Vicky Henderson

2.1k citations
61 papers · 1.2k · h-index 18

Impact in

  • Finance top 0.5%
    • Stochastic processes and financial applications
    • Capital Investment and Risk Analysis
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling

Papers in

    • Stochastic processes and financial applications 37
    • Capital Investment and Risk Analysis 24
    • Financial Markets and Investment Strategies 22
    • Financial Risk and Volatility Modeling 9
    • Economic theories and models 22
    • Housing Market and Economics 8

Vicky Henderson

58 papers receiving 1.1k citations

Peers

Vicky Henderson
Comparison fields: 5 of 50
  • Finance 1.1k
  • General Decision Sciences 61
  • Management Science and Operations Research 264
  • Economics and Econometrics 558
  • Accounting 173
Replace Mark Schröder with:
Mark Schröder United States
Zvi Wiener Israel
Fernando Zapatero United States
Abel Cadenillas Canada
Jens Carsten Jackwerth Germany
Fabio Trojani Switzerland
Knut K. Aase Norway
Philipp Schönbucher Switzerland
Costis Skiadas United States
Lionel Martellini France
Vicky Henderson relative to Mark Schröder United States Mark Schröder's profile →
Citations per field
00.5×1.7×
Mark Schröder · 1×
Citations per year

Countries citing papers authored by Vicky Henderson

Since Specialization
Citations

This map shows the geographic impact of Vicky Henderson'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 Vicky Henderson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vicky Henderson more than expected).

Fields of papers citing papers by Vicky Henderson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vicky Henderson. 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 Vicky Henderson. The network helps show where Vicky Henderson may publish in the future.

Co-authors

The 12 scholars most cited alongside Vicky Henderson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Vicky Henderson Line = papers co-authored together Vicky Henderson links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 61 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2002153
2 2007121
3 2002104
4 201277
5 200469
6 200565
7 200751
8 200849
9 200247
10 200245
11 200026
12 200626
13
Analytical Comparisons of Option prices in Stochastic Volatility Models
200225
14 200325
15 200525
16 200822
17 200818
18 200117
19 201314
20 201014

About Vicky Henderson

Vicky Henderson is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting and Strategy and Management, having authored 61 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (37 papers), Capital Investment and Risk Analysis (24 papers), Financial Markets and Investment Strategies (22 papers), Economic theories and models (22 papers), Financial Risk and Volatility Modeling (9 papers), Housing Market and Economics (8 papers), Financial Reporting and Valuation Research (6 papers) and Corporate Finance and Governance (6 papers). The work is most often cited by research in Finance (1.1k citations), General Decision Sciences (61 citations), Management Science and Operations Research (264 citations), Economics and Econometrics (558 citations) and Accounting (173 citations). Vicky Henderson has collaborated with scholars based in United Kingdom, United States and Italy. Frequent co-authors include David Hobson, Rafał M. Wojakowski, Matheus R. Grasselli, Gechun Liang, Sam Howison, Jonathan D. Evans, Julia Brettschneider, Jia Sun, A. Elizabeth Whalley and William T. Shaw. Their work appears in journals such as Mathematical Finance, Journal of Economic Dynamics and Control, Finance and Stochastics, Quantitative Finance 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.

Explore authors with similar magnitude of impact