Michel M. Dacorogna
Michel M. Dacorogna publishes mostly in Economics and Econometrics, Finance and Management Science and Operations Research, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Insurance and Financial Risk Management.
- World rank
- #536,358 of 1,633,909 ranked researchers
- Rank in Switzerland
- #9,414 of 19,404
- Works
- 42
- Citations
- 137
- Citations per work
- 3.3
What does Michel M. Dacorogna research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Economics and Econometrics32% of their works
- 2Finance23% of their works
- 3Management Science and Operations Research9% of their works
- 4Statistical and Nonlinear Physics5% of their works
- 5General Economics, Econometrics and Finance4% of their works
- 6General Health Professions4% of their works
Research topics
- Financial Risk and Volatility Modeling
- Market Dynamics and Volatility
- Insurance and Financial Risk Management
- Complex Systems and Time Series Analysis
- Information and Cyber Security
- Stochastic processes and financial applications
- Monetary Policy and Economic Impact
- Insurance, Mortality, Demography, Risk Management
Which keywords describe Michel M. Dacorogna's research?
The keywords of their largest research topics: Risk Management, GARCH Models, Monetary Policy, Volatility, Economic Growth, Economic Policy Uncertainty, Oil Price Shocks and Catastrophe Bonds.
- Population Ageing
- Option Pricing
- Information Security
- Financial Development
- Insurance
- Catastrophe Bonds
- Economic Policy Uncertainty
- Volatility
- GARCH Models
- Risk Management
- Monetary Policy
- Economic Growth
- Oil Price Shocks
- Econophysics
- Multifractal Analysis
- Fiscal Policy
- Mortality Forecasting
- Policy Compliance
- Stochastic Calculus
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
- Risk Management163 topics
- GARCH Models91 topic
- Monetary Policy92 topics
- Volatility91 topic
- Economic Growth72 topics
- Economic Policy Uncertainty71 topic
- Oil Price Shocks71 topic
- Catastrophe Bonds51 topic
- Econophysics51 topic
- Insurance51 topic
- Multifractal Analysis51 topic
- Financial Development21 topic
- Fiscal Policy21 topic
- Information Security21 topic
- Mortality Forecasting21 topic
- Option Pricing21 topic
- Policy Compliance21 topic
- Population Ageing21 topic
- Stochastic Calculus21 topic
Where does Michel M. Dacorogna work?
Michel M. Dacorogna's main affiliation in the publication record is Swiss Re (Switzerland), Switzerland.
How many publications and citations does Michel M. Dacorogna have?
Science Explorer counts 42 works and 137 citations for Michel M. Dacorogna, ranking #536,358 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.