Giacomo Scandolo

1.3k citations
14 papers · 735 indexed · h-index 7
Topics
Risk and Portfolio Optimization (10 papers)Stochastic processes and financial applications (7 papers)Financial Risk and Volatility Modeling (4 papers)

In The Last Decade

Giacomo Scandolo

12 papers receiving 681 citations

Peers

Giacomo Scandolo
Comparison fields: 5 of 40
  • Management Science and Operations Research 582
  • Finance 463
  • Economics and Econometrics 302
  • Demography 125
  • Statistics and Probability 92
Replace Andreas Tsanakas with:
Andreas Tsanakas United Kingdom
David Vyncke Belgium
Fabio Bellini Italy
Michael Kupper Germany
Valeria Bignozzi Italy
Emanuela Rosazza Gianin Italy
Marco Frittelli Italy
Romain Deguest France
Ka Chun Cheung Hong Kong
Edward Furman Canada
Giacomo Scandolo relative to Andreas Tsanakas United Kingdom Andreas Tsanakas's profile →
Citations per field
00.5×1.5×
Andreas Tsanakas · 1×
Citations per year

Countries citing papers authored by Giacomo Scandolo

Since Specialization
Citations

This map shows the geographic impact of Giacomo Scandolo'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 Giacomo Scandolo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giacomo Scandolo more than expected).

Fields of papers citing papers by Giacomo Scandolo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giacomo Scandolo. 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 Giacomo Scandolo. The network helps show where Giacomo Scandolo may publish in the future.

Co-authorship network of co-authors of Giacomo Scandolo

This figure shows the co-authorship network connecting the top 25 collaborators of Giacomo Scandolo. A scholar is included among the top collaborators of Giacomo Scandolo 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 Giacomo Scandolo. Giacomo Scandolo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

14 of 14 papers shown
#WorkIndexed citations
1 0
2 1
3 0
4 1
5 6
6 258
7 12
8 5
9 56
10 67
11 16
12 109
13 202
14 2

About Giacomo Scandolo

Giacomo Scandolo is a scholar working on Finance, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 14 papers that have together received 735 indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (10 papers), Stochastic processes and financial applications (7 papers) and Financial Risk and Volatility Modeling (4 papers). The work is most often cited by research in Management Science and Operations Research (582 citations), Finance (463 citations) and General Decision Sciences (43 citations). Giacomo Scandolo has collaborated with scholars based in Italy, United Kingdom and France. Frequent co-authors include Rama Cont, Romain Deguest, Kai Detlefsen, Marco Frittelli, Pauline Barrieu, Angelica Gianfreda and Derek W. Bunn. Their work appears in journals such as Energy, Finance research letters and Mathematical Finance.

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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