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Peter Carr

Peter Carr publishes mostly in Finance, Economics and Econometrics and Mathematical Physics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Economic theories and models.

World rank
#17,407
of 1,633,909 ranked researchers
Rank in United States
#8,280
of 358,040
Works
45
Citations
625
Citations per work
13.9

What does Peter Carr research?

Finance: 62.9%Economics and Econometrics: 14.3%Mathematical Physics: 8.6%Demography: 8.6%other fields: 5.6%63%top field
Finance62.9%Economics and Econometrics14.3%Mathematical Physics8.6%Demography8.6%other fields5.6%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance63% of their works
  2. 2Economics and Econometrics14% of their works
  3. 3Mathematical Physics9% of their works
  4. 4Demography9% of their works
  5. 5General Decision Sciences3% of their works
  6. 6Management Science and Operations Research3% of their works

Research topics

Which keywords describe Peter Carr's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Risk Management, GARCH Models, Volatility, Asset Pricing, Monetary Equilibrium and Mortality Forecasting.

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
  1. Option Pricing121 topic
  2. Stochastic Calculus121 topic
  3. Risk Management72 topics
  4. GARCH Models61 topic
  5. Volatility61 topic
  6. Asset Pricing31 topic
  7. Monetary Equilibrium31 topic
  8. Mortality Forecasting31 topic
  9. Population Ageing31 topic
  10. Chaos21 topic
  11. Dynamical Systems21 topic
  12. Decision Making11 topic
  13. Finance11 topic
  14. Interacting Particle Systems11 topic
  15. Risk Aversion11 topic
  16. Robust Optimization11 topic
  17. Scaling Limits11 topic

Where does Peter Carr work?

Peter Carr's main affiliation in the publication record is New York University, United States.

How many publications and citations does Peter Carr have?

Science Explorer counts 45 works and 625 citations for Peter Carr, ranking #17,407 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.

Other researchers named Peter Carr

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