Olivier Guéant
Olivier Guéant 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 Financial Markets and Investment Strategies.
- World rank
- #1,188,231 of 1,633,909 ranked researchers
- Rank in France
- #72,878 of 96,116
- Works
- 26
- Citations
- 53
- Citations per work
- 2.0
What does Olivier Guéant research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance49% of their works
- 2Economics and Econometrics23% of their works
- 3Management Science and Operations Research9% of their works
- 4Demography6% of their works
- 5Mathematical Physics3% of their works
- 6Management Information Systems3% of their works
Research topics
- Stochastic processes and financial applications
- Economic theories and models
- Financial Markets and Investment Strategies
- Risk and Portfolio Optimization
- Financial Risk and Volatility Modeling
- Insurance, Mortality, Demography, Risk Management
- Stochastic processes and statistical mechanics
- Advanced Thermodynamics and Statistical Mechanics
Which keywords describe Olivier Guéant's research?
The keywords of their largest research topics: Asset Pricing, Option Pricing, Stochastic Calculus, Liquidity, Monetary Equilibrium, Market Efficiency, Stock Returns and Risk Management.
- Stochastic Thermodynamics
- Interacting Particle Systems
- Volatility
- Population Ageing
- GARCH Models
- Risk Management
- Market Efficiency
- Liquidity
- Option Pricing
- Asset Pricing
- Stochastic Calculus
- Monetary Equilibrium
- Stock Returns
- Finance
- Mortality Forecasting
- Robust Optimization
- Fluctuation Theorems
- Scaling Limits
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
- Asset Pricing112 topics
- Option Pricing91 topic
- Stochastic Calculus91 topic
- Liquidity61 topic
- Monetary Equilibrium61 topic
- Market Efficiency51 topic
- Stock Returns51 topic
- Risk Management42 topics
- Finance21 topic
- GARCH Models21 topic
- Mortality Forecasting21 topic
- Population Ageing21 topic
- Robust Optimization21 topic
- Volatility21 topic
- Fluctuation Theorems11 topic
- Interacting Particle Systems11 topic
- Scaling Limits11 topic
- Stochastic Thermodynamics11 topic
Where does Olivier Guéant work?
Olivier Guéant's main affiliation in the publication record is Centre d'Économie de la Sorbonne, France.
How many publications and citations does Olivier Guéant have?
Science Explorer counts 26 works and 53 citations for Olivier Guéant, ranking #1,188,231 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.