Roel C. A. Oomen
Roel C. A. Oomen publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Financial Markets and Investment Strategies.
- World rank
- #353,255 of 1,633,909 ranked researchers
- Rank in United Kingdom
- #31,030 of 90,785
- Works
- 19
- Citations
- 97
- Citations per work
- 5.1
What does Roel C. A. Oomen research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance73% of their works
- 2Economics and Econometrics7% of their works
- 3Management Science and Operations Research7% of their works
- 4Management Information Systems7% of their works
- 5Accounting7% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Risk Management in Financial Firms
- Supply Chain and Inventory Management
- Risk and Portfolio Optimization
- Complex Systems and Time Series Analysis
- Credit Risk and Financial Regulations
Which keywords describe Roel C. A. Oomen's research?
The keywords of their largest research topics: Risk Management, GARCH Models, Option Pricing, Stochastic Calculus, Volatility, Asset Pricing, Stock Returns and Credit Spread Changes.
- Robust Optimization
- Information Sharing
- Finance
- Derivatives
- Credit Spread Changes
- Asset Pricing
- Stochastic Calculus
- GARCH Models
- Risk Management
- Option Pricing
- Volatility
- Stock Returns
- Default Risk
- Econophysics
- Hedging
- Multifractal Analysis
- Supply Chain Coordination
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 17 words, with their numbers
- Risk Management63 topics
- GARCH Models41 topic
- Option Pricing41 topic
- Stochastic Calculus41 topic
- Volatility41 topic
- Asset Pricing21 topic
- Stock Returns21 topic
- Credit Spread Changes11 topic
- Default Risk11 topic
- Derivatives11 topic
- Econophysics11 topic
- Finance11 topic
- Hedging11 topic
- Information Sharing11 topic
- Multifractal Analysis11 topic
- Robust Optimization11 topic
- Supply Chain Coordination11 topic
Where does Roel C. A. Oomen work?
Roel C. A. Oomen's main affiliation in the publication record is Deutsche Bank (United Kingdom), United Kingdom.
How many publications and citations does Roel C. A. Oomen have?
Science Explorer counts 19 works and 97 citations for Roel C. A. Oomen, ranking #353,255 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.