Robert A. Jarrow
Impact in
- Finance top 0.02%
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Accounting top 0.2%
- Financial Distress and Bankruptcy Prediction
Papers in
- Finance 217
- Stochastic processes and financial applications 139
- Financial Markets and Investment Strategies 99
- Credit Risk and Financial Regulations 80
- Banking stability, regulation, efficiency 51
- Financial Risk and Volatility Modeling 19
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- Economic theories and models 88
- Complex Systems and Time Series Analysis 30
- Insurance and Financial Risk Management 25
- Co-authors
- Stuart M. Turnbull (11 shared papers)A. J. Morton (3 shared papers)David Heath (3 shared papers)David Lando (7 shared papers)Philip E. Protter (31 shared papers)Sudheer Chava (2 shared papers)Fan Yu (3 shared papers)Andrew Rudd (2 shared papers)
- Journals
- The Journal of Finance (16 papers)Mathematical Finance (16 papers)Review of Derivatives Research (13 papers)Finance research letters (12 papers)International Journal of Theoretical and Applied Finance (8 papers)
- Partner nations
- United StatesCanadaAustralia
In The Last Decade
Robert A. Jarrow
231 papers receiving 9.1k citations
Robert A. Jarrow's Hit Papers
Peers
Comparison fields: 5 of 115
- Finance 9.1k
- Accounting 2.2k
- Economics and Econometrics 3.9k
- General Economics, Econometrics and Finance 864
- Management Science and Operations Research 1.0k
Countries citing papers authored by Robert A. Jarrow
This map shows the geographic impact of Robert A. Jarrow'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 Robert A. Jarrow with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert A. Jarrow more than expected).
Fields of papers citing papers by Robert A. Jarrow
This network shows the impact of papers produced by Robert A. Jarrow. 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 Robert A. Jarrow. The network helps show where Robert A. Jarrow may publish in the future.
Co-authors
The 25 scholars most cited alongside Robert A. Jarrow, 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 254 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation Hit paper breakdown → | 1992 | 1522 |
| 2 | Pricing Derivatives on Financial Securities Subject to Credit Risk Hit paper breakdown → | 1995 | 989 |
| 3 | 1997 | 711 | |
| 4 | 2004 | 528 | |
| 5 | 2001 | 374 | |
| 6 | 1982 | 344 | |
| 7 | 1992 | 300 | |
| 8 | 1995 | 247 | |
| 9 | 1992 | 208 | |
| 10 | 1990 | 173 | |
| 11 | 2004 | 172 | |
| 12 | 1980 | 171 | |
| 13 | 2000 | 166 | |
| 14 | 1984 | 151 | |
| 15 | 1991 | 150 | |
| 16 | 1981 | 138 | |
| 17 | 2005 | 116 | |
| 18 | 2010 | 115 | |
| 19 | 2010 | 111 | |
| 20 | 2004 | 103 |
About Robert A. Jarrow
Robert A. Jarrow is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 254 papers that have together received 10.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (139 papers), Financial Markets and Investment Strategies (99 papers), Economic theories and models (88 papers), Credit Risk and Financial Regulations (80 papers), Banking stability, regulation, efficiency (51 papers), Complex Systems and Time Series Analysis (30 papers), Insurance and Financial Risk Management (25 papers) and Financial Risk and Volatility Modeling (19 papers). The work is most often cited by research in Finance (9.1k citations), Accounting (2.2k citations), Economics and Econometrics (3.9k citations), General Economics, Econometrics and Finance (864 citations) and Management Science and Operations Research (1.0k citations). Robert A. Jarrow has collaborated with scholars based in United States, Canada and Australia. Frequent co-authors include Stuart M. Turnbull, A. J. Morton, David Heath, David Lando, Philip E. Protter, Sudheer Chava, Fan Yu, Andrew Rudd, Kaushik I. Amin and Peter Carr. Their work appears in journals such as The Journal of Finance, Mathematical Finance, Review of Derivatives Research, Finance research letters and International Journal of Theoretical and Applied 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.