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Researcher · ETH Zurich · Switzerland

Freddy Delbaen

Freddy Delbaen publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Risk and Portfolio Optimization and Economic theories and models.

ORCID 0000-0003-2422-1433 OpenAlex
World rank
#104,462
of 7,710,434 ranked researchers
Rank in Switzerland
#2,200
of 80,918
Works
181
Citations
20k
Citations per work
112.1
h-index
49
i10-index 84Top 1.1% in Finance
Freddy Delbaen

What does Freddy Delbaen research?

Freddy Delbaen's work is mostly in Economics, Econometrics and Finance (43%), Decision Sciences (17%), Mathematics (14%).

Social Sciences: 108 works · 59.7% of their workEconomics, Econometrics and Finance: 77 works · 42.5% of their workFinance: 51 works · 28.0% of their workEconomics and Econometrics: 26 works · 14.5% of their workDecision Sciences: 31 works · 17.2% of their workManagement Science and Operations Research: 31 works · 17.2% of their workEverything else: 39 works · 21.6% of their workPhysical Sciences: 34 works · 18.7% of their workMathematics: 25 works · 13.7% of their workMathematical Physics: 16 works · 8.7% of their workApplied Mathematics: 9 works · 5.0% of their workComputer Science: 9 works · 5.0% of their workComputational Theory and Mathematics: 9 works · 5.0% of their workTHEIR WORKFreddy Delbaen181works
Physical Sciences19%Social Sciences60%

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
    1. Economics, Econometrics and Finance7742.5%
    2. Decision Sciences3117.2%
  2. Everything else3921.6%
    1. Mathematics2513.7%
    2. Computer Science95.0%
  1. 1Finance28% of their works
  2. 2Management Science and Operations Research17% of their works
  3. 3Economics and Econometrics14% of their works
  4. 4Mathematical Physics9% of their works
  5. 5Computational Theory and Mathematics5% of their works
  6. 6Applied Mathematics5% of their works

Research topics

Which keywords describe Freddy Delbaen's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Risk Management, Finance, Robust Optimization, Economic Growth, Asset Pricing and Monetary Equilibrium.

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 19 words, with their numbers
  1. Option Pricing1031 topic
  2. Stochastic Calculus1031 topic
  3. Risk Management893 topics
  4. Finance591 topic
  5. Robust Optimization591 topic
  6. Economic Growth562 topics
  7. Asset Pricing421 topic
  8. Monetary Equilibrium421 topic
  9. Insurance352 topics
  10. Dividend211 topic
  11. Risk211 topic
  12. Banach Spaces181 topic
  13. Operators181 topic
  14. GARCH Models161 topic
  15. Volatility161 topic
  16. Mortality Forecasting151 topic
  17. Population Ageing151 topic
  18. Catastrophe Bonds141 topic
  19. Market Structure141 topic

Where does Freddy Delbaen work?

Freddy Delbaen's main affiliation in the publication record is ETH Zurich, Switzerland.

How many publications and citations does Freddy Delbaen have?

OpenAlex counts 181 works and 20,288 citations for Freddy Delbaen, an h-index of 49, ranking #104,462 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.

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