Michel Crouhy

2.5k total citations · 1 hit paper
36 papers, 1.4k citations indexed

About

Michel Crouhy is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Michel Crouhy has authored 36 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 13 papers in Economics and Econometrics and 4 papers in Accounting. Recurrent topics in Michel Crouhy's work include Banking stability, regulation, efficiency (13 papers), Stochastic processes and financial applications (12 papers) and Credit Risk and Financial Regulations (11 papers). Michel Crouhy is often cited by papers focused on Banking stability, regulation, efficiency (13 papers), Stochastic processes and financial applications (12 papers) and Credit Risk and Financial Regulations (11 papers). Michel Crouhy collaborates with scholars based in Israel, France and United States. Michel Crouhy's co-authors include Dan Galai, Robert Mark, Stuart M. Turnbull, Robert A. Jarrow, Éric Briys, Harris Schlesinger, Alain Bensoussan, Lee Macdonald Wakeman, Jacques Mélitz and Zvi Wiener and has published in prestigious journals such as The Journal of Finance, Journal of Banking & Finance and European Economic Review.

In The Last Decade

Michel Crouhy

31 papers receiving 1.1k citations

Hit Papers

A comparative analysis of current credit risk models 2000 2026 2008 2017 2000 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. A comparative analysis of current credit risk models
    2000 579 citations Michel Crouhy, Dan Galai et al. Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michel Crouhy Israel 16 1.1k 570 498 115 112 36 1.4k
Jarl G. Kallberg United States 20 969 0.9× 667 1.2× 954 1.9× 154 1.3× 188 1.7× 55 1.5k
Larry D. Wall United States 26 1.6k 1.5× 1.1k 1.9× 866 1.7× 74 0.6× 150 1.3× 95 2.1k
Sofía B. Ramos Portugal 14 713 0.7× 522 0.9× 588 1.2× 85 0.7× 77 0.7× 46 1.1k
George C. Philippatos United States 16 807 0.8× 594 1.0× 540 1.1× 363 3.2× 182 1.6× 72 1.3k
Menachem Brenner United States 24 1.4k 1.3× 432 0.8× 846 1.7× 146 1.3× 183 1.6× 67 1.7k
Harry J. Turtle United States 14 743 0.7× 533 0.9× 530 1.1× 104 0.9× 136 1.2× 52 1.1k
John A. Haslem United States 16 626 0.6× 632 1.1× 380 0.8× 146 1.3× 191 1.7× 133 1.0k
Dennis Olson United Arab Emirates 16 758 0.7× 717 1.3× 924 1.9× 283 2.5× 75 0.7× 45 1.4k
Iman van Lelyveld Netherlands 21 1.8k 1.7× 925 1.6× 796 1.6× 49 0.4× 84 0.8× 66 2.1k
Andrea Sironi Italy 18 2.3k 2.1× 1.5k 2.6× 762 1.5× 81 0.7× 184 1.6× 39 2.6k

Countries citing papers authored by Michel Crouhy

Since Specialization
Citations

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

Fields of papers citing papers by Michel Crouhy

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michel Crouhy

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

All Works

20 of 20 papers shown
1.
Crouhy, Michel, Dan Galai, & Zvi Wiener. (2021). The Impact of Fintechs on Financial Intermediation: A Functional Approach. 1(1). 2031001–2031001. 7 indexed citations
2.
3.
Crouhy, Michel, Dan Galai, & Zvi Wiener. (2018). World Scientific Reference on Contingent Claims Analysis in Corporate Finance. 1 indexed citations
4.
Crouhy, Michel, Robert Mark, & Dan Galai. (2006). The essentials of risk management: the definitive guide for the non-risk professional. CERN Document Server (European Organization for Nuclear Research). 3 indexed citations
5.
Crouhy, Michel. (2002). Comments on “Information about bank risk in options prices”. Journal of Banking & Finance. 26(5). 1059–1064. 1 indexed citations
6.
Crouhy, Michel, Dan Galai, & Robert Mark. (2000). A comparative analysis of current credit risk models. Journal of Banking & Finance. 24(1-2). 59–117. 579 indexed citations breakdown →
7.
Crouhy, Michel, Stuart M. Turnbull, & Lee Macdonald Wakeman. (1999). Measuring risk-adjusted performance. The Journal of Risk. 2(1). 5–35. 31 indexed citations
8.
Bensoussan, Alain, Michel Crouhy, & Dan Galai. (1994). Stochastic equity volatility and the capital structure of the firm. Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences. 347(1684). 531–541. 15 indexed citations
9.
Bensoussan, Alain, Michel Crouhy, & Dan Galai. (1994). Stochastic equity volatility related to the leverage effect. Applied Mathematical Finance. 1(1). 63–85. 20 indexed citations
10.
Briys, Éric, et al.. (1994). The pricing of forward-starting asian options. Journal of Banking & Finance. 18(5). 823–839. 42 indexed citations
11.
Crouhy, Michel & Dan Galai. (1994). The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm. Journal of Banking & Finance. 18(5). 861–880. 31 indexed citations
12.
Briys, Éric, Michel Crouhy, & Harris Schlesinger. (1993). Optimal hedging in a futures market with background noise and basis risk. European Economic Review. 37(5). 949–960. 49 indexed citations
13.
Crouhy, Michel & Éric Briys. (1993). Playing against (with?) the devil: Managing financial risks for better corporate return. European Management Journal. 11(3). 304–312. 1 indexed citations
14.
Crouhy, Michel & Dan Galai. (1991). Common Errors in the Valuation of Warrants and Options on Firms with Warrants. Financial Analysts Journal. 47(5). 89–90. 13 indexed citations
15.
Briys, Éric, et al.. (1991). The Pricing of Default‐free Interest Rate Cap, Floor, and Collar Agreements. The Journal of Finance. 46(5). 1879–1892. 11 indexed citations
16.
Crouhy, Michel & Dan Galai. (1991). A contingent claim analysis of a regulated depository institution. Journal of Banking & Finance. 15(1). 73–90. 47 indexed citations
17.
Briys, Éric, Michel Crouhy, & Harris Schlesinger. (1990). Optimal Hedging under Intertemporally Dependent Preferences. The Journal of Finance. 45(4). 1315–1315. 3 indexed citations
18.
Briys, Éric, Michel Crouhy, & Harris Schlesinger. (1990). Optimal Hedging under Intertemporally Dependent Preferences. The Journal of Finance. 45(4). 1315–1324. 17 indexed citations
19.
Briys, Éric & Michel Crouhy. (1988). Creating and Pricing Hybrid Foreign Currency Options. Financial Management. 17(4). 59–59. 3 indexed citations
20.
Crouhy, Michel. (1987). L'organisation de la gestion de production pour les années 1990. Revue Française de Gestion Industrielle. 6(1). 5–14.

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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