A.C.F. Vorst
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
- Numerical Analysis top 10%
Papers in
-
- Economic theories and models 6
- Housing Market and Economics 2
- Finance 8
- Stochastic processes and financial applications 6
- Credit Risk and Financial Regulations 3
- Financial Markets and Investment Strategies 3
- Capital Investment and Risk Analysis 2
- Co-authors
- A. G. Z. Kemna (4 shared papers)Johan F. Kaashoek (1 shared paper)Fabio Mercurio (1 shared paper)Jan Telgen (1 shared paper)C. G. E. Boender (1 shared paper)J. F. McDonald (1 shared paper)Richard J. Caron (1 shared paper)H. Edwin Romeijn (1 shared paper)
- Journals
- Environment and Planning A Economy and Space (3 papers)Regional Science and Urban Economics (1 paper)Journal of Urban Economics (1 paper)Journal of Banking & Finance (1 paper)Operations Research (1 paper)
- Partner nations
- NetherlandsUnited StatesCanada
In The Last Decade
A.C.F. Vorst
17 papers receiving 495 citations
Peers
Comparison fields: 5 of 65
- Finance 425
- Numerical Analysis 50
- Economics and Econometrics 173
- Management Science and Operations Research 70
- Demography 63
Countries citing papers authored by A.C.F. Vorst
This map shows the geographic impact of A.C.F. 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 A.C.F. Vorst with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A.C.F. Vorst more than expected).
Fields of papers citing papers by A.C.F. Vorst
This network shows the impact of papers produced by A.C.F. 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 A.C.F. Vorst. The network helps show where A.C.F. Vorst may publish in the future.
Co-authors
The 13 scholars most cited alongside A.C.F. 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 21 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1990 | 418 | |
| 2 | 1991 | 26 | |
| 3 | 1983 | 25 | |
| 4 | 1983 | 24 | |
| 5 | 1987 | 17 | |
| 6 | Optimal Portfolios under a Value at Risk Constraint | 2001 | 14 |
| 7 | 1984 | 11 | |
| 8 | Options on Dividends Paying Stocks | 2002 | 10 |
| 9 | Asian Options on Oil Spreads | 1990 | 9 |
| 10 | Option Pricing and Hedging in Discrete Time with Transaction Costs and Incomplete Markets | 1997 | 8 |
| 11 | 1985 | 5 | |
| 12 | Modelling Credit Derivatives | 2000 | 5 |
| 13 | 1985 | 4 | |
| 14 | Optimal optioned portfolios with confidence limits on shortfall constraints | 1995 | 3 |
| 15 | 1996 | 1 | |
| 16 | 2004 | 1 | |
| 17 | 1984 | 1 | |
| 18 | 1980 | 1 | |
| 19 | 1988 | 0 | |
| 20 | A Futures Contract on an Index of Existing Bonds: a Reasonable Alternative | 1989 | 0 |
About A.C.F. Vorst
A.C.F. Vorst is a scholar working on Economics and Econometrics, Finance, Discrete Mathematics and Combinatorics, Mathematical Physics and Marketing, having authored 21 papers that have together received 583 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (6 papers), Economic theories and models (6 papers), Credit Risk and Financial Regulations (3 papers), Financial Markets and Investment Strategies (3 papers), Capital Investment and Risk Analysis (2 papers), Housing Market and Economics (2 papers), Mathematical Dynamics and Fractals (2 papers) and Consumer Retail Behavior Studies (2 papers). The work is most often cited by research in Finance (425 citations), Numerical Analysis (50 citations), Economics and Econometrics (173 citations), Management Science and Operations Research (70 citations) and Demography (63 citations). A.C.F. Vorst has collaborated with scholars based in Netherlands, United States and Canada. Frequent co-authors include A. G. Z. Kemna, Johan F. Kaashoek, Fabio Mercurio, Jan Telgen, C. G. E. Boender, J. F. McDonald, Richard J. Caron, H. Edwin Romeijn, A. H. G. Rinnooy Kan and Robert L. Smith. Their work appears in journals such as Environment and Planning A Economy and Space, Regional Science and Urban Economics, Journal of Urban Economics, Journal of Banking & Finance and Operations Research.
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.