World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
71
Citations
30762
World Ranking
440
National Ranking
296

Robert A. Jarrow 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 Robert A. Jarrow 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: 450 publications — 95th percentile

95% of scientists in this discipline score the same or lower.

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

Robert A. Jarrow 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 Robert A. Jarrow 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: 71 D-Index — 89th percentile

89% of scientists in this discipline score the same or lower.

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

Overview

Robert A. Jarrow is affiliated with Cornell University in the United States and works primarily in the field of Economics, Econometrics, and Finance. The bulk of their research focuses on financial markets, investment strategies, and stochastic processes applied to finance, with an emphasis on economic theories and models, credit risk, financial regulations, and complex systems.

Their recent publications include:

  • The Low-volatility Anomaly and the Adaptive Multi-Factor Model, 2021, SSRN Electronic Journal
  • Concavity, stochastic utility, and risk aversion, 2021, Finance and Stochastics
  • Risk premia, asset price bubbles, and monetary policy, 2022, Journal of Financial Stability
  • Testing for Asset Price Bubbles using Options Data, 2020, SSRN Electronic Journal
  • APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES, 2022, International Journal of Theoretical and Applied Finance

Frequent co-authors in their work include Karén Grigorian, Simon Kwok, Siguang Li, Sujan Lamichhane, and Martin T. Wells.

Most of their papers are published in venues such as:

  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Quarterly Journal of Finance
  • Frontiers of Mathematical Finance
  • International Journal of Theoretical and Applied Finance

Robert A. Jarrow has also contributed to academic books published by World Scientific and Springer Nature. Notable titles include:

  • An Introduction to Derivative Securities, Financial Markets, and Risk Management (2024)
  • Peter Carr Gedenkschrift (2023)
  • Continuous-Time Asset Pricing Theory (2021)

The subfields associated with their research include Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Accounting.

Their work covers key topics such as financial markets and investment strategies, stochastic processes and financial applications, economic theories and models, credit risk and financial regulations, complex systems and time series analysis, banking stability, regulation, efficiency, and financial risk and volatility modeling.

Best Publications

  • BOND PRICING AND THE TERM STRUCTURE OF INTEREST RATES: A NEW METHODOLOGY FOR CONTINGENT CLAIMS VALUATION'

    David Heath;Robert Jarrow;Andrew Morton

  • Pricing Derivatives on Financial Securities Subject to Credit Risk

    Robert A. Jarrow;Stuart M. Turnbull

  • A Markov Model for the Term Structure of Credit Risk Spreads

    Robert A. Jarrow;David Lando;Stuart M. Turnbull

  • Bankruptcy Prediction with Industry Effects

    Sudheer Chava;Robert A. Jarrow

  • Counterparty Risk and the Pricing of Defaultable Securities

    Robert A. Jarrow;Fan Yu

  • Approximate option valuation for arbitrary stochastic processes

    Robert Jarrow;Andrew Rudd

  • ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS

    Peter P. Carr;Robert A. Jarrow;Ravi Myneni

  • The intersection of market and credit risk

    Robert A. Jarrow;Stuart M. Turnbull

  • Liquidity Risk and Arbitrage Pricing Theory

    Umut Çetin;Robert A. Jarrow;Philip Protter

  • MARKET MANIPULATION, BUBBLES CORNERS AND SHORT SQUEEZES

    Robert A. Jarrow

  • Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation

    David Heath;Robert Jarrow;Andrew Morton

  • Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices

    Robert Jarrow

  • DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS

    Robert A. Jarrow;David Lando;Fan Yu

  • Liquidity Risk and Arbitrage Pricing Theory

    Umut Çetin;Robert A. Jarrow;Philip Protter

  • Bond pricing and the term structure of interest rates

    David Heath;Robert Jarrow;Andrew Morton

  • Bond Pricing and the Term Structure of Interest Rates: a New Methodology

    D. C. Heath;Robert A. Jarrow;Andrew J. Morton

  • The Subprime Credit Crisis of 2007

    Michel G. Crouhy;Robert A. Jarrow;Stuart M. Turnbull

  • Jump Risks and the Intertemporal Capital Asset Pricing Model

    Robert A. Jarrow;Eric R. Rosenfeld

  • STRUCTURAL VERSUS REDUCED FORM MODELS: A NEW INFORMATION BASED PERSPECTIVE

    Robert A. Jarrow;Philip Protter

  • Pricing foreign currency options under stochastic interest rates

    Kaushik I. Amin;Robert A. Jarrow

  • The Term Structure of Interest Rates

    Robert A. Jarrow

  • Pricing Derivatives on Financial Securities Subject to Credit Risk

    Robert Jarrow;Stuart M. Turnbull

Frequent Co-Authors

Philip Protter
Philip Protter Columbia University
Martin T. Wells
Martin T. Wells Cornell University
Dilip B. Madan
Dilip B. Madan University of Maryland, College Park
Peter Carr
Peter Carr New York University
Darrell Duffie
Darrell Duffie Stanford University
Michael C. Fu
Michael C. Fu University of Maryland, College Park
Thomas F. Coleman
Thomas F. Coleman University of Waterloo
Yongpei Guan
Yongpei Guan University of Florida
Maureen O'Hara
Maureen O'Hara Cornell University
Robert J. Elliott
Robert J. Elliott University of Calgary

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