Sébastien Page

1.5k total citations
38 papers, 1.0k citations indexed

About

Sébastien Page is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Sébastien Page has authored 38 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 20 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Sébastien Page's work include Financial Markets and Investment Strategies (25 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (9 papers). Sébastien Page is often cited by papers focused on Financial Markets and Investment Strategies (25 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (9 papers). Sébastien Page collaborates with scholars based in United States, Spain and Japan. Sébastien Page's co-authors include Mark Kritzman, David Turkington, Roberto Rigobón, Li Yuanzhen, Yuanzhen Li, Robert A. Panariello, Robert F. Bruner, Javier Estrada, Wei Li and Vasant Naik and has published in prestigious journals such as Financial Analysts Journal, The Journal of Portfolio Management and Quantitative Finance.

In The Last Decade

Sébastien Page

36 papers receiving 896 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Sébastien Page United States 16 823 629 189 180 159 38 1.0k
Yao Hua Ooi United States 6 1.1k 1.3× 903 1.4× 310 1.6× 226 1.3× 206 1.3× 10 1.2k
Vedat Akgiray United States 12 981 1.2× 861 1.4× 128 0.7× 349 1.9× 85 0.5× 21 1.2k
Rafael Santamaría Aquilué Spain 15 570 0.7× 446 0.7× 101 0.5× 117 0.7× 291 1.8× 95 774
Paul Kupiec United States 17 966 1.2× 637 1.0× 115 0.6× 212 1.2× 243 1.5× 77 1.1k
Andrea Tamoni United States 13 462 0.6× 483 0.8× 159 0.8× 194 1.1× 119 0.7× 59 702
Sassan Alizadeh United States 5 939 1.1× 711 1.1× 69 0.4× 266 1.5× 97 0.6× 6 1.1k
Markus Pelger United States 15 688 0.8× 497 0.8× 301 1.6× 140 0.8× 132 0.8× 42 931
Robert Engle United States 11 1.4k 1.6× 1.3k 2.0× 155 0.8× 526 2.9× 87 0.5× 13 1.7k
Jimmy E. Hilliard United States 15 850 1.0× 735 1.2× 76 0.4× 272 1.5× 96 0.6× 72 1.1k
Helen Allen United Kingdom 5 717 0.9× 768 1.2× 320 1.7× 422 2.3× 84 0.5× 8 1.0k

Countries citing papers authored by Sébastien Page

Since Specialization
Citations

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

Fields of papers citing papers by Sébastien Page

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sébastien Page

This figure shows the co-authorship network connecting the top 25 collaborators of Sébastien Page. A scholar is included among the top collaborators of Sébastien Page 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 Page. Sébastien Page 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
1.
Page, Sébastien, et al.. (2022). Tail Risk Hedging in a Low-Rate Environment. The Journal of Derivatives. 29(4). 110–120. 1 indexed citations
2.
Page, Sébastien, et al.. (2019). The Revenge of the Stock Pickers. Financial Analysts Journal. 75(2). 34–43. 7 indexed citations
3.
Naik, Vasant, et al.. (2014). The stock–bond correlation. 4(1). 3–18. 12 indexed citations
4.
Kritzman, Mark, Li Yuanzhen, Sébastien Page, & Roberto Rigobón. (2013). Practical Applications of Principal Components as a Measure of Systemic Risk. 1(2). 1.16–3. 4 indexed citations
5.
Page, Sébastien. (2013). Risk Management beyond Asset Class Diversification. 30(3). 52–59. 2 indexed citations
6.
Kritzman, Mark, Sébastien Page, & David Turkington. (2012). Regime Shifts: Implications for Dynamic Strategies. SSRN Electronic Journal. 48 indexed citations
7.
Kritzman, Mark, Sébastien Page, & David Turkington. (2012). Regime Shifts: Implications for Dynamic Strategies (corrected). Financial Analysts Journal. 68(3). 22–39. 82 indexed citations
8.
Page, Sébastien, et al.. (2011). Asset Allocation: Systemic Liquidity as a Risk Factor. 2011(1). 19–23. 3 indexed citations
9.
Page, Sébastien, et al.. (2011). Invited Editorial Comment. The Journal of Portfolio Management. 37(4). 1–2. 26 indexed citations
10.
Kritzman, Mark, Sébastien Page, & David Turkington. (2010). In Defense of Optimization: The Fallacy of 1/N. SSRN Electronic Journal. 25 indexed citations
11.
Kritzman, Mark, Yuanzhen Li, Sébastien Page, & Roberto Rigobón. (2010). Principal Components as a Measure of Systemic Risk. SSRN Electronic Journal. 78 indexed citations
12.
Kritzman, Mark, Sébastien Page, & David Turkington. (2010). In Defense of Optimization: The Fallacy of 1/N. Financial Analysts Journal. 66(2). 31–39. 120 indexed citations
13.
Kritzman, Mark, et al.. (2007). Portfolio Rebalancing: A Test of the Markowitz-Van Dijk Heuristic. SSRN Electronic Journal. 2 indexed citations
14.
Kritzman, Mark, et al.. (2006). Implementation Shortfall. The Journal of Portfolio Management. 33(1). 25–30. 3 indexed citations
15.
Page, Sébastien. (2006). Optimal Hedge Fund Allocations: Do Higher Moments Matter?. 23(3). 26–33.
16.
Estrada, Javier, et al.. (2005). Countries versus industries in Europe: A normative portfolio approach. Journal of Asset Management. 6(2). 85–103. 8 indexed citations
17.
Kritzman, Mark, et al.. (2005). Optimal Hedge Fund Allocations. The Journal of Portfolio Management. 31(3). 70–81. 68 indexed citations
18.
Estrada, Javier, Mark Kritzman, & Sébastien Page. (2004). Countries versus Industries in Emerging Markets: A Normative Portfolio Approach. SSRN Electronic Journal. 5 indexed citations
19.
Estrada, Javier, Mark Kritzman, & Sébastien Page. (2004). Countries versus Industries in Emerging Markets: A Normative Portfolio Approach. SSRN Electronic Journal. 2 indexed citations
20.
Kritzman, Mark & Sébastien Page. (2003). The Hierarchy of Investment Choice. The Journal of Portfolio Management. 29(4). 11–23. 35 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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