Christian Y. Robert
Christian Y. Robert publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Financial Risk and Volatility Modeling, Probability and Risk Models and Insurance, Mortality, Demography, Risk Management.
- World rank
- #1,660,749 of 7,710,434 ranked researchers
- Rank in France
- #73,754 of 324,115
- Works
- 111
- Citations
- 1k
- Citations per work
- 9.2
What does Christian Y. Robert research?
Christian Y. Robert's work is mostly in Economics, Econometrics and Finance (43%), Decision Sciences (17%), Mathematics (12%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences7668.9%
- Economics, Econometrics and Finance4843.1%
- Decision Sciences1917.0%
- Social Sciences108.8%
- Everything else2118.6%
- Physical Sciences1412.5%
- Mathematics1412.5%
- 1Finance28% of their works
- 2Management Science and Operations Research17% of their works
- 3Economics and Econometrics15% of their works
- 4Demography9% of their works
- 5Statistics and Probability7% of their works
- 6Mathematical Physics6% of their works
Research topics
- Financial Risk and Volatility Modeling
- Probability and Risk Models
- Insurance, Mortality, Demography, Risk Management
- Insurance and Financial Risk Management
- Stochastic processes and financial applications
- Statistical Methods and Inference
- Stochastic processes and statistical mechanics
- Risk and Portfolio Optimization
Which keywords describe Christian Y. Robert's research?
The keywords of their largest research topics: Risk Management, Insurance, GARCH Models, Volatility, Dividend, Risk, Mortality Forecasting and Population Ageing.
- Robust Optimization
- Scaling Limits
- Variable Selection
- Stochastic Calculus
- Economic Growth
- Population Ageing
- Risk
- Volatility
- Insurance
- Risk Management
- GARCH Models
- Dividend
- Mortality Forecasting
- Catastrophe Bonds
- Option Pricing
- Regularization
- Interacting Particle Systems
- Finance
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 18 words, with their numbers
- Risk Management853 topics
- Insurance612 topics
- GARCH Models491 topic
- Volatility491 topic
- Dividend361 topic
- Risk361 topic
- Mortality Forecasting271 topic
- Population Ageing271 topic
- Catastrophe Bonds251 topic
- Economic Growth251 topic
- Option Pricing241 topic
- Stochastic Calculus241 topic
- Regularization161 topic
- Variable Selection161 topic
- Interacting Particle Systems151 topic
- Scaling Limits151 topic
- Finance111 topic
- Robust Optimization111 topic
Where does Christian Y. Robert work?
Christian Y. Robert's main affiliation in the publication record is ENSAE Paris, France.
How many publications and citations does Christian Y. Robert have?
OpenAlex counts 111 works and 1,019 citations for Christian Y. Robert, an h-index of 17, ranking #1,660,749 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.
Discussion
Ask a question or share a note about Christian Y. Robert. Posts are plain text and can be reported.