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Researcher · University of Oxford · United Kingdom

Rama Cont

Rama Cont publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Complex Systems and Time Series Analysis and Financial Risk and Volatility Modeling.

ORCID 0000-0003-1164-6053 OpenAlex
World rank
#91,912
of 7,710,434 ranked researchers
Rank in United Kingdom
#7,985
of 367,258
Works
279
Citations
14k
Citations per work
48.6
h-index
52
i10-index 122Top 0.9% in Finance
Rama Cont

What does Rama Cont research?

Rama Cont's work is mostly in Economics, Econometrics and Finance (64%), Decision Sciences (7%), Mathematics (6%).

Social Sciences: 197 works · 70.7% of their workEconomics, Econometrics and Finance: 177 works · 63.5% of their workFinance: 128 works · 46.0% of their workEconomics and Econometrics: 49 works · 17.5% of their workDecision Sciences: 20 works · 7.2% of their workManagement Science and Operations Research: 20 works · 7.2% of their workEverything else: 55 works · 19.6% of their workPhysical Sciences: 27 works · 9.7% of their workMathematics: 18 works · 6.5% of their workMathematical Physics: 12 works · 4.3% of their workStatistics and Probability: 6 works · 2.2% of their workPhysics and Astronomy: 9 works · 3.2% of their workStatistical and Nonlinear Physics: 9 works · 3.2% of their workTHEIR WORKRama Cont279works
Physical Sciences10%Social Sciences71%

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 Finance17763.5%
    2. Decision Sciences207.2%
  2. Everything else5519.6%
    1. Mathematics186.5%
    2. Physics and Astronomy93.2%
  1. 1Finance46% of their works
  2. 2Economics and Econometrics18% of their works
  3. 3Management Science and Operations Research7% of their works
  4. 4Mathematical Physics4% of their works
  5. 5Statistical and Nonlinear Physics3% of their works
  6. 6Statistics and Probability2% of their works

Research topics

Which keywords describe Rama Cont's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Liquidity, Risk Management, Econophysics, Multifractal Analysis, GARCH Models and Volatility.

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 20 words, with their numbers
  1. Option Pricing1201 topic
  2. Stochastic Calculus1201 topic
  3. Liquidity1123 topics
  4. Risk Management942 topics
  5. Econophysics771 topic
  6. Multifractal Analysis771 topic
  7. GARCH Models691 topic
  8. Volatility691 topic
  9. Finance672 topics
  10. Asset Pricing642 topics
  11. Credit Spread Changes501 topic
  12. Default Risk501 topic
  13. Market Efficiency441 topic
  14. Stock Returns441 topic
  15. Banking421 topic
  16. Credit421 topic
  17. Conditional Value-at-Risk251 topic
  18. Robust Optimization251 topic
  19. Competitive Economy201 topic
  20. Monetary Equilibrium201 topic

Where does Rama Cont work?

Rama Cont's main affiliation in the publication record is University of Oxford, United Kingdom.

How many publications and citations does Rama Cont have?

OpenAlex counts 279 works and 13,561 citations for Rama Cont, an h-index of 52, ranking #91,912 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.

Discussion

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