RCompany · founded 1727Royal Bank of Scotland (United Kingdom)Edinburgh, United Kingdom · rbs.comFollowManage this pageCitations, last 5 years10Works, last 5 years12h-index34Scientists listed0Grants since 20160OverviewPeople 0Grants 0Departments 0Strongest research topicsStochastic processes and financial applications57Economics, Econometrics and FinanceFinancial Risk and Volatility Modeling52Economics, Econometrics and FinanceFinancial Markets and Investment Strategies47Economics, Econometrics and FinanceRisk and Portfolio Optimization36Decision SciencesBanking stability, regulation, efficiency35Economics, Econometrics and FinanceRisk Management in Financial Firms24Business, Management and Accounting