Youssef Elouerkhaoui
Youssef Elouerkhaoui publishes mostly in Finance, Management Science and Operations Research and Statistics and Probability, on topics such as Credit Risk and Financial Regulations, Stochastic processes and financial applications and Banking stability, regulation, efficiency.
- World rank
- #3,534,607 of 7,710,434 ranked researchers
- Rank in United States
- #987,108 of 1,627,098
- Works
- 25
- Citations
- 65
- Citations per work
- 2.6
What does Youssef Elouerkhaoui research?
Youssef Elouerkhaoui's work is mostly in Economics, Econometrics and Finance (85%), Decision Sciences (7%), Mathematics (4%).
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 Sciences2494.2%
- Physical Sciences15.9%
- Mathematics14.4%
- Computer Science01.5%
- 1Finance81% of their works
- 2Management Science and Operations Research7% of their works
- 3Statistics and Probability4% of their works
- 4Economics and Econometrics4% of their works
- 5Computer Networks and Communications2% of their works
- 6Accounting2% of their works
Research topics
Which keywords describe Youssef Elouerkhaoui's research?
The keywords of their largest research topics: Liquidity, Credit Spread Changes, Default Risk, Option Pricing, Stochastic Calculus, Finance, Banking and Credit.
- Distributed Systems
- Conditional Value-at-Risk
- Risk
- Insurance
- GARCH Models
- Credit
- Finance
- Option Pricing
- Credit Spread Changes
- Liquidity
- Default Risk
- Stochastic Calculus
- Banking
- Risk Management
- Volatility
- Regularization
- Variable Selection
- Robust Optimization
- Fault Tolerance
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. The words come from the keyword list OpenAlex gives each topic, not from the text of the papers, so a word can appear that none of the papers uses.
All 19 words, with their numbers
- Liquidity322 topics
- Credit Spread Changes231 topic
- Default Risk231 topic
- Option Pricing161 topic
- Stochastic Calculus161 topic
- Finance112 topics
- Banking91 topic
- Credit91 topic
- Risk Management92 topics
- GARCH Models71 topic
- Volatility71 topic
- Insurance31 topic
- Regularization31 topic
- Risk31 topic
- Variable Selection31 topic
- Conditional Value-at-Risk21 topic
- Robust Optimization21 topic
- Distributed Systems11 topic
- Fault Tolerance11 topic
Where does Youssef Elouerkhaoui work?
Youssef Elouerkhaoui's main affiliation in the publication record is Citigroup, United States.
How many publications and citations does Youssef Elouerkhaoui have?
OpenAlex counts 25 works and 65 citations for Youssef Elouerkhaoui, an h-index of 4, ranking #3,534,607 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised citation 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.
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