Citation Analysis

The Risk-Neutral Equivalent Pricing of Model-Uncertainty
Ken Kangda Wren
https://arxiv.org/abs/2502.13744
37
Citation mentions
24
Cited references
12
Sections
12,477
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Ang, A., Hodrick, R. J., and Xing Y., Z. X. 2006 4 4 8.0 0.108 0.928 100%
2 Bewley, T. 2002 3 2 5.0 0.081 0.737 100%
3 Guidolin, M. and Timmermann, A. 2007 3 2 6.0 0.081 0.737 100%
4 Peskir, G. and Shirayev, A. 2006 4 4 5.0 0.108 0.737 50%
5 Jegadeesh, N. and Titman, S. 1993 2 2 4.0 0.054 0.644 100%
6 Ju, N. and Miao, J. 2012 2 1 4.0 0.054 0.511 100%
7 Kallsen, J. 2006 2 2 2.5 0.054 0.511 50%
8 Knight, F. 1921 1 1 2.0 0.027 0.406 100%
9 Samuelson, W. and Zeckhauser, R. 1988 1 1 2.0 0.027 0.406 100%
10 Kahneman, D., Knetsch, J. L., and Thaler, R. H. 1991 1 1 2.0 0.027 0.406 100%
11 Machina, M. and Siniscalchi, M. 2014 1 1 2.0 0.027 0.406 100%
12 Collin-Dufresne, P., Johannes, M., and Lochstoer, ... 2016 1 1 2.0 0.027 0.406 100%
13 Epstein, L. G. and Wang, T. 1995 1 1 2.0 0.027 0.406 100%
14 Chen, Z. and Epstein, L. 2002 1 1 2.0 0.027 0.406 100%
15 Burzoni, M., Riedel, F., and Soner, H. 2021 1 1 2.0 0.027 0.406 100%
16 Hansen, L. P., Sargent, T. J., Turmuhambetovac, G.... 2006 1 1 2.0 0.027 0.406 100%
17 Hansen, L. P. and Sargent, T. J. 2011 1 1 2.0 0.027 0.406 100%
18 Cecchetti, S., Lam, P., and Mark, N. 2000 1 1 2.0 0.027 0.406 100%
19 Fama, E. 2014 1 1 2.0 0.027 0.406 100%
20 Breiman, L. 1992 1 1 2.0 0.027 0.406 100%
21 Demirer, R. and Jategaonkar, S. 2013 1 1 2.0 0.027 0.406 100%
22 Kolari, J., Liu, W., and Huang, J. 2021 1 1 2.0 0.027 0.406 100%
23 Merton, R. 1980 1 1 2.0 0.027 0.406 100%
24 Wang, K. and Xu, J. 2015 1 1 2.0 0.027 0.406 100%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.