Romain Deguest

746 total citations
18 papers, 434 citations indexed

About

Romain Deguest is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Romain Deguest has authored 18 papers receiving a total of 434 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 7 papers in Management Science and Operations Research and 5 papers in Economics and Econometrics. Recurrent topics in Romain Deguest's work include Financial Risk and Volatility Modeling (5 papers), Stochastic processes and financial applications (5 papers) and Financial Markets and Investment Strategies (4 papers). Romain Deguest is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Stochastic processes and financial applications (5 papers) and Financial Markets and Investment Strategies (4 papers). Romain Deguest collaborates with scholars based in France, United States and United Kingdom. Romain Deguest's co-authors include Rama Cont, Giacomo Scandolo, Attilio Meucci, Lionel Martellini, A. Santangelo, Guillaume Coqueret, Hamed Amini, Andreea Minca, Xue Dong He and Emmanuel Jurczenko and has published in prestigious journals such as Management Science, European Journal of Operational Research and Mathematical Finance.

In The Last Decade

Romain Deguest

16 papers receiving 402 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Romain Deguest France	6	322	268	192	57	52	18	434
Valeria Bignozzi Italy	11	323 1.0×	216 0.8×	180 0.9×	81 1.4×	87 1.7×	28	419
Tiantian Mao China	14	335 1.0×	235 0.9×	146 0.8×	79 1.4×	147 2.8×	64	451
Giacomo Scandolo Italy	7	582 1.8×	463 1.7×	302 1.6×	125 2.2×	92 1.8×	14	735
Daniël Linders Belgium	10	192 0.6×	267 1.0×	213 1.1×	110 1.9×	59 1.1×	46	433
Alexandru V. Asimit United Kingdom	12	419 1.3×	198 0.7×	310 1.6×	249 4.4×	62 1.2×	59	534
Toshinao Yoshiba Japan	8	221 0.7×	414 1.5×	280 1.5×	40 0.7×	50 1.0×	14	523
Thorsten Rheinländer United Kingdom	10	186 0.6×	514 1.9×	281 1.5×	115 2.0×	57 1.1×	28	629
Klaus Sandmann Germany	9	169 0.5×	571 2.1×	265 1.4×	164 2.9×	33 0.6×	28	681
Gregor Svindland Germany	12	283 0.9×	142 0.5×	153 0.8×	42 0.7×	39 0.8×	31	331
Alexandru Badescu Canada	13	190 0.6×	321 1.2×	272 1.4×	169 3.0×	11 0.2×	40	481

Countries citing papers authored by Romain Deguest

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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18 of 18 papers shown

Amini, Hamed, et al.. (2024). Blockchain adoption and optimal reinsurance design. European Journal of Operational Research. 318(1). 341–353. 4 indexed citations

Coqueret, Guillaume & Romain Deguest. (2024). Unexpected opportunities in misspecified predictive regressions. European Journal of Operational Research. 318(2). 686–700. 1 indexed citations

Bouyé, Éric, Romain Deguest, Emmanuel Jurczenko, & Jérôme Teïletche. (2024). Biodiversity and Climate: Friends or Foes?. SSRN Electronic Journal. 1 indexed citations

Amini, Hamed, et al.. (2023). Blockchain Adoption and Optimal Reinsurance Design. SSRN Electronic Journal.

Deguest, Romain, Lionel Martellini, & Attilio Meucci. (2022). Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions. The Journal of Portfolio Management. 48(4). 108–135. 4 indexed citations

Deguest, Romain, et al.. (2021). Goal-based Investing. WORLD SCIENTIFIC eBooks. 2 indexed citations

Deguest, Romain, et al.. (2021). Goal-based Investing: Theory And Practice. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations

Coqueret, Guillaume & Romain Deguest. (2020). Predictive Regressions: A Machine Learning Perspective. SSRN Electronic Journal. 3 indexed citations

Deguest, Romain, et al.. (2018). Bond Portfolio Optimization in the Presence of Duration Constraints. The Journal of Fixed Income. 28(1). 6–26.

10.

Deguest, Romain, et al.. (2017). A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems. Management Science. 64(9). 4333–4347. 3 indexed citations

11.

Meucci, Attilio, A. Santangelo, & Romain Deguest. (2015). Risk budgeting and diversification based on optimised uncorrelated factors. BOA (University of Milano-Bicocca). 11. 70–75. 10 indexed citations

12.

Deguest, Romain, Lionel Martellini, & Attilio Meucci. (2013). Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions. SSRN Electronic Journal. 27 indexed citations

13.

Meucci, Attilio, et al.. (2013). Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors. SSRN Electronic Journal. 31 indexed citations

14.

Cont, Rama & Romain Deguest. (2012). EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS. Mathematical Finance. 23(3). 496–530. 16 indexed citations

15.

Cont, Rama, Romain Deguest, & Xue Dong He. (2011). Loss-Based Risk Measures. SSRN Electronic Journal. 4 indexed citations

16.

Cont, Rama, Romain Deguest, & Giacomo Scandolo. (2010). Robustness and sensitivity analysis of risk measurement procedures. Quantitative Finance. 10(6). 593–606. 258 indexed citations

17.

Cont, Rama, et al.. (2010). Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration. SSRN Electronic Journal. 2 indexed citations

18.

Cont, Rama, Romain Deguest, & Giacomo Scandolo. (2008). Robustness and Sensitivity Analysis of Risk Measurement Procedures. SSRN Electronic Journal. 67 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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