David Hobson

14.1k citations
82 papers · 1.9k · h-index 23

Impact in

  • Finance top 0.5%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Risk and Portfolio Optimization

Papers in

    • Stochastic processes and financial applications 61
    • Financial Risk and Volatility Modeling 19
    • Capital Investment and Risk Analysis 19
    • Financial Markets and Investment Strategies 14
    • Economic theories and models 35

David Hobson

79 papers receiving 1.8k citations

Peers

David Hobson
Comparison fields: 5 of 74
  • Finance 1.7k
  • Management Science and Operations Research 439
  • Economics and Econometrics 729
  • Mathematical Physics 214
  • Demography 238
Replace Monique Jeanblanc with:
Monique Jeanblanc France
Marek Musiela Australia
Goran Peškir Denmark
Bruno Bouchard France
M.C. Quenez France
Zengjing Chen China
Sergei Levendorskiı̌ United States
Jakša Cvitanić United States
Tomas Björk Sweden
Huyên Pham France
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Citations per field
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Monique Jeanblanc · 1×
Citations per year

Countries citing papers authored by David Hobson

Since Specialization
Citations

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

Fields of papers citing papers by David Hobson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 25 scholars most cited alongside David Hobson, 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 David Hobson Line = papers co-authored together David Hobson links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 82 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1998175
2 2005148
3 1998132
4 2006119
5 2010105
6 2002104
7 2001100
8 200588
9 199886
10 201068
11 200463
12 200751
13 200537
14 201434
15 201230
16 200228
17 199627
18 200827
19 200026
20 200026

About David Hobson

David Hobson is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Mathematical Physics and Demography, having authored 82 papers that have together received 1.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (61 papers), Economic theories and models (35 papers), Financial Risk and Volatility Modeling (19 papers), Capital Investment and Risk Analysis (19 papers), Financial Markets and Investment Strategies (14 papers), Stochastic processes and statistical mechanics (11 papers), Auction Theory and Applications (9 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). The work is most often cited by research in Finance (1.7k citations), Management Science and Operations Research (439 citations), Economics and Econometrics (729 citations), Mathematical Physics (214 citations) and Demography (238 citations). David Hobson has collaborated with scholars based in United Kingdom, United States and France. Frequent co-authors include Vicky Henderson, L. C. G. Rogers, Alexander M. G. Cox, Mark H. Davis, Peter Laurence, Tai‐Ho Wang, Anthony Neuberger, Jesper Lund Pedersen, Wendelin Werner and Jean‐Michel Lasry. Their work appears in journals such as Finance and Stochastics, Mathematical Finance, International Journal of Theoretical and Applied Finance, The Annals of Applied Probability and Probability Theory and Related Fields.

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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