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Economics, Econometrics and Finance

Thierry Roncalli

Université d'Évry Val-d'Essonne

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Research

Specialisations

  • Finance
  • Economics and Econometrics
  • Management Science and Operations Research

Research topics

  • Financial Markets and Investment Strategies
  • Stochastic processes and financial applications
  • Credit Risk and Financial Regulations
  • Insurance and Financial Risk Management
  • Risk and Portfolio Optimization
Publications
172
Citations
3.9K
h-index
27
Papers, last 3 years
21

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Thierry Roncalli — Université d'Évry Val-d'Essonne