Michel Denault

681 total citations
14 papers, 441 citations indexed

About

Michel Denault is a scholar working on Finance, Economics and Econometrics and Numerical Analysis. According to data from OpenAlex, Michel Denault has authored 14 papers receiving a total of 441 indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 5 papers in Economics and Econometrics and 3 papers in Numerical Analysis. Recurrent topics in Michel Denault's work include Economic theories and models (5 papers), Stochastic processes and financial applications (4 papers) and Optimization and Variational Analysis (3 papers). Michel Denault is often cited by papers focused on Economic theories and models (5 papers), Stochastic processes and financial applications (4 papers) and Optimization and Variational Analysis (3 papers). Michel Denault collaborates with scholars based in Canada, Austria and Greece. Michel Denault's co-authors include Debbie J. Dupuis, Jean‐Guy Simonato, Jean‐Louis Goffin, Joelle N. Pelletier, Lars Stentoft, Erick Delage, Dimitris Gritzalis, Paul G. Spirakis, Dimitris Karagiannis and Geneviève Gauthier and has published in prestigious journals such as Energy Policy, Computers & Operations Research and Finance research letters.

In The Last Decade

Michel Denault

14 papers receiving 397 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Michel Denault Canada	8	245	219	165	72	63	14	441
Marida Bertocchi Italy	12	191 0.8×	152 0.7×	106 0.6×	75 1.0×	73 1.2×	39	431
Miloš Kopa Czechia	15	429 1.8×	342 1.6×	228 1.4×	94 1.3×	33 0.5×	52	706
Xiangyu Cui China	15	422 1.7×	490 2.2×	240 1.5×	100 1.4×	20 0.3×	55	682
Kyoung-Kuk Kim South Korea	10	117 0.5×	187 0.9×	94 0.6×	39 0.5×	38 0.6×	41	383
Diana Roman United Kingdom	11	377 1.5×	285 1.3×	146 0.9×	28 0.4×	16 0.3×	21	521
Vittorio Moriggia Italy	12	164 0.7×	137 0.6×	126 0.8×	72 1.0×	34 0.5×	33	320
Hong Miao United States	16	148 0.6×	420 1.9×	819 5.0×	19 0.3×	70 1.1×	54	1.1k
Helmut Mausser United States	11	327 1.3×	234 1.1×	97 0.6×	27 0.4×	24 0.4×	21	490
Jan Palczewski United Kingdom	11	58 0.2×	125 0.6×	93 0.6×	9 0.1×	88 1.4×	46	435
Marco Corazza Italy	12	185 0.8×	222 1.0×	229 1.4×	9 0.1×	36 0.6×	48	478

Countries citing papers authored by Michel Denault

Since Specialization

Citations

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

Fields of papers citing papers by Michel Denault

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michel Denault

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

All Works

Sort: Min cites: Since: Top N: Style:

14 of 14 papers shown

Simonato, Jean‐Guy & Michel Denault. (2023). Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns. The North American Journal of Economics and Finance. 68. 101997–101997. 1 indexed citations

Denault, Michel & Jean‐Guy Simonato. (2021). A note on a dynamic goal-based wealth management problem. Finance research letters. 46. 102404–102404. 2 indexed citations

Denault, Michel, Erick Delage, & Jean‐Guy Simonato. (2017). Dynamic portfolio choice: a simulation-and-regression approach. Optimization and Engineering. 18(2). 369–406. 12 indexed citations

Denault, Michel & Jean‐Guy Simonato. (2016). Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions. Computers & Operations Research. 79. 174–189. 16 indexed citations

Delage, Erick, Michel Denault, & Jean‐Guy Simonato. (2014). A simulation-and-regression approach for dynamic programming, and its application to portfolio choice. Les Cahiers du GERAD. 1–27. 1 indexed citations

Denault, Michel, Jean‐Guy Simonato, & Lars Stentoft. (2013). A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables. Computers & Operations Research. 40(11). 2760–2769. 19 indexed citations

Denault, Michel, et al.. (2009). Complementarity of hydro and wind power: Improving the risk profile of energy inflows. Energy Policy. 37(12). 5376–5384. 73 indexed citations

Denault, Michel, Geneviève Gauthier, & Jean‐Guy Simonato. (2008). Estimation of physical intensity models for default risk. Journal of Futures Markets. 29(2). 95–113. 3 indexed citations

Denault, Michel & Joelle N. Pelletier. (2006). Protein Library Design and Screening: Working Out the Probabilities. Humana Press eBooks. 352. 127–154. 15 indexed citations

10.

Denault, Michel & Jean‐Louis Goffin. (2005). The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach. INFORMS journal on computing. 17(2). 192–206. 1 indexed citations

11.

Denault, Michel & Jean‐Louis Goffin. (2003). Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach. Computers & Operations Research. 31(5). 721–743. 2 indexed citations

12.

Denault, Michel. (2001). Coherent allocation of risk capital. The Journal of Risk. 4(1). 1–34. 274 indexed citations

13.

Denault, Michel & Jean‐Louis Goffin. (1999). On a Primal-Dual Analytic Center Cutting Plane Method for Variational Inequalities. Computational Optimization and Applications. 12(1-3). 127–155. 12 indexed citations

14.

Denault, Michel, Dimitris Karagiannis, Dimitris Gritzalis, & Paul G. Spirakis. (1994). Intrusion detection: Approach and performance issues of the SECURENET system. Computers & Security. 13(6). 495–508. 10 indexed citations

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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