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Researcher · École Polytechnique · France

Nicole El Karoui

Nicole El Karoui 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 Insurance, Mortality, Demography, Risk Management.

ORCID 0000-0002-0822-9198 OpenAlex
World rank
#233,953
of 7,710,434 ranked researchers
Rank in France
#14,512
of 324,115
Works
138
Citations
9.7k
Citations per work
70.0
h-index
36
i10-index 67Top 2.8% in Finance
Nicole El Karoui

What does Nicole El Karoui research?

Nicole El Karoui's work is mostly in Economics, Econometrics and Finance (50%), Decision Sciences (10%), Social Sciences (7%).

Social Sciences: 93 works · 67.3% of their workEconomics, Econometrics and Finance: 69 works · 50.2% of their workFinance: 51 works · 36.6% of their workEconomics and Econometrics: 19 works · 13.6% of their workDecision Sciences: 14 works · 10.5% of their workManagement Science and Operations Research: 14 works · 10.5% of their workSocial Sciences: 9 works · 6.6% of their workDemography: 9 works · 6.6% of their workEverything else: 34 works · 24.7% of their workPhysical Sciences: 6 works · 4.7% of their workMathematics: 6 works · 4.7% of their workMathematical Physics: 6 works · 4.7% of their workHealth Sciences: 5 works · 3.3% of their workHealth Professions: 5 works · 3.3% of their workGeneral Health Professions: 5 works · 3.3% of their workTHEIR WORKNicole El Karoui138works
Physical Sciences5%Health Sciences3%Social Sciences67%

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 Finance6950.2%
    2. Decision Sciences1410.5%
    3. Social Sciences96.6%
  2. Everything else3424.7%
    1. Mathematics64.7%
    1. Health Professions53.3%
  1. 1Finance37% of their works
  2. 2Economics and Econometrics14% of their works
  3. 3Management Science and Operations Research10% of their works
  4. 4Demography7% of their works
  5. 5Mathematical Physics5% of their works
  6. 6General Health Professions3% of their works

Research topics

Which keywords describe Nicole El Karoui's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Liquidity, Risk Management, Economic Growth, Asset Pricing, Monetary Equilibrium and Mortality Forecasting.

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. The words come from the keyword list OpenAlex gives each topic, not from the text of the papers, so a word can appear that none of the papers uses.

All 19 words, with their numbers
  1. Option Pricing771 topic
  2. Stochastic Calculus771 topic
  3. Liquidity482 topics
  4. Risk Management453 topics
  5. Economic Growth402 topics
  6. Asset Pricing291 topic
  7. Monetary Equilibrium291 topic
  8. Mortality Forecasting241 topic
  9. Population Ageing241 topic
  10. Finance221 topic
  11. Robust Optimization221 topic
  12. Credit Spread Changes191 topic
  13. Default Risk191 topic
  14. GARCH Models121 topic
  15. Volatility121 topic
  16. Catastrophe Bonds111 topic
  17. Insurance111 topic
  18. Interacting Particle Systems111 topic
  19. Scaling Limits111 topic

Where does Nicole El Karoui work?

Nicole El Karoui's main affiliation in the publication record is École Polytechnique, France.

How many publications and citations does Nicole El Karoui have?

OpenAlex counts 138 works and 9,658 citations for Nicole El Karoui, an h-index of 36, ranking #233,953 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised citation 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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