Robert Tompkins
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Economics and Econometrics top 10%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
- Finance 17
- Stochastic processes and financial applications 14
- Financial Risk and Volatility Modeling 9
- Financial Markets and Investment Strategies 6
- Capital Investment and Risk Analysis 6
-
- Insurance and Financial Risk Management 2
- Complex Systems and Time Series Analysis 1
- Co-authors
- Mascia Bedendo (2 shared papers)Stewart D. Hodges (3 shared papers)Walter Schachermayer (2 shared papers)Mark H. Davis (2 shared papers)Rita L. D’Ecclesia (1 shared paper)William T. Ziemba (1 shared paper)Zvi Wiener (1 shared paper)Joachim K. Anlauf (1 shared paper)
- Journals
- European Journal of Finance (3 papers)Journal of Futures Markets (2 papers)Journal of Banking & Finance (1 paper)The Journal of Risk Finance (2 papers)The Journal of Risk (1 paper)
- Partner nations
- AustriaUnited KingdomItaly
In The Last Decade
Robert Tompkins
20 papers receiving 245 citations
Peers
Comparison fields: 5 of 32
- Finance 259
- Economics and Econometrics 97
- General Economics, Econometrics and Finance 26
- General Decision Sciences 5
- Demography 23
Countries citing papers authored by Robert Tompkins
This map shows the geographic impact of Robert Tompkins'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 Tompkins with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Tompkins more than expected).
Fields of papers citing papers by Robert Tompkins
This network shows the impact of papers produced by Robert Tompkins. 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 Tompkins. The network helps show where Robert Tompkins may publish in the future.
Co-authors
The 11 scholars most cited alongside Robert Tompkins, 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 21 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2001 | 52 | |
| 2 | 2000 | 34 | |
| 3 | 2002 | 29 | |
| 4 | 2000 | 28 | |
| 5 | 2002 | 26 | |
| 6 | 2002 | 22 | |
| 7 | Forecasting Accuracy of Implied and GARCH-based Probability Density Functions | 2005 | 22 |
| 8 | 2001 | 16 | |
| 9 | Better Than Its Reputation: An Empirical Hedging Analysis Of The Local Volatility Model For Barrier Options | 2006 | 9 |
| 10 | 2005 | 9 | |
| 11 | 2003 | 8 | |
| 12 | 2002 | 5 | |
| 13 | 1995 | 5 | |
| 14 | 2008 | 3 | |
| 15 | 1994 | 3 | |
| 16 | Options analysis : a state-of-the-art guide to options pricing, trading & portfolio applications | 1994 | 2 |
| 17 | 2001 | 2 | |
| 18 | Options explained[2] | 1994 | 1 |
| 19 | 2002 | 1 | |
| 20 | 1991 | 1 |
About Robert Tompkins
Robert Tompkins is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Demography and Strategy and Management, having authored 21 papers that have together received 278 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (9 papers), Financial Markets and Investment Strategies (6 papers), Capital Investment and Risk Analysis (6 papers), Monetary Policy and Economic Impact (2 papers), Insurance and Financial Risk Management (2 papers), Hydrology and Drought Analysis (1 paper) and Complex Systems and Time Series Analysis (1 paper). The work is most often cited by research in Finance (259 citations), Economics and Econometrics (97 citations), General Economics, Econometrics and Finance (26 citations), General Decision Sciences (5 citations) and Demography (23 citations). Robert Tompkins has collaborated with scholars based in Austria, United Kingdom and Italy. Frequent co-authors include Mascia Bedendo, Stewart D. Hodges, Walter Schachermayer, Mark H. Davis, Rita L. D’Ecclesia, William T. Ziemba, Zvi Wiener, Joachim K. Anlauf, Matthias R. Fengler and Christian Fries. Their work appears in journals such as European Journal of Finance, Journal of Futures Markets, Journal of Banking & Finance, The Journal of Risk Finance and The Journal of Risk.
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.