Nicolas Langrené

28 papers and 345 indexed citations i.

About

Nicolas Langrené has authored 28 papers that have received a total of 345 indexed citations. This includes 20 papers in Finance, 11 papers in Management Science and Operations Research and 8 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (8 papers) and Financial Risk and Volatility Modeling (6 papers). Nicolas Langrené is often cited by papers focused on Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (8 papers) and Financial Risk and Volatility Modeling (6 papers) and collaborates with scholars based in Australia, France and China. Nicolas Langrené's co-authors include Huyên Pham, Grégoire Loeper, Chen Wen, Luciano Campi and Idris Kharroubi and has published in prestigious journals such as IEEE Transactions on Power Systems, SIAM Journal on Numerical Analysis and Computational Statistics & Data Analysis

In The Last Decade

Rankless by CCL
2025