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Laurence Carassus

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

World rank
#1,605,602
of 1,633,909 ranked researchers
Rank in France
#94,648
of 96,116
Works
18
Citations
3
Citations per work
0.2

What does Laurence Carassus research?

Finance: 55.0%Economics and Econometrics: 25.0%Management Science and Operations Research: 10.0%Mathematical Physics: 5.0%other fields: 5.0%55%top field
Finance55.0%Economics and Econometrics25.0%Management Science and Operations Research10.0%Mathematical Physics5.0%other fields5.0%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance55% of their works
  2. 2Economics and Econometrics25% of their works
  3. 3Management Science and Operations Research10% of their works
  4. 4Mathematical Physics5% of their works
  5. 5Statistical and Nonlinear Physics5% of their works

Research topics

Which keywords describe Laurence Carassus's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, Monetary Equilibrium, Investment Under Uncertainty, Real Options, Risk Management and Robust Optimization.

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 16 words, with their numbers
  1. Option Pricing71 topic
  2. Stochastic Calculus71 topic
  3. Asset Pricing31 topic
  4. Monetary Equilibrium31 topic
  5. Investment Under Uncertainty21 topic
  6. Real Options21 topic
  7. Risk Management21 topic
  8. Robust Optimization21 topic
  9. Chaos11 topic
  10. Climate Change11 topic
  11. Dynamical Systems11 topic
  12. Economic Impacts11 topic
  13. Econophysics11 topic
  14. Fluctuation Theorems11 topic
  15. Multifractal Analysis11 topic
  16. Stochastic Thermodynamics11 topic

Where does Laurence Carassus work?

Laurence Carassus's main affiliation in the publication record is Pôle Léonard de Vinci, France.

How many publications and citations does Laurence Carassus have?

Science Explorer counts 18 works and 3 citations for Laurence Carassus, ranking #1,605,602 of 1,633,909 researchers worldwide on the composite 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 are in the interactive view on the map. Is this your page? Request a correction or removal.