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Researcher · ETH Zurich · Switzerland

Paul Embrechts

Paul Embrechts publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Financial Risk and Volatility Modeling, Probability and Risk Models and Risk and Portfolio Optimization.

OpenAlex
World rank
#90,036
of 7,710,434 ranked researchers
Rank in Switzerland
#1,897
of 80,918
Works
288
Citations
25k
Citations per work
86.8
h-index
57
i10-index 146Top 0.6% in Finance
Paul Embrechts

What does Paul Embrechts research?

Paul Embrechts's work is mostly in Economics, Econometrics and Finance (39%), Decision Sciences (18%), Mathematics (11%).

Social Sciences: 181 works · 63.0% of their workEconomics, Econometrics and Finance: 113 works · 39.4% of their workFinance: 73 works · 25.5% of their workEconomics and Econometrics: 40 works · 13.9% of their workDecision Sciences: 51 works · 17.6% of their workManagement Science and Operations Research: 51 works · 17.6% of their workSocial Sciences: 17 works · 6.0% of their workDemography: 17 works · 6.0% of their workEverything else: 75 works · 26.0% of their workPhysical Sciences: 32 works · 11.0% of their workMathematics: 32 works · 11.0% of their workStatistics and Probability: 21 works · 7.3% of their workMathematical Physics: 11 works · 3.7% of their workTHEIR WORKPaul Embrechts288works
Physical Sciences11%Social Sciences63%

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 Finance11339.4%
    2. Decision Sciences5117.6%
    3. Social Sciences176.0%
  2. Everything else7526.0%
    1. Mathematics3211.0%
  1. 1Finance26% of their works
  2. 2Management Science and Operations Research18% of their works
  3. 3Economics and Econometrics14% of their works
  4. 4Statistics and Probability7% of their works
  5. 5Demography6% of their works
  6. 6Mathematical Physics4% of their works

Research topics

Which keywords describe Paul Embrechts's research?

The keywords of their largest research topics: Risk Management, Insurance, GARCH Models, Volatility, Dividend, Risk, Finance 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 18 words, with their numbers
  1. Risk Management2083 topics
  2. Insurance1182 topics
  3. GARCH Models951 topic
  4. Volatility951 topic
  5. Dividend621 topic
  6. Risk621 topic
  7. Finance571 topic
  8. Robust Optimization571 topic
  9. Catastrophe Bonds561 topic
  10. Economic Growth561 topic
  11. Option Pricing501 topic
  12. Stochastic Calculus501 topic
  13. Mortality Forecasting411 topic
  14. Population Ageing411 topic
  15. Credit Spread Changes271 topic
  16. Default Risk271 topic
  17. Economic Policy Uncertainty181 topic
  18. Oil Price Shocks181 topic

Where does Paul Embrechts work?

Paul Embrechts's main affiliation in the publication record is ETH Zurich, Switzerland.

How many publications and citations does Paul Embrechts have?

OpenAlex counts 288 works and 24,995 citations for Paul Embrechts, an h-index of 57, ranking #90,036 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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