| Diversification disasters R Ibragimov, D Jaffee, J Walden Journal of financial economics 99 (2), 333-348, 2011 | 369 | 2011 |
| Investor networks in the stock market HN Ozsoylev, J Walden, MD Yavuz, R Bildik Review of Financial Studies 27 (5), 1323-1366, 2014 | 342 | 2014 |
| Fast Slant Stack: A notion of Radon transform for data in a Cartesian grid which is rapidly computible, algebraically exact, geometrically faithful and invertible RR Coifman, DL Donoho, M Israeli, J Walden Department of Statistics, Stanford University, 2001 | 279* | 2001 |
| Social transmission bias and investor behavior B Han, D Hirshleifer, J Walden Journal of Financial and Quantitative Analysis 57 (1), 390-412, 2022 | 242 | 2022 |
| Asset pricing in large information networks HN Ozsoylev, J Walden Journal of Economic Theory 146 (6), 2252-2280, 2011 | 230 | 2011 |
| The limits of diversification when losses may be large R Ibragimov, J Walden Journal of Banking & Finance 31 (8), 2551-2569, 2007 | 227 | 2007 |
| Nondiversification traps in catastrophe insurance markets R Ibragimov, D Jaffee, J Walden Review of Financial Studies 22 (3), 959-993, 2009 | 188 | 2009 |
| Heavy-tailed distributions and robustness in economics and finance M Ibragimov, R Ibragimov, J Walden Springer, 2015 | 177 | 2015 |
| Hedging labor income risk S Betermier, T Jansson, C Parlour, J Walden Journal of Financial Economics 105 (3), 622-639, 2012 | 150 | 2012 |
| Limited capital market participation and human capital risk JB Berk, J Walden The Review of Asset Pricing Studies 3 (1), 1-37, 2013 | 109 | 2013 |
| On the approximation of singular source terms in differential equations J Waldén Numerical Methods for Partial Differential Equations 15 (4), 503-520, 1999 | 106 | 1999 |
| Trading, profits, and volatility in a dynamic information network model J Walden The Review of Economic Studies, 2019 | 95 | 2019 |
| BENCHOP–The BENCHmarking project in option pricing L von Sydow, L Josef Höök, E Larsson, E Lindström, S Milovanović, ... International Journal of Computer Mathematics 92 (12), 2361-2379, 2015 | 89 | 2015 |
| Recovery with unbounded diffusion processes J Walden Review of Finance 21 (4), 1403-1444, 2017 | 78 | 2017 |
| Adaptive wavelet methods for hyperbolic PDEs M Holmström, J Waldén Journal of scientific computing 13 (1), 19-49, 1998 | 73 | 1998 |
| Payment system externalities and the role of central bank digital currency CA Parlour, U Rajan, J Walden Journal of Finance, 2022 | 71* | 2022 |
| Markup cycles, dynamic misallocation, and amplification MM Opp, CA Parlour, J Walden Journal of Economic Theory 154, 126-161, 2014 | 69* | 2014 |
| The industrial organization of the US residential mortgage market R Stanton, J Walden, N Wallace Annu. Rev. Financ. Econ. 6 (1), 259-288, 2014 | 67 | 2014 |
| Optimal bundling strategies under heavy-tailed valuations R Ibragimov, J Walden Management Science 56 (11), 1963-1976, 2010 | 67 | 2010 |
| Pricing and capital allocation for multiline insurance firms R Ibragimov, D Jaffee, J Walden Journal of Risk and Insurance 77 (3), 551-578, 2010 | 60 | 2010 |
Rustam IbragimovImperial College Business SchoolVerified email at imperial.ac.uk
