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Quantitative Finance
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top-authors
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most-cited
Quantitative Finance
1.4
(top 50%)
impact factor
2.4K
(top 10%)
papers
42.0K
(top 10%)
citations
88
(top 5%)
h
-index
1.5
(top 50%)
extended IF
2.8K
all documents
52.1K
doc citations
140
(top 5%)
g
-index
Top Authors (by article citations)
#
Author
Articles
Citations
R ARank
R CRank
1
Jim Gatheral
1
145
1
1
1
Antoine Jacquier
1
145
1
1
3
Paul Glasserman
1
136
1
1
4
Emmanuel Bacry
1
133
1
1
5
Anna Scherbina
1
98
1
1
6
Elena Vigna
1
87
1
1
7
Saralees Nadarajah
1
76
11
3
7
Stephen Chan
1
76
2
1
9
Andrew J G Cairns
1
68
2
1
9
David Blake
1
68
2
2
9
Kevin Dowd
1
68
1
1
12
Andrew Papanicolaou
1
66
1
1
13
Terence Chong
1
59
1
1
13
Haiqiang Chen
1
59
1
1
15
Peter Winker
1
51
1
1
15
Sandra Paterlini
1
51
1
1
17
Petter Bjerksund
1
50
1
1
17
Valeriy Zakamulin
1
50
1
1
19
Thorsten Hens
1
49
1
1
19
Marc Oliver Rieger
1
49
1
1
21
Sergei Levendorskii
1
47
1
1
22
Andreas Ziegler
1
44
1
1
23
Yi Xue
1
42
1
1
24
Chi-Guhn Lee
1
39
1
2
25
Bushra Naqvi
1
33
1
1
25
Syed Kumail Abbas Rizvi
1
33
1
1
27
Osvaldo Candido
1
32
1
1
28
Xue Dong He
1
29
1
1
29
Alexander Lipton
2
44
1
1
30
Jorge Caiado
1
24
1
2
30
João A Bastos
1
24
1
2
32
Alberto Bemporad
1
23
3
4
32
Sebastian Jaimungal
2
32
1
2
34
Thaddeus Neururer
1
21
1
1
34
Josep Joaquim Masdemont Soler
1
21
1
2
34
Ben Van Vliet
1
21
1
1
34
Andrew Kumiega
1
21
1
1
34
Luis Ortiz-Gracia
1
21
1
1
39
Jiro Akahori
1
18
2
1
39
Julien Chevallier
1
18
2
5
39
Yuri Imamura
1
18
1
1
39
Florian Ielpo
1
18
1
2
44
Donatien Hainaut
1
17
1
1
46
Mohamed Azzim Gulamhussen
1
16
1
2
46
Doron Kliger
1
16
1
2
46
Cesaltina Pires
1
16
1
2
46
Mauricio Zevallos
1
16
1
1
46
Omar Abbara
1
16
1
1
46
Carole Bernard
1
16
4
8
46
Elisabete Gomes Santana Félix
1
16
1
2
46
Steven Vanduffel
1
16
3
5
54
Stefan Gerhold
1
15
1
2
54
A M M Shahiduzzaman Quoreshi
1
15
1
1
54
Peter Friz
1
15
2
4
57
Enrique Salvador
1
14
1
4
57
Jo-Hui Chen
1
14
1
1
57
Nikos K Nomikos
1
14
1
2
60
Didier Sornette
2
17
1
13
60
Cathy Woan-Shu Chen
1
13
1
1
60
Pedro P Mota
1
13
1
1
60
Boris Choy
1
13
1
2
60
Lars Stentoft
1
13
1
2
60
Pascal Létourneau
1
13
1
1
60
Jimmy E Hilliard
1
13
1
1
60
Edward Mh Lin
1
13
1
1
60
Wanfeng Yan
1
13
1
1
60
Manuel L Esquível
1
13
1
1
60
Ryan Woodard
1
13
1
1
71
Christoph Memmel
1
12
1
1
71
