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Researcher · Warsaw University of Technology · Poland

Marek Musiela

Marek Musiela publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Economic theories and models and Capital Investment and Risk Analysis.

OpenAlex
World rank
#732,566
of 7,710,434 ranked researchers
Rank in Poland
#4,663
of 100,960
Works
82
Citations
4.5k
Citations per work
55.2
h-index
19
i10-index 28Top 14% in Finance
Marek Musiela

What does Marek Musiela research?

Marek Musiela's work is mostly in Economics, Econometrics and Finance (64%), Mathematics (12%), Decision Sciences (7%).

Social Sciences: 58 works · 71.1% of their workEconomics, Econometrics and Finance: 52 works · 63.7% of their workFinance: 36 works · 43.7% of their workEconomics and Econometrics: 16 works · 20.0% of their workDecision Sciences: 6 works · 7.4% of their workManagement Science and Operations Research: 6 works · 7.4% of their workEverything else: 14 works · 16.8% of their workPhysical Sciences: 10 works · 12.1% of their workMathematics: 10 works · 12.1% of their workStatistics and Probability: 4 works · 4.7% of their workApplied Mathematics: 3 works · 4.2% of their workMathematical Physics: 3 works · 3.2% of their workTHEIR WORKMarek Musiela82works
Physical Sciences12%Social Sciences71%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance5263.7%
    2. Decision Sciences67.4%
  2. Everything else1416.8%
    1. Mathematics1012.1%
  1. 1Finance44% of their works
  2. 2Economics and Econometrics20% of their works
  3. 3Management Science and Operations Research7% of their works
  4. 4Statistics and Probability5% of their works
  5. 5Applied Mathematics4% of their works
  6. 6Mathematical Physics3% of their works

Research topics

Which keywords describe Marek Musiela's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Liquidity, Asset Pricing, Monetary Equilibrium, Risk Management, Investment Under Uncertainty and Real Options.

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 18 words, with their numbers
  1. Option Pricing451 topic
  2. Stochastic Calculus451 topic
  3. Liquidity292 topics
  4. Asset Pricing231 topic
  5. Monetary Equilibrium231 topic
  6. Risk Management152 topics
  7. Investment Under Uncertainty111 topic
  8. Real Options111 topic
  9. GARCH Models101 topic
  10. Volatility101 topic
  11. Econophysics71 topic
  12. Multifractal Analysis71 topic
  13. Credit Spread Changes61 topic
  14. Default Risk61 topic
  15. Finance51 topic
  16. Regularization51 topic
  17. Robust Optimization51 topic
  18. Variable Selection51 topic

Where does Marek Musiela work?

Marek Musiela's main affiliation in the publication record is Warsaw University of Technology, Poland.

How many publications and citations does Marek Musiela have?

OpenAlex counts 82 works and 4,523 citations for Marek Musiela, an h-index of 19, ranking #732,566 of 7,710,434 researchers worldwide on the quality 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 have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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