Alan White

16.1k citations
103 papers · 10.7k · 4 hit papers · h-index 36

Impact in

  • Finance top 0.05%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Credit Risk and Financial Regulations
    • Banking stability, regulation, efficiency
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Monetary Policy and Economic Impact

Papers in

    • Credit Risk and Financial Regulations 39
    • Stochastic processes and financial applications 35
    • Banking stability, regulation, efficiency 24
    • Capital Investment and Risk Analysis 9
    • Financial Markets and Investment Strategies 8
    • Financial Risk and Volatility Modeling 8
    • Insurance and Financial Risk Management 13

Alan White

101 papers receiving 9.5k citations

Alan White's Hit Papers

The relationship between credit default swap spreads, bond yields, and credit rating announcements 2004 · 739 citations
7390+13+26Years since publication50010001.5k2.0k2.5k

Peers

Alan White
Comparison fields: 5 of 161
  • Finance 9.1k
  • General Economics, Econometrics and Finance 1.1k
  • Economics and Econometrics 3.4k
  • Accounting 1.1k
  • Demography 946
Replace Paul Glasserman with:
Paul Glasserman United States
John Hull Canada
Steven L. Heston United States
Jun Pan United States
Francis A. Longstaff United States
Robert A. Jarrow United States
Peter Carr United States
Dilip B. Madan United States
Steven E. Shreve United States
Jonathan E. Ingersoll United States
Alan White relative to Paul Glasserman United States Paul Glasserman's profile →
Citations per field
00.5×3.2×
Paul Glasserman · 1×
Citations per year

Countries citing papers authored by Alan White

Since Specialization
Citations

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

Fields of papers citing papers by Alan White

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 25 scholars most cited alongside Alan White, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Alan White Line = papers co-authored together Alan White links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 103 papers — load more, or switch the sort, to bring in the rest.

#Work
1
The Pricing of Options on Assets with Stochastic Volatilities
Hit paper breakdown →
19872601
2
Pricing Interest-Rate-Derivative Securities
Hit paper breakdown →
19901317
3
The Pricing of Options on Assets with Stochastic Volatilities
Hit paper breakdown →
1987887
4
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hit paper breakdown →
2004739
5 1994337
6 2004330
7 1993310
8 2000278
9 1990228
10 1998228
11 2004227
12 1995219
13 2001213
14 1993209
15 1998199
16 1994154
17 1988137
18 1959136
19 2010120
20 2013115

About Alan White

Alan White is a scholar working on Finance, Economics and Econometrics, Accounting, Strategy and Management and Hepatology, having authored 103 papers that have together received 10.7k indexed citations. Recurring topics across this work include Credit Risk and Financial Regulations (39 papers), Stochastic processes and financial applications (35 papers), Banking stability, regulation, efficiency (24 papers), Insurance and Financial Risk Management (13 papers), Capital Investment and Risk Analysis (9 papers), Financial Markets and Investment Strategies (8 papers), Hepatocellular Carcinoma Treatment and Prognosis (8 papers) and Financial Risk and Volatility Modeling (8 papers). The work is most often cited by research in Finance (9.1k citations), General Economics, Econometrics and Finance (1.1k citations), Economics and Econometrics (3.4k citations), Accounting (1.1k citations) and Demography (946 citations). Alan White has collaborated with scholars based in Canada, United Kingdom and United States. Frequent co-authors include John Hull, John C. Hull, Mirela Predescu, Giles J. Toogood, Louise Hadden, Bernadette P. Marriott, Susan M. McGraw, Harris R. Lieberman, J. Peter A. Lodge and J.P.A. Lodge. Their work appears in journals such as Financial Analysts Journal, British journal of surgery, Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and The Journal of Finance.

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.

Explore authors with similar magnitude of impact