Serge Darolles

822 total citations
43 papers, 454 citations indexed

About

Serge Darolles is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Serge Darolles has authored 43 papers receiving a total of 454 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 24 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in Serge Darolles's work include Financial Markets and Investment Strategies (24 papers), Financial Risk and Volatility Modeling (22 papers) and Complex Systems and Time Series Analysis (12 papers). Serge Darolles is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Financial Risk and Volatility Modeling (22 papers) and Complex Systems and Time Series Analysis (12 papers). Serge Darolles collaborates with scholars based in France, United States and Canada. Serge Darolles's co-authors include Christian Gouriéroux, Gaëlle Le Fol, Joann Jasiak, Jędrzej Białkowski, Jean‐Pierre Florens, Éric Renault, Yanqin Fan, Christian Francq, Sébastien Laurent and Yang Lu and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and IEEE Signal Processing Magazine.

In The Last Decade

Serge Darolles

37 papers receiving 435 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Serge Darolles France	13	348	213	89	83	76	43	454
Toshinao Yoshiba Japan	8	414 1.2×	280 1.3×	72 0.8×	221 2.7×	50 0.7×	14	523
Antoine Frachot France	9	198 0.6×	155 0.7×	47 0.5×	74 0.9×	28 0.4×	12	282
Luitgard Anna Maria Veraart United Kingdom	11	427 1.2×	301 1.4×	35 0.4×	79 1.0×	20 0.3×	35	532
Georgios Skoulakis United States	13	384 1.1×	304 1.4×	168 1.9×	74 0.9×	36 0.5×	26	548
Yasuhiro Yamai Japan	7	403 1.2×	282 1.3×	71 0.8×	216 2.6×	34 0.4×	8	501
Rand Kwong Yew Low Australia	11	309 0.9×	305 1.4×	79 0.9×	116 1.4×	13 0.2×	30	480
Burak Saltoğlu Türkiye	11	312 0.9×	290 1.4×	132 1.5×	59 0.7×	28 0.4×	23	449
Sophia Zhengzi Li United States	9	477 1.4×	364 1.7×	84 0.9×	105 1.3×	35 0.5×	21	628
Demián Pouzo United States	10	129 0.4×	203 1.0×	144 1.6×	48 0.6×	228 3.0×	27	487
Bertrand Maillet France	11	287 0.8×	228 1.1×	73 0.8×	107 1.3×	24 0.3×	64	433

Countries citing papers authored by Serge Darolles

Since Specialization

Citations

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

Fields of papers citing papers by Serge Darolles

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Serge Darolles

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

Darolles, Serge, et al.. (2024). Managing Hedge Fund Liquidity Risks. SSRN Electronic Journal.

Darolles, Serge, et al.. (2024). Private Equity Performance around the World. Financial Analysts Journal. 80(2). 99–121.

Darolles, Serge, et al.. (2023). Understanding the Effect of ESG Scores on Stock Returns Using Mediation Theory. SSRN Electronic Journal. 2 indexed citations

Darolles, Serge, et al.. (2021). Diversifying Trends. Econometrics and Statistics. 33. 56–79. 1 indexed citations

Darolles, Serge, et al.. (2019). Trends everywhere? The case of hedge fund styles. Journal of Asset Management. 20(6). 442–468. 2 indexed citations

Darolles, Serge, Christian Francq, & Sébastien Laurent. (2018). Asymptotics of Cholesky GARCH models and time-varying conditional betas. Journal of Econometrics. 204(2). 223–247. 16 indexed citations

Darolles, Serge. (2016). The rise of FinTechs and their regulation. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 19 indexed citations

Darolles, Serge, et al.. (2015). Financial Market Liquidity: Who is Acting Strategically?. SSRN Electronic Journal. 1 indexed citations

Darolles, Serge, et al.. (2012). Liquidity Contagion: A Look at Emerging Markets. SSRN Electronic Journal. 3 indexed citations

10.

Duvaut, Patrick, et al.. (2011). Multifactor Models : Examining the potential of signal processing techniques. IEEE Signal Processing Magazine. 37–48. 1 indexed citations

11.

Duvaut, Patrick, et al.. (2011). Multifactor Models. IEEE Signal Processing Magazine. 4 indexed citations

12.

Darolles, Serge, et al.. (2011). Hedge Fund Returns and Factor Models : A Cross-Section Approach. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 1 indexed citations

13.

Darolles, Serge, et al.. (2011). The alpha and omega of fund of hedge fund added value. Journal of Banking & Finance. 36(4). 1067–1078. 3 indexed citations

14.

Darolles, Serge, et al.. (2010). Nonparametric Analysis of Hedge Funds Lifetimes. SSRN Electronic Journal. 4 indexed citations

15.

Darolles, Serge, Christian Gouriéroux, & Joann Jasiak. (2009). L-performance with an application to hedge funds. Journal of Empirical Finance. 16(4). 671–685. 21 indexed citations

16.

Gouriéroux, Christian & Serge Darolles. (2009). Conditionally Fitted Sharpe Performance with an Application to Hedge Fund Rating. SSRN Electronic Journal. 3 indexed citations

17.

Darolles, Serge & Christian Gouriéroux. (2009). The Effects of Management and Provision Accounts on Hedge Fund Returns. SSRN Electronic Journal. 9 indexed citations

18.

Darolles, Serge, et al.. (2006). Improving VWAP Strategies: A Dynamical Volume Approach. SSRN Electronic Journal. 15 indexed citations

19.

Darolles, Serge & Christian Gouriéroux. (2001). Truncated dynamics and estimation of diffusion equations. Journal of Econometrics. 102(1). 1–22. 12 indexed citations

20.

Darolles, Serge & Jean‐Paul Laurent. (2000). Approximating payoffs and pricing formulas. Journal of Economic Dynamics and Control. 24(11-12). 1721–1746. 8 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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