World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
33
Citations
5904
World Ranking
3241
National Ranking
1760

Overview

Peter H. Ritchken is affiliated with Case Western Reserve University in the United States. Their research primarily spans the fields of Business, Management and Accounting, and Economics, Econometrics and Finance. Within these areas, their work focuses notably on Corporate Finance and Governance, Financial Reporting and Valuation Research, Banking Stability, Regulation, and Efficiency, Capital Investment and Risk Analysis, as well as Credit Risk and Financial Regulations.

The scientist has contributed to several recent publications, including:

  • Capacity Investment, Production Flexibility, and Capital Structure (2020) published in Production and Operations Management
  • On buybacks, dilutions, dividends, and the pricing of stock-based claims (2021) published in Mathematical Finance
  • Black economic empowerment regulation and risk incentives (2022) published in Journal of Economic Dynamics and Control
  • On the Interplay of Production Flexibility, Capital Structure, and Investment Timing (2023) published in Manufacturing & Service Operations Management
  • Reflections on "Risk Transmission Across Supply Chains" (2021) published in Production and Operations Management

Ritchken frequently collaborates with several co-authors. The most frequent among them include:

  • Thomas A. McWalter
  • Qi Wu
  • Guoming Lai
  • Alex Backwell
  • Jie Ning

The regular publication venues for their research include:

  • SSRN Electronic Journal
  • Production and Operations Management
  • Mathematical Finance
  • Manufacturing & Service Operations Management
  • Journal of Economic Dynamics and Control

The scientist's contributions cover various subfields such as Finance, Accounting, Strategy and Management, Economics and Econometrics, and Management Information Systems. Their extensive focus on finance-related topics is evident in the prominence of Corporate Finance, Banking Stability, and Credit Risk within their research portfolio.

Best Publications

  • Competition and Diversification Effects in Supply Chains with Supplier Default Risk

    Volodymyr Babich;Apostolos N. Burnetas;Peter H. Ritchken

  • Multinomial Approximating Models for Options with k State Variables

    Bardia Kamrad;Peter Ritchken

  • Pricing Options under Generalized GARCH and Stochastic Volatility Processes

    Peter Ritchken;Rob Trevor

  • VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1

    Peter Ritchken;L. Sankarasubramanian

  • Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

    Joseph G. Haubrich;George Pennacchi;Peter Ritchken

  • On Pricing Barrier Options

    Peter H. Ritchken

  • Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options

    Apostolos Burnetas;Peter Ritchken

  • On Option Pricing Bounds

    Peter H. Ritchken

  • Monitoring and Controlling Bank Risk: Does Risky Debt Help?

    C. N. V. Krishnan;P. H. Ritchken;J. B. Thomson

  • Contingent Claims Contracting for Purchasing Decisions in Inventory Management

    Peter H. Ritchken;Charles S. Tapiero

  • An empirical comparison of GARCH option pricing models

    K. C. Hsieh;P. Ritchken

  • Option pricing under regime switching

    Jin-Chuan Duan;Ivilina Popova;Peter Ritchken

  • APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

    Jin‐Chuan Duan;Peter Ritchken;Zhiqiang Sun

  • Lattice Models for Pricing American Interest Rate Claims

    Anlong Li;Peter Ritchken;L. Sankarasubramanian

  • The valuation of path dependent contracts on the average

    Peter Ritchken;L. Sankarasubramanian;Anand M. Vijh

  • Contracting with asymmetric demand information in supply chains

    Volodymyr Babich;Hantao Li;Peter H. Ritchken;Yunzeng Wang

  • Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

    Rong Fan;Anurag Gupta;Peter Ritchken

  • Option Bounds with Finite Revision Opportunities

    Peter H. Ritchken;Shyanjaw Kuo

  • Option and forward contracting with asymmetric information: Valuation issues in supply chains

    Hantao Li;Peter H. Ritchken;Yunzeng Wang

  • Correlation risk

    Unknown

  • Interest Rate Option Pricing with Volatility Humps

    Peter Ritchken;Iyuan Chuang

  • Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

    Joseph G. Haubrich;George Pennacchi;Peter H. Ritchken

Frequent Co-Authors

George G. Pennacchi
George G. Pennacchi University of Illinois at Urbana-Champaign
Jin-Chuan Duan
Jin-Chuan Duan National University of Singapore

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