Samuel Drapeau

30 papers and 297 indexed citations i.

About

Samuel Drapeau has authored 30 papers that have received a total of 297 indexed citations. This includes 19 papers in Finance, 14 papers in Management Science and Operations Research and 14 papers in Economics and Econometrics. The topics of these papers are Risk and Portfolio Optimization (14 papers), Stochastic processes and financial applications (12 papers) and Financial Risk and Volatility Modeling (8 papers). Samuel Drapeau is often cited by papers focused on Risk and Portfolio Optimization (14 papers), Stochastic processes and financial applications (12 papers) and Financial Risk and Volatility Modeling (8 papers) and collaborates with scholars based in China, Germany and Canada. Samuel Drapeau's co-authors include Michael Kupper, Antonis Papapantoleon, Freddy Delbaen, Ludovic Tangpi and Stéphane Crépey and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences and The Annals of Probability

In The Last Decade

Rankless by CCL
2025