Nizar Touzi
Nizar Touzi 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
- #53,850 of 7,710,434 ranked researchers
- Rank in France
- #5,568 of 324,115
- Works
- 251
- Citations
- 8.8k
- Citations per work
- 35.2
What does Nizar Touzi research?
Nizar Touzi's work is mostly in Economics, Econometrics and Finance (57%), Mathematics (14%), Decision Sciences (10%).
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 Sciences16867.0%
- Economics, Econometrics and Finance14357.0%
- Decision Sciences2510.0%
- Everything else4819.3%
- Physical Sciences3413.7%
- Mathematics3413.7%
- 1Finance39% of their works
- 2Economics and Econometrics18% of their works
- 3Management Science and Operations Research10% of their works
- 4Statistics and Probability5% of their works
- 5Applied Mathematics4% of their works
- 6Mathematical Physics4% of their works
Research topics
- Stochastic processes and financial applications
- Economic theories and models
- Risk and Portfolio Optimization
- Financial Risk and Volatility Modeling
- Insurance, Mortality, Demography, Risk Management
- Markov Chains and Monte Carlo Methods
- Financial Markets and Investment Strategies
- Stochastic processes and statistical mechanics
Which keywords describe Nizar Touzi's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, Risk Management, Liquidity, Monetary Equilibrium, Finance and Robust Optimization.
- Scaling Limits
- Stock Returns
- Markov Chain
- Population Ageing
- Volatility
- Robust Optimization
- Monetary Equilibrium
- Risk Management
- Stochastic Calculus
- Option Pricing
- Asset Pricing
- Liquidity
- Finance
- GARCH Models
- Mortality Forecasting
- Bayesian Monte Carlo
- Market Efficiency
- Interacting Particle Systems
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
- Option Pricing1941 topic
- Stochastic Calculus1941 topic
- Asset Pricing1042 topics
- Risk Management872 topics
- Liquidity831 topic
- Monetary Equilibrium831 topic
- Finance501 topic
- Robust Optimization501 topic
- GARCH Models371 topic
- Volatility371 topic
- Mortality Forecasting281 topic
- Population Ageing281 topic
- Bayesian Monte Carlo251 topic
- Markov Chain251 topic
- Market Efficiency211 topic
- Stock Returns211 topic
- Interacting Particle Systems201 topic
- Scaling Limits201 topic
Where does Nizar Touzi work?
Nizar Touzi's main affiliation in the publication record is École Polytechnique, France.
How many publications and citations does Nizar Touzi have?
OpenAlex counts 251 works and 8,831 citations for Nizar Touzi, an h-index of 46, ranking #53,850 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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