Vicky Henderson

2.1k total citations
61 papers, 1.2k citations indexed

About

Vicky Henderson is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Vicky Henderson has authored 61 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 57 papers in Finance, 28 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Vicky Henderson's work include Stochastic processes and financial applications (37 papers), Capital Investment and Risk Analysis (24 papers) and Financial Markets and Investment Strategies (22 papers). Vicky Henderson is often cited by papers focused on Stochastic processes and financial applications (37 papers), Capital Investment and Risk Analysis (24 papers) and Financial Markets and Investment Strategies (22 papers). Vicky Henderson collaborates with scholars based in United Kingdom, United States and Italy. Vicky Henderson's co-authors include David Hobson, Rafał M. Wojakowski, Matheus R. Grasselli, Gechun Liang, Sam Howison, Jonathan D. Evans, Julia Brettschneider, Jia Sun, A. Elizabeth Whalley and William T. Shaw and has published in prestigious journals such as Management Science, Operations Research and Journal of Economic Theory.

In The Last Decade

Vicky Henderson

58 papers receiving 1.1k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Vicky Henderson United Kingdom 18 1.1k 558 264 173 137 61 1.2k
Zvi Wiener Israel 13 704 0.7× 307 0.6× 116 0.4× 328 1.9× 58 0.4× 69 858
Lionel Martellini France 21 1.1k 1.1× 707 1.3× 364 1.4× 208 1.2× 102 0.7× 87 1.3k
Mark Schröder United States 16 1.0k 1.0× 552 1.0× 152 0.6× 124 0.7× 119 0.9× 33 1.2k
Abel Cadenillas Canada 17 788 0.7× 500 0.9× 373 1.4× 148 0.9× 296 2.2× 38 1.1k
Fernando Zapatero United States 22 1.3k 1.2× 1.0k 1.8× 184 0.7× 512 3.0× 173 1.3× 71 1.7k
Jens Carsten Jackwerth Germany 19 2.7k 2.6× 1.3k 2.4× 237 0.9× 220 1.3× 127 0.9× 52 2.9k
Philipp Schönbucher Switzerland 13 962 0.9× 301 0.5× 166 0.6× 158 0.9× 66 0.5× 22 1.1k
Mao‐Wei Hung Taiwan 17 856 0.8× 521 0.9× 105 0.4× 321 1.9× 166 1.2× 75 1.1k
Fabio Trojani Switzerland 22 1.6k 1.5× 973 1.7× 277 1.0× 178 1.0× 131 1.0× 109 1.9k
Paolo Vanini Switzerland 17 642 0.6× 404 0.7× 210 0.8× 165 1.0× 104 0.8× 59 843

Countries citing papers authored by Vicky Henderson

Since Specialization
Citations

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

Fields of papers citing papers by Vicky Henderson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Vicky Henderson

This figure shows the co-authorship network connecting the top 25 collaborators of Vicky Henderson. A scholar is included among the top collaborators of Vicky Henderson 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 Vicky Henderson. Vicky Henderson 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.
Henderson, Vicky, et al.. (2022). Cautious stochastic choice, optimal stopping and deliberate randomization. Economic Theory. 75(3). 887–922. 2 indexed citations
2.
Brettschneider, Julia, et al.. (2021). Wide framing disposition effect: An empirical study. Journal of Economic Behavior & Organization. 185. 330–347. 5 indexed citations
3.
Henderson, Vicky, et al.. (2020). Partial liquidation under reference-dependent preferences. Finance and Stochastics. 24(2). 335–357. 2 indexed citations
4.
Henderson, Vicky & Gechun Liang. (2016). A multidimensional exponential utility indifference pricing model with applications to counterparty risk \n. Warwick Research Archive Portal (University of Warwick). 7 indexed citations
5.
Cvitanić, Jakša, Vicky Henderson, & Ali Lazrak. (2014). On managerial risk-taking incentives when compensation may be hedged against. Mathematics and Financial Economics. 8(4). 453–471. 5 indexed citations
6.
Henderson, Vicky, et al.. (2014). Randomized Strategies and Prospect Theory in a Dynamic Context. SSRN Electronic Journal. 5 indexed citations
7.
Henderson, Vicky & Gechun Liang. (2014). Pseudo linear pricing rule for utility indifference valuation. Finance and Stochastics. 18(3). 593–615. 7 indexed citations
8.
Henderson, Vicky. (2012). Prospect Theory, Liquidation, and the Disposition Effect. Management Science. 58(2). 445–460. 77 indexed citations
9.
Henderson, Vicky. (2010). Is corporate control effective when managers face investment timing decisions in incomplete markets?. Journal of Economic Dynamics and Control. 34(6). 1062–1076. 2 indexed citations
10.
Henderson, Vicky, et al.. (2009). Performance Based Compensation and Direct Earnings Management. SSRN Electronic Journal. 9 indexed citations
11.
Henderson, Vicky. (2009). Prospect Theory, Partial Liquidation and the Disposition Effect.. Oxford University Research Archive (ORA) (University of Oxford). 3 indexed citations
12.
Henderson, Vicky, David Hobson, William T. Shaw, & Rafał M. Wojakowski. (2008). Bounds for In-Progress Floating-Strike Asian Options Using Symmetry. SSRN Electronic Journal.
13.
Grasselli, Matheus R. & Vicky Henderson. (2008). Risk aversion and block exercise of executive stock options. Journal of Economic Dynamics and Control. 33(1). 109–127. 49 indexed citations
14.
Henderson, Vicky & David Hobson. (2007). Horizon-unbiased utility functions. Stochastic Processes and their Applications. 117(11). 1621–1641. 51 indexed citations
15.
Henderson, Vicky & David Hobson. (2006). A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS. International Journal of Theoretical and Applied Finance. 9(6). 997–1007. 3 indexed citations
16.
Evans, Jonathan D., Vicky Henderson, & David Hobson. (2005). The Curious Incident of the Investment in the Market: Real Options and a Fair Gamble. SSRN Electronic Journal. 4 indexed citations
17.
Henderson, Vicky & David Hobson. (2003). Coupling and option price comparisons in a jump-diffusion model. Stochastics and stochastics reports. 75(3). 79–101. 25 indexed citations
18.
Henderson, Vicky. (2002). Analytical Comparisons of Option prices in Stochastic Volatility Models. 25 indexed citations
19.
Henderson, Vicky. (2002). VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION. Mathematical Finance. 12(4). 351–373. 153 indexed citations
20.
Henderson, Vicky & David Hobson. (1999). Local Time, Coupling And The Passport Option. SSRN Electronic Journal. 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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