Thierry Roncalli
About
Thierry Roncalli has authored 102 papers that have received a total of 2.0k indexed citations.
This includes 79 papers in Finance, 38 papers in Economics and Econometrics and 28 papers in Management Science and Operations Research. The topics of these papers are Financial Markets and Investment Strategies (37 papers), Stochastic processes and financial applications (28 papers) and Financial Risk and Volatility Modeling (22 papers). Thierry Roncalli is often cited by papers focused on Financial Markets and Investment Strategies (37 papers), Stochastic processes and financial applications (28 papers) and Financial Risk and Volatility Modeling (22 papers) and collaborates with scholars based in France, Ireland and United States. Thierry Roncalli's co-authors include Valdo Durrleman, Ashkan Nikeghbali, Antoine Frachot, Gaël Riboulet and Jérôme Teïletche and has published in prestigious journals such as The Journal of Portfolio Management, Quantitative Finance and The Journal of Computational Finance
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