Romain Deguest
- Management Science and Operations Research top 2%
- Finance top 2%
- Economics and Econometrics top 5%
- Demography top 10%
- Statistics and Probability top 5%
- Co-authors
- Rama ContGiacomo ScandoloAttilio MeucciLionel MartelliniA. SantangeloGuillaume CoqueretXue Dong HeAndreea Minca
- Topics
- Financial Risk and Volatility Modeling (5 papers)Stochastic processes and financial applications (5 papers)Financial Markets and Investment Strategies (4 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Romain Deguest
16 papers receiving 402 citations
Peers
Comparison fields: 5 of 35
- Management Science and Operations Research 322
- Finance 268
- Economics and Econometrics 192
- Demography 57
- Statistics and Probability 52
Countries citing papers authored by Romain Deguest
This map shows the geographic impact of Romain Deguest'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 Romain Deguest with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Romain Deguest more than expected).
Fields of papers citing papers by Romain Deguest
This network shows the impact of papers produced by Romain Deguest. 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 Romain Deguest. The network helps show where Romain Deguest may publish in the future.
Co-authorship network of co-authors of Romain Deguest
This figure shows the co-authorship network connecting the top 25 collaborators of Romain Deguest. A scholar is included among the top collaborators of Romain Deguest 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 Romain Deguest. Romain Deguest is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 4 | |
| 2 | 1 | |
| 3 | 1 | |
| 4 | 0 | |
| 5 | 4 | |
| 6 | 2 | |
| 7 | 1 | |
| 8 | 3 | |
| 9 | 0 | |
| 10 | 3 | |
| 11 | Risk budgeting and diversification based on optimised uncorrelated factors | 10 |
| 12 | 27 | |
| 13 | 31 | |
| 14 | 16 | |
| 15 | 4 | |
| 16 | 258 | |
| 17 | 2 | |
| 18 | 67 |
About Romain Deguest
Romain Deguest is a scholar working on Finance, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 18 papers that have together received 434 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (5 papers), Stochastic processes and financial applications (5 papers) and Financial Markets and Investment Strategies (4 papers). The work is most often cited by research in Finance (268 citations), Management Science and Operations Research (322 citations) and General Decision Sciences (15 citations). Romain Deguest has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Rama Cont, Giacomo Scandolo, Attilio Meucci, Lionel Martellini, A. Santangelo, Guillaume Coqueret, Xue Dong He, Andreea Minca, Hamed Amini and Frank J. Fabozzi. Their work appears in journals such as Management Science, European Journal of Operational Research and Mathematical Finance.
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.