Rama Cont
- Finance top 0.05%
- Stochastic processes and financial applications 62
- Financial Risk and Volatility Modeling 45
- Credit Risk and Financial Regulations 27
- Banking stability, regulation, efficiency 24
- Financial Markets and Investment Strategies 22
- Economics and Econometrics top 0.1%
- Complex Systems and Time Series Analysis 41
- Insurance and Financial Risk Management 9
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- Risk and Portfolio Optimization 12
- Co-authors
- Ekaterina VoltchkovaPeter TankovJosé Da FonsecaJ. P. BouchaudRomain DeguestGiacomo ScandoloSasha StoikovThomas Kokholm
- Journals
- Quantitative Finance (9 papers)Mathematical Finance (8 papers)Finance and Stochastics (3 papers)
- Partner nations
- United KingdomFranceUnited States
In The Last Decade
Rama Cont
127 papers receiving 6.1k citations
Hit Papers
Peers
Comparison fields: 5 of 123
- Finance 4.9k
- Economics and Econometrics 3.7k
- Management Science and Operations Research 1.4k
- General Economics, Econometrics and Finance 410
- Statistical and Nonlinear Physics 466
Countries citing papers authored by Rama Cont
This map shows the geographic impact of Rama Cont'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 Rama Cont with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rama Cont more than expected).
Fields of papers citing papers by Rama Cont
This network shows the impact of papers produced by Rama Cont. 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 Rama Cont. The network helps show where Rama Cont may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Rama Cont, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 2 | |
| 2 | 2025 | 0 | |
| 3 | 2024 | 1 | |
| 4 | 2023 | 2 | |
| 5 | 2023 | 4 | |
| 6 | 2023 | 9 | |
| 7 | 2023 | 4 | |
| 8 | 2023 | 0 | |
| 9 | Scaling Properties of Deep Residual Networks | 2021 | 1 |
| 10 | Risk management for whales | 2016 | 2 |
| 11 | 2015 | 7 | |
| 12 | Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges | 2011 | 0 |
| 13 | 2010 | 82 | |
| 14 | 2008 | 0 | |
| 15 | Retrieving Lévy processes from option prices : regularization of an ill-posed inverse problem | 2007 | 30 |
| 16 | Credit derivatives and structured credit : a guide for investors | 2006 | 9 |
| 17 | Dynamics Of Implied Volatility Surfaces | 2002 | 16 |
| 18 | 2002 | 263 | |
| 19 | Beyond Implied Volatility: Extracting Information From Option Prices | 1997 | 10 |
| 20 | Financial Markets as Adaptive Ecosystems | 1996 | 4 |
About Rama Cont
Rama Cont is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Mathematical Physics and Numerical Analysis, having authored 138 papers that have together received 6.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (45 papers), Complex Systems and Time Series Analysis (41 papers), Credit Risk and Financial Regulations (27 papers), Banking stability, regulation, efficiency (24 papers), Financial Markets and Investment Strategies (22 papers), Risk and Portfolio Optimization (12 papers) and Insurance and Financial Risk Management (9 papers). The work is most often cited by research in Finance (4.9k citations), Economics and Econometrics (3.7k citations), Management Science and Operations Research (1.4k citations), General Economics, Econometrics and Finance (410 citations) and Statistical and Nonlinear Physics (466 citations). Rama Cont has collaborated with scholars based in United Kingdom, France and United States. Frequent co-authors include Ekaterina Voltchkova, Peter Tankov, José Da Fonseca, J. P. Bouchaud, Romain Deguest, Giacomo Scandolo, Sasha Stoikov, Thomas Kokholm, Eric Schaanning and Didier Sornette. Their work appears in journals such as Quantitative Finance, Mathematical Finance, Finance and Stochastics, Applied Mathematical Finance and Bernoulli.
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.