Phelim Boyle
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Numerical Analysis top 5%
- Mathematical Approximation and Integration
Papers in
- Finance 27
- Stochastic processes and financial applications 19
- Financial Markets and Investment Strategies 9
- Financial Risk and Volatility Modeling 7
- Banking stability, regulation, efficiency 3
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- Insurance and Financial Risk Management 7
- Economic theories and models 5
- Co-authors
- Paul Glasserman (3 shared papers)Mark Broadie (3 shared papers)Mary R. Hardy (4 shared papers)Weidong Tian (5 shared papers)Tan Wang (3 shared papers)Raman Uppal (1 shared paper)Lorenzo Garlappi (1 shared paper)Tak Kuen Siu (1 shared paper)
- Journals
- Insurance Mathematics and Economics (5 papers)North American Actuarial Journal (4 papers)Astin Bulletin (2 papers)Handbooks in operations research and management science (2 papers)Mathematical Finance (2 papers)
- Partner nations
- CanadaUnited StatesChina
In The Last Decade
Phelim Boyle
31 papers receiving 1.1k citations
Phelim Boyle's Hit Papers
Peers
Comparison fields: 5 of 78
- Finance 913
- Numerical Analysis 156
- Demography 323
- Management Science and Operations Research 246
- General Decision Sciences 28
Countries citing papers authored by Phelim Boyle
This map shows the geographic impact of Phelim Boyle'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 Phelim Boyle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Phelim Boyle more than expected).
Fields of papers citing papers by Phelim Boyle
This network shows the impact of papers produced by Phelim Boyle. 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 Phelim Boyle. The network helps show where Phelim Boyle may publish in the future.
Co-authors
The 18 scholars most cited alongside Phelim Boyle, 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 34 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 | 2011 | 131 | |
| 3 | 2006 | 106 | |
| 4 | 2003 | 82 | |
| 5 | 2003 | 47 | |
| 6 | 2007 | 44 | |
| 7 | 2007 | 41 | |
| 8 | 2008 | 35 | |
| 9 | 1979 | 20 | |
| 10 | Risk and probability measures | 2002 | 18 |
| 11 | 2007 | 17 | |
| 12 | 1994 | 11 | |
| 13 | 2014 | 11 | |
| 14 | 2005 | 10 | |
| 15 | 2001 | 9 | |
| 16 | 2022 | 9 | |
| 17 | 2008 | 8 | |
| 18 | 1995 | 6 | |
| 19 | 2012 | 5 | |
| 20 | 2006 | 5 |
About Phelim Boyle
Phelim Boyle is a scholar working on Finance, Economics and Econometrics, Demography, Management Science and Operations Research and Numerical Analysis, having authored 34 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (19 papers), Insurance, Mortality, Demography, Risk Management (9 papers), Financial Markets and Investment Strategies (9 papers), Insurance and Financial Risk Management (7 papers), Financial Risk and Volatility Modeling (7 papers), Economic theories and models (5 papers), Risk and Portfolio Optimization (5 papers) and Banking stability, regulation, efficiency (3 papers). The work is most often cited by research in Finance (913 citations), Numerical Analysis (156 citations), Demography (323 citations), Management Science and Operations Research (246 citations) and General Decision Sciences (28 citations). Phelim Boyle has collaborated with scholars based in Canada, United States and China. Frequent co-authors include Paul Glasserman, Mark Broadie, Mary R. Hardy, Weidong Tian, Tan Wang, Raman Uppal, Lorenzo Garlappi, Tak Kuen Siu, Hailiang Yang and Inmoo Lee. Their work appears in journals such as Insurance Mathematics and Economics, North American Actuarial Journal, Astin Bulletin, Handbooks in operations research and management science and Mathematical 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.