Michael Monoyios
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
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- Risk and Portfolio Optimization
Papers in
- Finance 15
- Stochastic processes and financial applications 13
- Financial Markets and Investment Strategies 7
- Capital Investment and Risk Analysis 3
- Financial Risk and Volatility Modeling 3
-
- Economic theories and models 3
- Complex Systems and Time Series Analysis 3
- Co-authors
- Lucio Sarno (2 shared papers)H. F. Jones (1 shared paper)Andrew Cheuk-Yin Ng (2 shared papers)
- Journals
- Journal of Futures Markets (2 papers)Decisions in Economics and Finance (1 paper)Mathematics and Financial Economics (1 paper)Journal of Economic Dynamics and Control (1 paper)Quantitative Finance (1 paper)
- Partner nations
- United KingdomSlovakiaUnited States
In The Last Decade
Michael Monoyios
17 papers receiving 233 citations
Peers
Comparison fields: 5 of 36
- Finance 210
- Management Science and Operations Research 72
- Economics and Econometrics 112
- Demography 37
- General Economics, Econometrics and Finance 20
Countries citing papers authored by Michael Monoyios
This map shows the geographic impact of Michael Monoyios'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 Michael Monoyios with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Monoyios more than expected).
Fields of papers citing papers by Michael Monoyios
This network shows the impact of papers produced by Michael Monoyios. 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 Michael Monoyios. The network helps show where Michael Monoyios may publish in the future.
Co-authors
The 3 scholars most cited alongside Michael Monoyios, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 53 | |
| 2 | 2004 | 45 | |
| 3 | 2002 | 34 | |
| 4 | 1989 | 21 | |
| 5 | 2007 | 21 | |
| 6 | 2010 | 18 | |
| 7 | 2006 | 17 | |
| 8 | 2007 | 11 | |
| 9 | Marginal utility-based hedging of claims on non-traded assets with partial information | 2008 | 8 |
| 10 | 2013 | 8 | |
| 11 | 2010 | 6 | |
| 12 | 1989 | 4 | |
| 13 | Utility indifference pricing with market incompleteness | 2008 | 3 |
| 14 | 2002 | 3 | |
| 15 | 2009 | 3 | |
| 16 | 2011 | 2 | |
| 17 | Esscher transforms and martingale measures in incomplete diusion models | 2005 | 1 |
| 18 | 2024 | 0 | |
| 19 | 1989 | 0 |
About Michael Monoyios
Michael Monoyios is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Atomic and Molecular Physics, and Optics and Demography, having authored 19 papers that have together received 258 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (13 papers), Financial Markets and Investment Strategies (7 papers), Risk and Portfolio Optimization (5 papers), Capital Investment and Risk Analysis (3 papers), Financial Risk and Volatility Modeling (3 papers), Insurance, Mortality, Demography, Risk Management (3 papers), Economic theories and models (3 papers) and Complex Systems and Time Series Analysis (3 papers). The work is most often cited by research in Finance (210 citations), Management Science and Operations Research (72 citations), Economics and Econometrics (112 citations), Demography (37 citations) and General Economics, Econometrics and Finance (20 citations). Michael Monoyios has collaborated with scholars based in United Kingdom, Slovakia and United States. Frequent co-authors include Lucio Sarno, H. F. Jones and Andrew Cheuk-Yin Ng. Their work appears in journals such as Journal of Futures Markets, Decisions in Economics and Finance, Mathematics and Financial Economics, Journal of Economic Dynamics and Control and Quantitative 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.