Matthew Lorig

58 papers and 412 indexed citations i.

About

Matthew Lorig has authored 58 papers that have received a total of 412 indexed citations. This includes 54 papers in Finance, 15 papers in Economics and Econometrics and 13 papers in Demography. The topics of these papers are Stochastic processes and financial applications (53 papers), Financial Risk and Volatility Modeling (36 papers) and Financial Markets and Investment Strategies (14 papers). Matthew Lorig is often cited by papers focused on Stochastic processes and financial applications (53 papers), Financial Risk and Volatility Modeling (36 papers) and Financial Markets and Investment Strategies (14 papers) and collaborates with scholars based in United States, Italy and United Kingdom. Matthew Lorig's co-authors include Andrea Pascucci, Stefano Pagliarani, Jean‐Pierre Fouque, Antoine Jacquier and Tim Leung and has published in prestigious journals such as European Journal of Operational Research, Journal of Structural Engineering and Computers & Mathematics with Applications

In The Last Decade

Rankless by CCL
2025