Mark Broadie
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Numerical Analysis top 1%
Papers in
- Finance 52
- Stochastic processes and financial applications 47
- Capital Investment and Risk Analysis 17
- Financial Risk and Volatility Modeling 12
- Financial Markets and Investment Strategies 11
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- Sports Analytics and Performance 14
- Co-authors
- Paul Glasserman (16 shared papers)Jérôme Detemple (11 shared papers)Mikhail Chernov (5 shared papers)Michael Johannes (3 shared papers)Phelim Boyle (3 shared papers)Leif B. G. Andersen (1 shared paper)Steven Kou (3 shared papers)Suresh Sundaresan (5 shared papers)
- Journals
- Operations Research (5 papers)Management Science (5 papers)Review of Financial Studies (3 papers)International Journal of Theoretical and Applied Finance (3 papers)The Journal of Finance (3 papers)
- Partner nations
- United StatesCanadaUnited Kingdom
In The Last Decade
Mark Broadie
81 papers receiving 5.6k citations
Mark Broadie's Hit Papers
Peers
Comparison fields: 5 of 106
- Finance 5.1k
- Numerical Analysis 503
- Management Science and Operations Research 1.0k
- Demography 860
- General Economics, Econometrics and Finance 533
Countries citing papers authored by Mark Broadie
This map shows the geographic impact of Mark Broadie'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 Mark Broadie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark Broadie more than expected).
Fields of papers citing papers by Mark Broadie
This network shows the impact of papers produced by Mark Broadie. 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 Mark Broadie. The network helps show where Mark Broadie may publish in the future.
Co-authors
The 25 scholars most cited alongside Mark Broadie, 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 86 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Monte Carlo methods for security pricing Hit paper breakdown → | 1997 | 579 |
| 2 | Model Specification and Risk Premia: Evidence from Futures Options Hit paper breakdown → | 2007 | 513 |
| 3 | 1996 | 409 | |
| 4 | 1997 | 409 | |
| 5 | 2006 | 358 | |
| 6 | 1996 | 318 | |
| 7 | 2004 | 261 | |
| 8 | 2004 | 220 | |
| 9 | 1993 | 212 | |
| 10 | 1997 | 209 | |
| 11 | 2004 | 154 | |
| 12 | 1997 | 151 | |
| 13 | 1999 | 139 | |
| 14 | 2008 | 136 | |
| 15 | 1997 | 126 | |
| 16 | Option Pricing: Valuation Models and Applications | 2004 | 121 |
| 17 | 2007 | 117 | |
| 18 | 2005 | 115 | |
| 19 | 1998 | 107 | |
| 20 | 1998 | 90 |
About Mark Broadie
Mark Broadie is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Biomedical Engineering and Demography, having authored 86 papers that have together received 6.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (47 papers), Capital Investment and Risk Analysis (17 papers), Sports Analytics and Performance (14 papers), Insurance, Mortality, Demography, Risk Management (12 papers), Sports Dynamics and Biomechanics (12 papers), Financial Risk and Volatility Modeling (12 papers), Financial Markets and Investment Strategies (11 papers) and Sports Performance and Training (9 papers). The work is most often cited by research in Finance (5.1k citations), Numerical Analysis (503 citations), Management Science and Operations Research (1.0k citations), Demography (860 citations) and General Economics, Econometrics and Finance (533 citations). Mark Broadie has collaborated with scholars based in United States, Canada and United Kingdom. Frequent co-authors include Paul Glasserman, Jérôme Detemple, Mikhail Chernov, Michael Johannes, Phelim Boyle, Leif B. G. Andersen, Steven Kou, Suresh Sundaresan, Yiping Du and Ciamac C. Moallemi. Their work appears in journals such as Operations Research, Management Science, Review of Financial Studies, International Journal of Theoretical and Applied Finance 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.