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Scientist · Economics, Econometrics and Finance

Thierry Roncalli

Université d'Évry Val-d'Essonne, Évry-Courcouronnes, France

iD0000-0002-1296-0397

Citations, last 5 years: 97
Works, last 5 years: 32
h-index: 27
Citations, all time: 3 830
In Economics, Econometrics and Finance: #17,072

Research topics

Financial Risk and Volatility Modeling123Economics, Econometrics and Finance
Financial Markets and Investment Strategies101Economics, Econometrics and Finance
Risk and Portfolio Optimization85Decision Sciences
Stochastic processes and financial applications48Economics, Econometrics and Finance
Risk Management in Financial Firms29Business, Management and Accounting

Recent works

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