Philip E. Protter
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Mathematical Physics top 0.5%
- Stochastic processes and statistical mechanics
Papers in
- Finance 96
- Stochastic processes and financial applications 84
- Financial Markets and Investment Strategies 27
- Financial Risk and Volatility Modeling 20
- Credit Risk and Financial Regulations 11
- Banking stability, regulation, efficiency 7
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- Economic theories and models 29
- Complex Systems and Time Series Analysis 16
- Co-authors
- Jean Jacod (28 shared papers)Robert A. Jarrow (31 shared papers)Thomas G. Kurtz (7 shared papers)Jin Ma (3 shared papers)Jiongmin Yong (1 shared paper)Denis Talay (2 shared papers)Étienne Pardoux (3 shared papers)Jean Jacod (2 shared papers)
- Journals
- The Annals of Probability (12 papers)Lecture notes in mathematics (11 papers)Probability Theory and Related Fields (8 papers)International Journal of Theoretical and Applied Finance (7 papers)Finance and Stochastics (6 papers)
- Partner nations
- United StatesFranceUnited Kingdom
In The Last Decade
Philip E. Protter
129 papers receiving 7.5k citations
Philip E. Protter's Hit Papers
Peers
Comparison fields: 5 of 129
- Finance 6.3k
- Mathematical Physics 1.3k
- Modeling and Simulation 469
- Management Science and Operations Research 1.3k
- Statistics and Probability 755
Countries citing papers authored by Philip E. Protter
This map shows the geographic impact of Philip E. Protter'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 Philip E. Protter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Philip E. Protter more than expected).
Fields of papers citing papers by Philip E. Protter
This network shows the impact of papers produced by Philip E. Protter. 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 Philip E. Protter. The network helps show where Philip E. Protter may publish in the future.
Co-authors
The 25 scholars most cited alongside Philip E. Protter, 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 136 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stochastic Integration and Differential Equations Hit paper breakdown → | 2005 | 2381 |
| 2 | Stochastic Integration and Differential Equations Hit paper breakdown → | 1990 | 867 |
| 3 | 1994 | 483 | |
| 4 | 1991 | 360 | |
| 5 | 1998 | 232 | |
| 6 | 1997 | 178 | |
| 7 | 2002 | 177 | |
| 8 | 2004 | 172 | |
| 9 | 2011 | 139 | |
| 10 | 1980 | 133 | |
| 11 | 1996 | 121 | |
| 12 | 2004 | 117 | |
| 13 | 2010 | 115 | |
| 14 | 2010 | 111 | |
| 15 | 2002 | 110 | |
| 16 | 2005 | 95 | |
| 17 | 2000 | 92 | |
| 18 | 2001 | 91 | |
| 19 | 2006 | 84 | |
| 20 | 1995 | 84 |
About Philip E. Protter
Philip E. Protter is a scholar working on Finance, Economics and Econometrics, Mathematical Physics, Applied Mathematics and Demography, having authored 136 papers that have together received 8.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (84 papers), Economic theories and models (29 papers), Financial Markets and Investment Strategies (27 papers), Financial Risk and Volatility Modeling (20 papers), Complex Systems and Time Series Analysis (16 papers), Credit Risk and Financial Regulations (11 papers), Insurance, Mortality, Demography, Risk Management (10 papers) and Banking stability, regulation, efficiency (7 papers). The work is most often cited by research in Finance (6.3k citations), Mathematical Physics (1.3k citations), Modeling and Simulation (469 citations), Management Science and Operations Research (1.3k citations) and Statistics and Probability (755 citations). Philip E. Protter has collaborated with scholars based in United States, France and United Kingdom. Frequent co-authors include Jean Jacod, Robert A. Jarrow, Thomas G. Kurtz, Jin Ma, Jiongmin Yong, Denis Talay, Étienne Pardoux, Jean Jacod, Umut Çetın and Damien Lamberton. Their work appears in journals such as The Annals of Probability, Lecture notes in mathematics, Probability Theory and Related Fields, International Journal of Theoretical and Applied Finance and Finance and Stochastics.
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.