World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
57
Citations
18553
World Ranking
936
National Ranking
589

Paul Glasserman publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Paul Glasserman sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 169 publications — 50th percentile

50% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Paul Glasserman D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Paul Glasserman sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 57 D-Index — 76th percentile

76% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2008 - Fellow of the Institute for Operations Research and the Management Sciences (INFORMS)

Overview

Paul Glasserman is affiliated with Columbia University in the United States and has a significant body of research in the field of Economics, Econometrics, and Finance. Their academic work focuses largely on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting, and Artificial Intelligence.

The scientist's main research topics include Financial Markets and Investment Strategies, Banking Stability, Regulation, and Efficiency, Stock Market Forecasting Methods, Financial Risk and Volatility Modeling, Economic Theories and Models, Stochastic Processes and Financial Applications, and Market Dynamics and Volatility.

Paul Glasserman has published extensively, with a particular presence in the following venues:

  • SSRN Electronic Journal
  • Management Science
  • arXiv (Cornell University)
  • The Journal of Financial Data Science
  • Journal of Financial and Quantitative Analysis

Significant recent papers authored by Paul Glasserman include:

  • Investor Information Choice with Macro and Micro Information, 2022, The Review of Asset Pricing Studies
  • Assessing Look-Ahead Bias in Stock Return Predictions Generated by GPT Sentiment Analysis, 2023, The Journal of Financial Data Science
  • Time Variation in the News-Returns Relationship, 2023, Journal of Financial and Quantitative Analysis

Other notable works in which they are involved, either as author or coauthor, include:

  • Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions, 2020, Management Science
  • Collateralized Networks, 2021, Management Science

Frequent coauthors collaborating with Paul Glasserman include Dan Pirjol, Harry Mamaysky, Mike Li, Agostino Capponi, and Marko Weber.

In recognition of their contributions to their field, Paul Glasserman was named Fellow of the Institute for Operations Research and the Management Sciences (INFORMS) in 2008.

Best Publications

  • Monte Carlo Methods in Financial Engineering

    Paul Glasserman

  • Monte Carlo methods for security pricing

    Phelim P. Boyle;Mark Broadie;Paul Glasserman

  • Pricing American-style securities using simulation

    Mark Broadie;Paul Glasserman

  • Estimating security price derivatives using simulation

    Mark Broadie;Paul Glasserman

  • How likely is contagion in financial networks

    Paul Glasserman;H. Peyton Young;H. Peyton Young

  • A Continuity Correction for Discrete Barrier Options

    Mark Broadie;Paul Glasserman;Steven Kou

  • A stochastic mesh method for pricing high- dimensional American options

    Mark Broadie;Paul Glasserman

  • Importance Sampling for Portfolio Credit Risk

    Paul Glasserman;Jingyi Li

  • Contagion in Financial Networks

    Paul Glasserman;H. Peyton Young

  • Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems

    Paul Glasserman;Sridhar Tayur

  • Portfolio Value-at-Risk with Heavy-Tailed Risk Factors

    Paul Glasserman;Philip Heidelberger;Perwez Shahabuddin

  • Multilevel Splitting for Estimating Rare Event Probabilities

    Paul Glasserman;Philip Heidelberger;Perwez Shahabuddin;Tim Zajic

  • Connecting discrete and continuous path-dependent options

    Mark Broadie;Paul Glasserman;Shing-Gang Kou

  • Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options

    Paul Glasserman;Philip Heidelberger;Perwez Shahabuddin

  • Variance Reduction Techniques for Estimating Value-at-Risk

    Paul Glasserman;Philip Heidelberger;Perwez Shahabuddin

  • The Term Structure of Simple Forward Rates with Jump Risk

    Paul Glasserman;S. G. Kou

  • A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing

    Peter A. Acworth;Mark Broadie;Paul Glasserman

  • Robust risk measurement and model risk

    Paul Glasserman;Xingbo Xu

  • Contingent Capital with a Capital-Ratio Trigger

    Paul Glasserman;Behzad Nouri

  • Number of paths versus number of basis functions in American option pricing

    Paul Glasserman;Bin Yu

  • Option Pricing, Interest Rates and Risk Management: Monte Carlo Methods for Security Pricing

    P. Boyle;M. Broadie;P. Glasserman

Frequent Co-Authors

David D. Yao
David D. Yao Columbia University
Philip Heidelberger
Philip Heidelberger IBM (United States)
Mark Broadie
Mark Broadie Columbia University
Steven Kou
Steven Kou Boston University
H. Peyton Young
H. Peyton Young University of Oxford
Sridhar Tayur
Sridhar Tayur Carnegie Mellon University
Weibo Gong
Weibo Gong University of Massachusetts Amherst
Yu-Chi Ho
Yu-Chi Ho Harvard University
Peter W. Glynn
Peter W. Glynn Stanford University
Phelim P. Boyle
Phelim P. Boyle Wilfrid Laurier University

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