Philip Protter
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Mathematical Physics top 0.5%
- Stochastic processes and statistical mechanics
Papers in
- Finance 98
- Stochastic processes and financial applications 76
- Financial Markets and Investment Strategies 31
- Financial Risk and Volatility Modeling 17
- Banking stability, regulation, efficiency 13
- Credit Risk and Financial Regulations 13
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- Economic theories and models 34
- Complex Systems and Time Series Analysis 21
- Co-authors
- Jean Jacod (10 shared papers)Robert A. Jarrow (43 shared papers)Thomas G. Kurtz (3 shared papers)Jin Ma (3 shared papers)Jiongmin Yong (1 shared paper)Denis Talay (2 shared papers)Jean Jacod (1 shared paper)Damien Lamberton (2 shared papers)
- Journals
- The Annals of Probability (12 papers)Probability Theory and Related Fields (8 papers)Finance and Stochastics (6 papers)International Journal of Theoretical and Applied Finance (6 papers)Mathematical Finance (5 papers)
- Partner nations
- United StatesFranceChile
In The Last Decade
Philip Protter
117 papers receiving 6.8k citations
Philip Protter's Hit Papers
Peers
Comparison fields: 5 of 129
- Finance 5.9k
- Mathematical Physics 1.0k
- Management Science and Operations Research 1.2k
- Modeling and Simulation 393
- Economics and Econometrics 2.2k
Countries citing papers authored by Philip Protter
This map shows the geographic impact of Philip 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 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 Protter more than expected).
Fields of papers citing papers by Philip Protter
This network shows the impact of papers produced by Philip 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 Protter. The network helps show where Philip Protter may publish in the future.
Co-authors
The 25 scholars most cited alongside Philip 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 118 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stochastic Integration and Differential Equations Hit paper breakdown → | 2005 | 2357 |
| 2 | Stochastic Integration and Differential Equations Hit paper breakdown → | 1990 | 759 |
| 3 | 1994 | 450 | |
| 4 | 1991 | 332 | |
| 5 | 1998 | 261 | |
| 6 | 2002 | 204 | |
| 7 | 2004 | 183 | |
| 8 | 1997 | 167 | |
| 9 | 2011 | 150 | |
| 10 | 2010 | 143 | |
| 11 | 2006 | 108 | |
| 12 | 1996 | 107 | |
| 13 | 2002 | 103 | |
| 14 | 1980 | 102 | |
| 15 | 2004 | 97 | |
| 16 | 2001 | 84 | |
| 17 | 2012 | 82 | |
| 18 | 2000 | 81 | |
| 19 | 1995 | 80 | |
| 20 | 2011 | 78 |
About Philip Protter
Philip Protter is a scholar working on Finance, Economics and Econometrics, Mathematical Physics, Applied Mathematics and Demography, having authored 118 papers that have together received 7.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (76 papers), Economic theories and models (34 papers), Financial Markets and Investment Strategies (31 papers), Complex Systems and Time Series Analysis (21 papers), Financial Risk and Volatility Modeling (17 papers), Banking stability, regulation, efficiency (13 papers), Credit Risk and Financial Regulations (13 papers) and Insurance, Mortality, Demography, Risk Management (8 papers). The work is most often cited by research in Finance (5.9k citations), Mathematical Physics (1.0k citations), Management Science and Operations Research (1.2k citations), Modeling and Simulation (393 citations) and Economics and Econometrics (2.2k citations). Philip Protter has collaborated with scholars based in United States, France and Chile. Frequent co-authors include Jean Jacod, Robert A. Jarrow, Thomas G. Kurtz, Jin Ma, Jiongmin Yong, Denis Talay, Jean Jacod, Damien Lamberton, Étienne Pardoux and Emmanuelle Clément. Their work appears in journals such as The Annals of Probability, Probability Theory and Related Fields, Finance and Stochastics, International Journal of Theoretical and Applied Finance 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.