Antoine Frachot

485 total citations
12 papers, 282 citations indexed

About

Antoine Frachot is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Antoine Frachot has authored 12 papers receiving a total of 282 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 6 papers in Economics and Econometrics and 2 papers in General Economics, Econometrics and Finance. Recurrent topics in Antoine Frachot's work include Financial Risk and Volatility Modeling (5 papers), Credit Risk and Financial Regulations (5 papers) and Insurance and Financial Risk Management (3 papers). Antoine Frachot is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Credit Risk and Financial Regulations (5 papers) and Insurance and Financial Risk Management (3 papers). Antoine Frachot collaborates with scholars based in France, Ireland and Switzerland. Antoine Frachot's co-authors include Thierry Roncalli and has published in prestigious journals such as Journal of International Money and Finance, Mathematical Finance and Journal of risk management in financial institutions.

In The Last Decade

Antoine Frachot

11 papers receiving 239 citations

Peers

Antoine Frachot
Comparison fields: 5 of 42
  • Finance 198
  • Economics and Econometrics 155
  • Management Science and Operations Research 74
  • General Economics, Econometrics and Finance 47
  • Accounting 32
Replace Luisa Tibiletti with:
Luisa Tibiletti Italy
Alexander Szimayer Germany
Christian Menn Germany
Junye Li China
Yasuhiro Yamai Japan
Thierry Ané France
Gerhard Stahl Germany
Burak Saltoğlu Türkiye
Gaëlle Le Fol France
Nicolas Papageorgiou Canada
Luisa Tibiletti Italy View profile →
Citations per field, relative to Antoine Frachot
Antoine Frachot · 1×
Citations per year, relative to Antoine Frachot
Antoine Frachot · 1×

Countries citing papers authored by Antoine Frachot

Since Specialization
Citations

This map shows the geographic impact of Antoine Frachot's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Antoine Frachot with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Antoine Frachot more than expected).

Fields of papers citing papers by Antoine Frachot

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Antoine Frachot. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Antoine Frachot. The network helps show where Antoine Frachot may publish in the future.

Co-authorship network of co-authors of Antoine Frachot

This figure shows the co-authorship network connecting the top 25 collaborators of Antoine Frachot. A scholar is included among the top collaborators of Antoine Frachot based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Antoine Frachot. Antoine Frachot is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

12 of 12 papers shown
# Work Indexed citations
1 0
2
La gestion des risques financiers
9
3
Loss Distribution Approach in Practice
64
4
How to Avoid Over-Estimating Capital Charge for Operational Risk?
13
5 24
6
The Correlation Problem in Operational Risk
13
7 8
8 101
9
A Note on Behavioral Models for Managing Optionality in Banking Books
1
10 1
11 27
12 21

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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