2026 Phelim P. Boyle: Social Sciences and Humanities Researcher – H-Index, Publications & Awards

D-Index & Metrics

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Social Sciences and Humanities	37	6078	5644	362	346	122	11154

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Social Sciences and Humanities

6078

5644

362

346

122

11154

Social Sciences and Humanities

D-Index

Citations

11154

World Ranking

6078

National Ranking

362

Research.com Recognitions

2019 - Fellow of the Royal Society of Canada Academy of Science

Overview

Phelim P. Boyle is affiliated with Wilfrid Laurier University in Canada. The research focus spans several interconnected areas within Economics, Econometrics, and Finance, particularly emphasizing financial markets, investment strategies, and risk management.

The main fields of study include:

Economics, Econometrics and Finance

Subfields of study highlight a range of specialized topics:

Finance
Economics and Econometrics
Sociology and Political Science
Demography
Accounting

The primary research topics covered are:

Financial Markets and Investment Strategies
Crime, Illicit Activities, and Governance
Insurance, Mortality, Demography, Risk Management
Financial Literacy, Pension, Retirement Analysis
Insurance and Financial Risk Management
Complex Systems and Time Series Analysis
Stochastic processes and financial applications

Recent publications by Phelim P. Boyle, primarily appearing in the SSRN Electronic Journal, include:

"Annuity and Insurance Choice Under Habit Formation" (2020)
"Portfolios of Averages of Lognormal Variables" (2022)
"Analysis of simple investment strategies assuming lognormal returns" (2021)
"Limit of the sum of two groups of lognormal sums" (2020)

Frequent coauthors collaborating with Boyle include:

Ruihong Jiang
Zhe Peng
Ken Seng Tan
Pengyu Wei
Sheng Chao Zhuang

Phelim P. Boyle has been recognized as a Fellow of the Royal Society of Canada in 2019 under the Academy of Science category.

Best Publications

Options: A Monte Carlo approach

Phelim P. Boyle

2290
Citations
Monte Carlo methods for security pricing

Phelim P. Boyle;Mark Broadie;Paul Glasserman

1390
Citations
A Lattice Framework for Option Pricing with Two State Variables

Phelim P. Boyle

825
Citations
Option Replication in Discrete Time with Transaction Costs

Phelim P. Boyle;Ton Vorst

644
Citations
Numerical Evaluation of Multivariate Contingent Claims

Phelim P. Boyle;Jeremy Evnine;Stephen Gibbs

502
Citations
Quasi-Monte Carlo Methods in Numerical Finance

Corwin Joy;Phelim P. Boyle;Ken Seng Tan

426
Citations
Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle;Sok Hoon Lau

367
Citations
Equilibrium Prices of Guarantees Under Equity-Linked Contracts

Phelim P. Boyle;Eduardo S. Schwartz

331
Citations
Discretely adjusted option hedges

Phelim P. Boyle;David Emanuel

317
Citations
Sharpe, William F.

Phelim Boyle

306
Citations
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification

Phelim Boyle;Lorenzo Garlappi;Raman Uppal;Tan Wang

279
Citations
Pricing Lookback and Barrier Options under the CEV Process

Phelim P. Boyle;Yisong “Sam” Tian

196
Citations
Option Valuation Using a Three Jump Process

Phelim P. Boyle

196
Citations
Reserving for maturity guarantees: Two approaches

Phelim P. Boyle;Mary R. Hardy

195
Citations
Pricing exotic options under regime switching

Phelim Boyle;Thangaraj Draviam

178
Citations
Guaranteed Annuity Options

Phelim Boyle;Mary Hardy

176
Citations
Fertility trends, excess mortality, and the Great Irish Famine

Phelim P. Boyle;Cormac Ó Gráda

151
Citations
An explicit finite difference approach to the pricing of barrier options

Phelim P. Boyle;Yisong (Sam) Tian

138
Citations
Immunization under stochastic models of the term structure

P. P. Boyle

132
Citations
The Quality Option and Timing Option in Futures Contracts

Phelim P. Boyle

119
Citations
Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

Phelim P. Boyle;Phelim P. Boyle;Lorenzo Garlappi;Raman Uppal;Raman Uppal;Tan Wang

24
Citations
Option Pricing, Interest Rates and Risk Management: Monte Carlo Methods for Security Pricing

P. Boyle;M. Broadie;P. Glasserman

5
Citations

Frequent Co-Authors

Cormac Ó Gráda University College Dublin

External Links

Wikipedia of Phelim P. Boyle Personal website of Phelim P. Boyle

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