Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
The Properties of Equally Weighted Risk Contribution Portfolios
2010462 citationsThierry Roncalli, Jérôme Teïletche et al.profile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Thierry Roncalli
Since
Specialization
Citations
This map shows the geographic impact of Thierry Roncalli'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 Thierry Roncalli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thierry Roncalli more than expected).
Fields of papers citing papers by Thierry Roncalli
This network shows the impact of papers produced by Thierry Roncalli. 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 Thierry Roncalli. The network helps show where Thierry Roncalli may publish in the future.
Co-authorship network of co-authors of Thierry Roncalli
This figure shows the co-authorship network connecting the top 25 collaborators of Thierry Roncalli.
A scholar is included among the top collaborators of Thierry Roncalli 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 Thierry Roncalli. Thierry Roncalli is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Roncalli, Thierry. (2010). Understanding the Impact of Weights Constraints in Portfolio Theory. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich).3 indexed citations
11.
Roncalli, Thierry & Antoine Frachot. (2009). La gestion des risques financiers. Economica eBooks.9 indexed citations
12.
Roncalli, Thierry & Jérôme Teïletche. (2008). An alternative approach to alternative beta. Journal of financial transformation. 24. 43–52.4 indexed citations
13.
Roncalli, Thierry, et al.. (2008). Tracking Problems, Hedge Fund Replication, and Alternative Beta. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 31. 19–29.7 indexed citations
14.
Frachot, Antoine, et al.. (2007). Loss Distribution Approach in Practice. SSRN Electronic Journal.64 indexed citations
15.
Frachot, Antoine, et al.. (2007). How to Avoid Over-Estimating Capital Charge for Operational Risk?. SSRN Electronic Journal.13 indexed citations
16.
Roncalli, Thierry, et al.. (2007). Maximum Likelihood Estimate of Default Correlations. SSRN Electronic Journal.19 indexed citations
17.
Frachot, Antoine, et al.. (2004). The Correlation Problem in Operational Risk. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich).13 indexed citations
Roncalli, Thierry, et al.. (2001). Some remarks on two-asset options pricing and stochastic dependence of asset prices É. SSRN Electronic Journal.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.