberg and Albert J. Menkveld. Their work appears in journals such as Journal of Banking & Finance, Journal of Applied Econometrics, Mathematische Annalen, The Journal of Finance and Journal of Economic Dynamics and Control.
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.