Marco Avellaneda
Marco Avellaneda publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Financial Markets and Investment Strategies, Stochastic processes and financial applications and Complex Systems and Time Series Analysis.
- World rank
- #121,770 of 1,633,909 ranked researchers
- Rank in United States
- #52,252 of 358,040
- Works
- 36
- Citations
- 220
- Citations per work
- 6.1
What does Marco Avellaneda research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance38% of their works
- 2Economics and Econometrics22% of their works
- 3Management Science and Operations Research8% of their works
- 4Applied Mathematics8% of their works
- 5Accounting5% of their works
- 6Astronomy and Astrophysics3% of their works
Research topics
Which keywords describe Marco Avellaneda's research?
The keywords of their largest research topics: Asset Pricing, Market Efficiency, Option Pricing, Stochastic Calculus, Stock Returns, Econophysics, Multifractal Analysis and Liquidity.
- Multi-Scale
- Heterogeneous Materials
- Boltzmann Equation
- Stock Market Prediction
- Liquidity
- Econophysics
- Stochastic Calculus
- Market Efficiency
- Asset Pricing
- Option Pricing
- Stock Returns
- Multifractal Analysis
- Monetary Equilibrium
- Time Series Forecasting
- Heterogeneous
- Kinetic Theory
- Multiscale Methods
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Asset Pricing72 topics
- Market Efficiency51 topic
- Option Pricing51 topic
- Stochastic Calculus51 topic
- Stock Returns51 topic
- Econophysics41 topic
- Multifractal Analysis41 topic
- Liquidity21 topic
- Monetary Equilibrium21 topic
- Stock Market Prediction21 topic
- Time Series Forecasting21 topic
- Boltzmann Equation11 topic
- Heterogeneous11 topic
- Heterogeneous Materials11 topic
- Kinetic Theory11 topic
- Multi-Scale11 topic
- Multiscale Methods11 topic
Where does Marco Avellaneda work?
Marco Avellaneda's main affiliation in the publication record is Courant Institute of Mathematical Sciences, United States.
How many publications and citations does Marco Avellaneda have?
Science Explorer counts 36 works and 220 citations for Marco Avellaneda, ranking #121,770 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.