Nan-Kuang Chen
1
12
1
1
71
José Fajardo
1
12
1
2
71
L C G Rogers
1
12
2
1
71
Ernesto Mordecki
1
12
1
2
76
Roy Kouwenberg
1
11
1
2
77
Wolfgang Karl Härdle
1
10
1
2
77
Jung-Bin Su
1
10
1
2
79
Ionel M Navon
1
9
1
5
79
Jonathan Ziveyi
1
9
1
1
79
David G Shrider
1
9
1
1
79
Youngna Choi
1
9
1
1
79
Gregory NIehaus
1
9
1
1
79
Michèle Vanmaele
1
9
1
1
79
Michael C Fu
1
9
1
4
79
Jian-Qiang Hu
1
9
1
1
79
David K Wang
1
9
1
2
79
Carl Chiarella
1
9
1
3
79
Heng-Chih Chou
1
9
1
2
90
Akihiko Takahashi
1
8
1
2
90
Lakshithe Wagalath
1
8
1
1
90
Masaaki Fujii
1
8
1
2
90
Gwangheon Hong
1
8
1
1
94
Shih-Feng Huang
1
7
1
1
94
Andrey Itkin
1
7
1
1
94
Matthias Scherer
1
7
1
2
94
Ionut Florescu
1
7
1
1
94
Philip Lh Yu
1
7
1
3
94
Rogemar Mamon
1
7
1
3
94
Marianito R Rodrigo
1
7
1
2
94
Irma Chacón
1
7
2
4
94
Meihui Guo
1
7
1
1
94
Philip L H Yu
1
7
1
1
104
Sajid Anwar
1
6
2
7
104
Roberto Marfè
1
6
1
1
104
Hyeong-Ohk Bae
1
6
1
3
104
Yongsik Kim
1
6
1
1
104
George N Leledakis
1
6
1
1
104
Frank J Fabozzi
2
10
1
7
104
Kotaro Miwa
1
6
1
1
104
Edilson Machado de Assis
1
6
1
1
104
Rosella Giacometti
1
6
1
1
104
Hyeng Keun Koo
1
6
1
1
104
Juan Carlos Reboredo
1
6
4
7
104
Vassilis A Efthymiou
1
6
1
1
104
Xiaoping Zhou
1
6
1
1
104
Helinä Laakkonen
1
6
1
1
118
Doron Sonsino
1
5
1
2
118
Tal Shavit
1
5
2
3
118
Joseph Simonian
1
5
1
1
121
Matteo Marsili
1
4
1
4
121
Dmitry M Malioutov
1
4
1
1
121
Alfred Galichon
1
4
1
3
121
Augustine C Arize
1
4
1
1
121
Panos Xidonas
1
4
1
2
121
Giacomo Bormetti
1
4
1
2
121
George Mavrotas
1
4
1
3
129
Assaf Eisdorfer
1
3
1
1
129
Jaewook Lee
1
3
1
4
129
Sungho Yun
1
3
1
1
129
Nelson Areal
1
3
1
1
129
Dongsoo Shin
1
3
1
2
129
Marcos Lopez de Prado
1
3
3
6
129
Artur Rodrigues
1
3
1
2
129
Cedric Ka-fai Yiu
1
3
2
5
137
Marilena Furno
1
2
1
2
137
Sergio Mayordomo
1
2
1
6
137
Dilip B Madan
1
2
1
6
137
Jan Vecer
1
2
1
2
137
Charles-Albert Lehalle
1
2
1
2
137
Ariel M Viale
1
2
1
4
137
Hector Zenil
1
2
1
7
137
Juan Ignacio Peña
1
2
1
7
137
Carlo Alberto Magni
1
2
1
4
137
Matthew Brigida
1
2
1
1
137
Jean-Paul Delahaye
1
2
1
4
148
Chunyang Zhou
1
1
1
1
148
Massimo Guidolin
1
1
2
8
148
Wenfeng Wu
1
1
1
3
148
Jie Zhang
1
1
1
1
148
Chongfeng Wu
1
1
1
1
148
Stuart Hyde
1
1
1
3
148
Nassim Nicholas Taleb
1
1
1
1
155
Wei-Lin Xiao
1
0
1
2
155
Jying-Nan Wang
1
0
1
2
155
Hersh Shefrin
1
0
1
4
155
Xudong Zeng
1
0
1
0
155
Weidong Xu
1
0
1
0
155
Randal Douc
1
0
1
2
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