Michel Denault
About
In The Last Decade
Michel Denault
14 papers receiving 397 citations
Peers
Comparison fields: 5 of 59
- Management Science and Operations Research 245
- Finance 219
- Economics and Econometrics 165
- Demography 72
- Electrical and Electronic Engineering 63
Countries citing papers authored by Michel Denault
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
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
| # | Title | Journal | Authors | Indexed citations |
|---|---|---|---|---|
| 1 | Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns | The North American Journal of Economics and Finance | Jean‐Guy Simonato, Michel Denault | 1 |
| 2 | A note on a dynamic goal-based wealth management problem | Finance research letters | Michel Denault, Jean‐Guy Simonato | 2 |
| 3 | Dynamic portfolio choice: a simulation-and-regression approach | Optimization and Engineering | Michel Denault, Erick Delage et al. | 12 |
| 4 | Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions | Computers & Operations Research | Michel Denault, Jean‐Guy Simonato | 16 |
| 5 | A simulation-and-regression approach for dynamic programming, and its application to portfolio choice | Les Cahiers du GERAD | Erick Delage, Michel Denault et al. | 1 |
| 6 | A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables | Computers & Operations Research | Michel Denault, Jean‐Guy Simonato et al. | 19 |
| 7 | Complementarity of hydro and wind power: Improving the risk profile of energy inflows | Energy Policy | Michel Denault, Debbie J. Dupuis et al. | 73 |
| 8 | Estimation of physical intensity models for default risk | Journal of Futures Markets | Michel Denault, Geneviève Gauthier et al. | 3 |
| 9 | Protein Library Design and Screening: Working Out the Probabilities | Humana Press eBooks | Michel Denault, Joelle N. Pelletier | 15 |
| 10 | The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach | INFORMS journal on computing | Michel Denault, Jean‐Louis Goffin | 1 |
| 11 | Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach | Computers & Operations Research | Michel Denault, Jean‐Louis Goffin | 2 |
| 12 | Coherent allocation of risk capital | The Journal of Risk | Michel Denault | 274 |
| 13 | On a Primal-Dual Analytic Center Cutting Plane Method for Variational Inequalities | Computational Optimization and Applications | Michel Denault, Jean‐Louis Goffin | 12 |
| 14 | Intrusion detection: Approach and performance issues of the SECURENET system | Computers & Security | Michel Denault, Dimitris Karagiannis et al. | 10 |
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.