Samuel Drapeau

438 total citations
26 papers, 190 citations indexed

About

Samuel Drapeau is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Samuel Drapeau has authored 26 papers receiving a total of 190 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 10 papers in Management Science and Operations Research and 10 papers in Economics and Econometrics. Recurrent topics in Samuel Drapeau's work include Risk and Portfolio Optimization (10 papers), Stochastic processes and financial applications (8 papers) and Decision-Making and Behavioral Economics (6 papers). Samuel Drapeau is often cited by papers focused on Risk and Portfolio Optimization (10 papers), Stochastic processes and financial applications (8 papers) and Decision-Making and Behavioral Economics (6 papers). Samuel Drapeau collaborates with scholars based in China, Germany and United States. Samuel Drapeau's co-authors include Michael Kupper, Freddy Delbaen, Jan Obłój, Tomasz R. Bielecki, Tao Wang, Emanuela Rosazza Gianin, Igor Cialenco, Stéphane Crépey, Yunbo Zhang and Patrick Cheridito and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences and Mathematics of Operations Research.

In The Last Decade

Samuel Drapeau

24 papers receiving 181 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Samuel Drapeau China	7	130	87	74	37	23	26	190
Beatrice Acciaio Austria	8	141 1.1×	171 2.0×	104 1.4×	19 0.5×	22 1.0×	21	256
Erio Castagnoli Italy	8	139 1.1×	51 0.6×	97 1.3×	81 2.2×	63 2.7×	23	272
Jia‐An Yan China	7	80 0.6×	102 1.2×	36 0.5×	10 0.3×	15 0.7×	14	195
Gregor Svindland Germany	12	283 2.2×	142 1.6×	153 2.1×	47 1.3×	30 1.3×	31	331
Alec N. Kercheval United States	8	107 0.8×	148 1.7×	114 1.5×	4 0.1×	12 0.5×	19	273
Jocelyne Bion–Nadal France	5	148 1.1×	166 1.9×	62 0.8×	9 0.2×	6 0.3×	9	201
Irina Penner Germany	7	149 1.1×	138 1.6×	68 0.9×	14 0.4×	7 0.3×	7	194
Kai Detlefsen United States	4	178 1.4×	178 2.0×	76 1.0×	20 0.5×	7 0.3×	8	245
Craig A. Friedman United States	7	60 0.5×	217 2.5×	71 1.0×	6 0.2×	15 0.7×	38	277
Rose Anne Dana France	10	173 1.3×	115 1.3×	252 3.4×	81 2.2×	5 0.2×	18	320

Countries citing papers authored by Samuel Drapeau

Since Specialization

Citations

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

Fields of papers citing papers by Samuel Drapeau

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Samuel Drapeau

This figure shows the co-authorship network connecting the top 25 collaborators of Samuel Drapeau. A scholar is included among the top collaborators of Samuel Drapeau 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 Samuel Drapeau. Samuel Drapeau 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

Crépey, Stéphane, et al.. (2023). Derivatives risks as costs in a one-period network model. arXiv (Cornell University). 2(3). 283–312.

Drapeau, Samuel & Liming Yin. (2023). Extremal of Log-Sobolev Functionals and Li-Yau Estimate on $$\textrm{RCD}^*(K,N)$$ Spaces. Potential Analysis. 60(3). 935–964.

Zhang, Yunbo & Samuel Drapeau. (2022). On model robustness of the regime switching approach for pegged foreign exchange markets. Quantitative Finance. 22(7). 1371–1390. 2 indexed citations

Drapeau, Samuel, et al.. (2022). On detecting spoofing strategies in high-frequency trading. Quantitative Finance. 22(8). 1405–1425. 6 indexed citations

Drapeau, Samuel, et al.. (2021). Dual representation of expectile-based expected shortfall and its properties. 6(2). 99–99. 1 indexed citations

Drapeau, Samuel, et al.. (2021). Sensitivity analysis of Wasserstein distributionally robust optimization problems. Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences. 477(2256). 20210176–20210176. 15 indexed citations

Drapeau, Samuel, et al.. (2020). On Detecting Spoofing Strategies in High Frequency Trading. SSRN Electronic Journal. 1 indexed citations

Zhang, Yunbo & Samuel Drapeau. (2020). Pricing and hedging performance on pegged FX markets based on a regime switching model. Quantitative Finance. 21(2). 305–322. 1 indexed citations

Drapeau, Samuel, Wang Tan, & Tao Wang. (2020). How Rational Are the Option Prices of the Hong Kong Dollar Exchange Rate?. The Journal of Derivatives. 28(3). 140–161. 4 indexed citations

10.

Drapeau, Samuel, Tan Wang, & Tao Wang. (2019). How Rational Are the Option Prices of Hong Kong Dollar Exchange Rate?. SSRN Electronic Journal. 1 indexed citations

11.

Crépey, Stéphane, et al.. (2018). Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM Journal on Financial Mathematics. 9(1). 90–126. 2 indexed citations

12.

Drapeau, Samuel, et al.. (2016). Dual representation of minimal supersolutions of convex BSDEs. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 52(2). 6 indexed citations

13.

Crépey, Stéphane, et al.. (2015). Multivariate Shortfall Risk Allocation. arXiv (Cornell University). 3 indexed citations

14.

Drapeau, Samuel, et al.. (2015). The algebra of conditional sets and the concepts of conditional topology and compactness. Journal of Mathematical Analysis and Applications. 437(1). 561–589. 15 indexed citations

15.

Drapeau, Samuel, et al.. (2015). Minimal supersolutions of BSDEs under volatility uncertainty. Stochastic Processes and their Applications. 125(8). 2895–2909. 1 indexed citations

16.

Cheridito, Patrick, Freddy Delbaen, Samuel Drapeau, & Michael Kupper. (2015). Numerical Representation of Convex Preferences Over Anscombe-Aumann Acts. SSRN Electronic Journal. 3 indexed citations

17.

Drapeau, Samuel. (2014). Conditional Preference Orders and their Numeri- cal Representations. 1 indexed citations

18.

Drapeau, Samuel, et al.. (2014). Conditional Preference Orders and Their Numerical Representations. SSRN Electronic Journal. 1 indexed citations

19.

Drapeau, Samuel & Michael Kupper. (2012). Risk Preferences and Their Robust Representation. Mathematics of Operations Research. 38(1). 28–62. 61 indexed citations

20.

Delbaen, Freddy, Samuel Drapeau, & Michael Kupper. (2011). A von Neumann–Morgenstern representation result without weak continuity assumption. Journal of Mathematical Economics. 47(4-5). 401–408. 7 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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