Olivier Guéant

12.4k total citations
36 papers, 754 citations indexed

About

Olivier Guéant is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Olivier Guéant has authored 36 papers receiving a total of 754 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 19 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. Recurrent topics in Olivier Guéant's work include Stochastic processes and financial applications (25 papers), Economic theories and models (15 papers) and Financial Markets and Investment Strategies (14 papers). Olivier Guéant is often cited by papers focused on Stochastic processes and financial applications (25 papers), Economic theories and models (15 papers) and Financial Markets and Investment Strategies (14 papers). Olivier Guéant collaborates with scholars based in France, United Kingdom and United States. Olivier Guéant's co-authors include Charles‐Albert Lehalle, Jiang Pu, Jean‐Michel Lasry, Areski Cousin, David Hobson, Monique Jeanblanc, Pierre‐Louis Lions, Jean‐Paul Laurent, Peter Tankov and Stéphane Crépey and has published in prestigious journals such as Lecture notes in mathematics, Mathematical Finance and Quantitative Finance.

In The Last Decade

Olivier Guéant

32 papers receiving 716 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Olivier Guéant France	14	543	379	237	62	43	36	754
Weilin Xiao China	18	600 1.1×	308 0.8×	238 1.0×	21 0.3×	62 1.4×	64	884
Damien Lamberton France	16	914 1.7×	325 0.9×	171 0.7×	94 1.5×	34 0.8×	30	1.1k
Gianluca Fusai Italy	17	746 1.4×	237 0.6×	192 0.8×	66 1.1×	14 0.3×	61	1.0k
Ludger Overbeck Germany	15	621 1.1×	204 0.5×	164 0.7×	101 1.6×	21 0.5×	48	805
Dylan Possamaï France	15	486 0.9×	264 0.7×	208 0.9×	30 0.5×	75 1.7×	52	616
Emilio Barucci Italy	17	490 0.9×	406 1.1×	88 0.4×	53 0.9×	11 0.3×	90	815
Huyên Pham France	16	916 1.7×	488 1.3×	310 1.3×	41 0.7×	56 1.3×	30	1.2k
Akihiko Takahashi Japan	19	1.1k 2.1×	264 0.7×	200 0.8×	82 1.3×	37 0.9×	132	1.3k
Wolfgang J. Runggaldier Italy	17	580 1.1×	246 0.6×	175 0.7×	82 1.3×	27 0.6×	76	950
Christian Bender Germany	13	528 1.0×	209 0.6×	95 0.4×	37 0.6×	39 0.9×	43	630

Countries citing papers authored by Olivier Guéant

Since Specialization

Citations

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

Fields of papers citing papers by Olivier Guéant

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Olivier Guéant

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

All Works

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20 of 20 papers shown

Guéant, Olivier, et al.. (2024). Asset and Factor Risk Budgeting: a balanced approach. Quantitative Finance. 25(2). 181–195. 1 indexed citations

Guéant, Olivier, et al.. (2023). Multi-Asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. SSRN Electronic Journal. 1 indexed citations

Fermanian, Jean‐David, et al.. (2023). Risk Budgeting portfolios: Existence and computation. Mathematical Finance. 34(3). 896–924. 2 indexed citations

Guéant, Olivier, et al.. (2023). Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions. SPIRE - Sciences Po Institutional REpository. 6(2). 225–247. 4 indexed citations

Guéant, Olivier, et al.. (2021). Closed-form Approximations in Multi-asset Market Making. Applied Mathematical Finance. 28(2). 101–142. 7 indexed citations

Guéant, Olivier, et al.. (2021). Environmental transition alignment and portfolio performance. SSRN Electronic Journal. 1 indexed citations

Guéant, Olivier, et al.. (2020). Size matters for OTC market makers: General results and dimensionality reduction techniques. Mathematical Finance. 31(1). 279–322. 12 indexed citations

Guéant, Olivier, et al.. (2019). Algorithmic market making: the case of equity derivatives. arXiv (Cornell University).

Guéant, Olivier. (2017). Optimal execution of accelerated share repurchase contracts with fixed notional. The Journal of Risk. 19(5). 77–99. 7 indexed citations

10.

Guéant, Olivier. (2016). The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. SPIRE - Sciences Po Institutional REpository. 1 indexed citations

11.

Guéant, Olivier, et al.. (2016). Optimal Real-Time Bidding Strategies. arXiv (Cornell University). 10 indexed citations

12.

Guéant, Olivier. (2015). Optimal Execution and Block Trade Pricing: A General Framework. Applied Mathematical Finance. 22(4). 336–365. 17 indexed citations

13.

Guéant, Olivier. (2014). Execution and Block Trade Pricing with Optimal Constant Rate of Participation. Journal of Mathematical Finance. 4(4). 255–264. 4 indexed citations

14.

Guéant, Olivier & Charles‐Albert Lehalle. (2013). GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION. Mathematical Finance. 25(3). 457–495. 49 indexed citations

15.

Guéant, Olivier, et al.. (2012). A solution to the market making problem. arXiv (Cornell University). 1 indexed citations

16.

Guéant, Olivier. (2012). New numerical methods for mean field games with quadratic costs. Networks and Heterogeneous Media. 7(2). 315–336. 15 indexed citations

17.

Guéant, Olivier, Roger Guesnerie, & Jean‐Michel Lasry. (2012). Ecological Intuition versus Economic “Reason”. Journal of Public Economic Theory. 14(2). 245–272. 11 indexed citations

18.

Guéant, Olivier. (2011). Mean field games equations with quadratic Hamiltonian: a specific\n approach. arXiv (Cornell University). 37 indexed citations

19.

Guéant, Olivier, et al.. (2011). Dealing with the Inventory Risk. arXiv (Cornell University). 8 indexed citations

20.

Guéant, Olivier. (2009). A reference case for mean field games models. Journal de Mathématiques Pures et Appliquées. 92(3). 276–294. 62 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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