Kris Jacobs
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Capital Investment and Risk Analysis
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- Monetary Policy and Economic Impact
Papers in
- Finance 118
- Stochastic processes and financial applications 76
- Financial Markets and Investment Strategies 64
- Financial Risk and Volatility Modeling 44
- Capital Investment and Risk Analysis 36
- Credit Risk and Financial Regulations 24
- Banking stability, regulation, efficiency 16
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- Market Dynamics and Volatility 24
- Co-authors
- Peter Christoffersen (73 shared papers)Steven L. Heston (12 shared papers)Chayawat Ornthanalai (11 shared papers)Bo Young Chang (6 shared papers)Vihang R. Errunza (6 shared papers)Hugues Langlois (8 shared papers)Karim Mimouni (6 shared papers)Xisong Jin (7 shared papers)
- Journals
- Review of Financial Studies (7 papers)Journal of Financial and Quantitative Analysis (6 papers)Journal of Financial Economics (5 papers)Management Science (4 papers)Journal of Business and Economic Statistics (4 papers)
- Partner nations
- United StatesCanadaDenmark
In The Last Decade
Kris Jacobs
124 papers receiving 4.8k citations
Kris Jacobs's Hit Papers
Peers
Comparison fields: 5 of 61
- Finance 4.6k
- General Economics, Econometrics and Finance 755
- Economics and Econometrics 2.4k
- Accounting 442
- Demography 310
Countries citing papers authored by Kris Jacobs
This map shows the geographic impact of Kris Jacobs'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 Kris Jacobs with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kris Jacobs more than expected).
Fields of papers citing papers by Kris Jacobs
This network shows the impact of papers produced by Kris Jacobs. 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 Kris Jacobs. The network helps show where Kris Jacobs may publish in the future.
Co-authors
The 25 scholars most cited alongside Kris Jacobs, 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 128 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well Hit paper breakdown → | 2009 | 420 |
| 2 | Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach Hit paper breakdown → | 2012 | 319 |
| 3 | Market Skewness Risk and the Cross Section of Stock Returns Hit paper breakdown → | 2013 | 297 |
| 4 | 2008 | 247 | |
| 5 | 2010 | 236 | |
| 6 | 2005 | 203 | |
| 7 | 2013 | 200 | |
| 8 | 2004 | 194 | |
| 9 | 2012 | 168 | |
| 10 | 2014 | 150 | |
| 11 | 2011 | 119 | |
| 12 | 2009 | 115 | |
| 13 | 2005 | 106 | |
| 14 | 2017 | 104 | |
| 15 | 2009 | 87 | |
| 16 | 2004 | 80 | |
| 17 | 2009 | 72 | |
| 18 | 2011 | 61 | |
| 19 | 2005 | 60 | |
| 20 | 2009 | 57 |
About Kris Jacobs
Kris Jacobs is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 128 papers that have together received 5.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (76 papers), Financial Markets and Investment Strategies (64 papers), Financial Risk and Volatility Modeling (44 papers), Capital Investment and Risk Analysis (36 papers), Credit Risk and Financial Regulations (24 papers), Market Dynamics and Volatility (24 papers), Banking stability, regulation, efficiency (16 papers) and Monetary Policy and Economic Impact (14 papers). The work is most often cited by research in Finance (4.6k citations), General Economics, Econometrics and Finance (755 citations), Economics and Econometrics (2.4k citations), Accounting (442 citations) and Demography (310 citations). Kris Jacobs has collaborated with scholars based in United States, Canada and Denmark. Frequent co-authors include Peter Christoffersen, Steven L. Heston, Chayawat Ornthanalai, Bo Young Chang, Vihang R. Errunza, Hugues Langlois, Karim Mimouni, Xisong Jin, Y WANG and Jan Ericsson. Their work appears in journals such as Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Management Science and Journal of Business and Economic Statistics.
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.