Oldrich Alfonso Vasicek

Oldrich Alfonso Vasicek's AcademicInfluence.com Rankings

Economics

#3076

World Rank

#3489

Historical Rank

Financial Economics

#45

World Rank

#45

Historical Rank

economics Degrees

Oldrich Alfonso Vasicek

Mathematics

#6674

World Rank

#9198

Historical Rank

Probability Theory

#94

World Rank

#120

Historical Rank

Measure Theory

#1501

World Rank

#1872

Historical Rank

mathematics Degrees

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Economics
Mathematics

Oldrich Alfonso Vasicek's Degrees

PhD Economics Princeton University
Masters Mathematics Charles University

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Oldrich Alfonso Vasicek's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

An equilibrium characterization of the term structure (1977) (6084)
A Test for Normality Based on Sample Entropy (1976) (593)
Term Structure Modeling Using Exponential Splines (1982) (453)
Abstract: An Equilibrium Characterization of the Term Structure (1977) (404)
A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS (1973) (355)
THE DISTRIBUTION OF LOAN PORTFOLIO VALUE (2002) (225)
Probability of Loss on Loan Portfolio (2015) (219)
A Risk Minimizing Strategy for Portfolio Immunization (1984) (186)
Fixed–income volatility management (1991) (109)
Limiting Loan Loss Probability Distribution (2015) (107)
A NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS (2015) (88)
19. Loan Portfolio Value (2015) (62)
A Series Expansion for the Bivariate Normal Integral (1998) (43)
Credit Valuation (2019) (40)
A Conditional Law of Large Numbers (1980) (34)
The Tradeoff between Return and Risk in Immunized Portfolios (1983) (29)
Technical Note - An Inequality for the Variance of Waiting Time under a General Queuing Discipline (1977) (27)
Vasicek and beyond : approaches to building and applying interest rate models (1996) (19)
The economics of interest rates (2005) (17)
On the preemptive priority queues (1967) (17)
General equilibrium with heterogeneous participants and discrete consumption times (2013) (14)
Bond performance (1983) (13)
6. An Equilibrium Characterization of the Term Structure (2015) (11)
The Efficent Market Model (1972) (9)
Forecast-Free International Asset Allocation (1989) (6)
22. The Efficient Market Model (2015) (6)
An Inequality for the Variance of Waiting Time under a General Queueing Discipline (2015) (2)
The Heath, Jarrow, Morton Model (2007) (2)
29. Plugging into Electricity (2015) (2)
23. A Risk Minimizing Strategy for Portfolio Immunization (2015) (2)
Bond Performance: Analyzing Sources of Return (2015) (2)
Monotone measures of ergodicity for Markov chains (2015) (1)
8. Term Structure Modeling Using Exponential Splines (2015) (1)
Volatility: Omission Impossible (2015) (0)
Part Two: Term Structure of Interest Rates (2015) (0)
Part Three: General Equilibrium (2015) (0)
American Finance Association A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas Author ( s ) : (2007) (0)
Term Structure Models (2010) (0)
The Best‐Return Strategy (2015) (0)
Distribution combining program (1973) (0)
Finance, Economics, and Mathematics (2015) (0)
Risk-neutral economy and zero price of risk (2013) (0)
Part One: Efforts and Opinions (2015) (0)
Part Five: Markets, Portfolios, and Securities (2015) (0)
Part Six: Probability Theory and Statistics (2015) (0)
Pricing of Energy Derivatives (2015) (0)
11. The Economics of Interest Rates (2015) (0)
12. General Equilibrium with Heterogeneous Participants and Discrete Consumption Times (2015) (0)
Introduction to Part IV (2015) (0)
Part Four: Credit (2015) (0)
Introduction to Part V (2015) (0)
Interpolating the Yield Curve (2020) (0)
Introduction to Part VI (2015) (0)
Risk-neutral economy and zero price of risk (2014) (0)
One‐on‐One Interview with Oldrich Alfons Vasicek (2015) (0)
7. The Liquidity Premium (2015) (0)
Finance, Economics and Mathematics: Vasicek/Finance, Economics and Mathematics (2015) (0)
The Empirical Test of the Distribution of Loan Portfolio Losses (2015) (0)
13. Independence of Production and Technology Risks (2015) (0)

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Oldrich Alfonso Vasicek's Academic­Influence.com Rankings

Oldrich Alfonso Vasicek's Degrees

Why Is Oldrich Alfonso Vasicek Influential?

Oldrich Alfonso Vasicek's Published Works

Published Works

Oldrich Alfonso Vasicek's AcademicInfluence.com Rankings