Sébastien Lleo

712 citations
53 papers · 337 indexed · h-index 10
Topics
Financial Markets and Investment Strategies (26 papers)Stochastic processes and financial applications (13 papers)Stock Market Forecasting Methods (11 papers)

In The Last Decade

Sébastien Lleo

49 papers receiving 326 citations

Peers

Sébastien Lleo
Comparison fields: 5 of 99
  • Finance 195
  • Economics and Econometrics 118
  • Management Science and Operations Research 101
  • General Economics, Econometrics and Finance 32
  • Artificial Intelligence 20
Replace Patrizia Semeraro with:
Patrizia Semeraro Italy
Farid AitSahlia United States
Carmen López-Martín Spain
Wan‐Jiun Paul Chiou United States
Sónia R. Bentes Portugal
Francesco Audrino Switzerland
Oleg Bondarenko United States
Paolo Guasoni United States
Alessio Emanuele Biondo Italy
Moritz Sudhof United States
Sébastien Lleo relative to Patrizia Semeraro Italy Patrizia Semeraro's profile →
Citations per field
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Patrizia Semeraro · 1×
Citations per year

Countries citing papers authored by Sébastien Lleo

Since Specialization
Citations

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

Fields of papers citing papers by Sébastien Lleo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sébastien Lleo

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

All Works

20 of 20 papers shown
#WorkIndexed citations
1 1
2 1
3 0
4 2
5 58
6 18
7 5
8 5
9 6
10
A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
1
11
Predicting Chinese Stock Market Crashes
3
12 3
13 2
14 6
15 1
16 4
17 1
18 17
19 25
20
Risk-Sensitive Asset Management in a Jump-Diffusion Factor Model
1

About Sébastien Lleo

Sébastien Lleo is a scholar working on Finance, Management Science and Operations Research and General Decision Sciences, having authored 53 papers that have together received 337 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (26 papers), Stochastic processes and financial applications (13 papers) and Stock Market Forecasting Methods (11 papers). The work is most often cited by research in Finance (195 citations), Management Science and Operations Research (101 citations) and Economics and Econometrics (118 citations). Sébastien Lleo has collaborated with scholars based in France, United Kingdom and Canada. Frequent co-authors include Mark H. Davis, William T. Ziemba, Jessica Li, Leonard C. MacLean, Wolfgang J. Runggaldier and Mark A. Davis. Their work appears in journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & 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.

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