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Researcher · Wells Fargo (United States) · United States

Oldrich Alfons Vasicek

Oldrich Alfons Vasicek 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 Risk and Portfolio Optimization.

OpenAlex
World rank
#612,160
of 7,710,434 ranked researchers
Rank in United States
#209,626
of 1,627,098
Works
66
Citations
9.2k
Citations per work
139.0
h-index
18
i10-index 24Top 15% in Finance
Oldrich Alfons Vasicek

What does Oldrich Alfons Vasicek research?

Oldrich Alfons Vasicek's work is mostly in Economics, Econometrics and Finance (61%), Business, Management and Accounting (8%), Decision Sciences (8%).

Social Sciences: 50 works · 76.3% of their workEconomics, Econometrics and Finance: 40 works · 61.3% of their workFinance: 26 works · 40.0% of their workEconomics and Econometrics: 12 works · 17.5% of their workGeneral Economics, Econometrics and Finance: 3 works · 3.8% of their workBusiness, Management and Accounting: 5 works · 7.5% of their workManagement Information Systems: 5 works · 7.5% of their workDecision Sciences: 5 works · 7.5% of their workManagement Science and Operations Research: 5 works · 7.5% of their workEverything else: 13 works · 19.9% of their workPhysical Sciences: 3 works · 3.8% of their workMathematics: 3 works · 3.8% of their workStatistics and Probability: 3 works · 3.8% of their workTHEIR WORKOldrich AlfonsVasicek66works
Physical Sciences4%Social Sciences76%

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 Finance4061.3%
    2. Business, Management and Accounting57.5%
    3. Decision Sciences57.5%
  2. Everything else1319.9%
    1. Mathematics33.8%
  1. 1Finance40% of their works
  2. 2Economics and Econometrics18% of their works
  3. 3Management Science and Operations Research8% of their works
  4. 4Management Information Systems8% of their works
  5. 5Statistics and Probability4% of their works
  6. 6General Economics, Econometrics and Finance4% of their works

Research topics

Which keywords describe Oldrich Alfons Vasicek's research?

The keywords of their largest research topics: Asset Pricing, Option Pricing, Stochastic Calculus, Economic Growth, Liquidity, Competitive Economy, Monetary Equilibrium and Risk Management.

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. The words come from the keyword list OpenAlex gives each topic, not from the text of the papers, so a word can appear that none of the papers uses.

All 20 words, with their numbers
  1. Asset Pricing162 topics
  2. Option Pricing161 topic
  3. Stochastic Calculus161 topic
  4. Economic Growth142 topics
  5. Liquidity142 topics
  6. Competitive Economy111 topic
  7. Monetary Equilibrium111 topic
  8. Risk Management112 topics
  9. Finance61 topic
  10. Robust Optimization61 topic
  11. Call Center51 topic
  12. GARCH Models51 topic
  13. Market Efficiency51 topic
  14. Queueing Systems51 topic
  15. Stock Returns51 topic
  16. Volatility51 topic
  17. Credit Spread Changes31 topic
  18. Default Risk31 topic
  19. Fiscal Policy31 topic
  20. Monetary Policy31 topic

Where does Oldrich Alfons Vasicek work?

Oldrich Alfons Vasicek's main affiliation in the publication record is Wells Fargo (United States), United States.

How many publications and citations does Oldrich Alfons Vasicek have?

OpenAlex counts 66 works and 9,173 citations for Oldrich Alfons Vasicek, an h-index of 18, ranking #612,160 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised citation 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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