Yannick Malevergne
- Economics and Econometrics top 2%
- Finance top 2%
- Statistical and Nonlinear Physics top 5%
- Management Science and Operations Research top 5%
- General Economics, Econometrics and Finance top 5%
- Co-authors
- Didier SornetteВ. Ф. ПисаренкоBéatrice ReyА. И. СаичевPatrice AbryAlexander I. SaichevHenri LoubergéJosé Da Fonseca
- Topics
- Complex Systems and Time Series Analysis (27 papers)Financial Risk and Volatility Modeling (23 papers)Financial Markets and Investment Strategies (15 papers)
- Journals
- Journal of the American Statistical AssociationJournal of the Operational Research SocietyPhysica A Statistical Mechanics and its Applications
- Partner nations
- FranceSwitzerlandUnited States
In The Last Decade
Yannick Malevergne
49 papers receiving 873 citations
Peers
Comparison fields: 5 of 93
- Economics and Econometrics 601
- Finance 430
- Statistical and Nonlinear Physics 156
- Management Science and Operations Research 97
- General Economics, Econometrics and Finance 95
Countries citing papers authored by Yannick Malevergne
This map shows the geographic impact of Yannick Malevergne'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 Yannick Malevergne with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yannick Malevergne more than expected).
Fields of papers citing papers by Yannick Malevergne
This network shows the impact of papers produced by Yannick Malevergne. 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 Yannick Malevergne. The network helps show where Yannick Malevergne may publish in the future.
Co-authorship network of co-authors of Yannick Malevergne
This figure shows the co-authorship network connecting the top 25 collaborators of Yannick Malevergne. A scholar is included among the top collaborators of Yannick Malevergne 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 Yannick Malevergne. Yannick Malevergne is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 0 | |
| 3 | 2 | |
| 4 | 4 | |
| 5 | 2 | |
| 6 | 2 | |
| 7 | Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM | 2 |
| 8 | 119 | |
| 9 | 2 | |
| 10 | Theory of Zipf's Law and Beyond | 118 |
| 11 | 21 | |
| 12 | 0 | |
| 13 | Empirical Distributions of Stock Returns : Between the Stretched Exponential and the Power Law? | 1 |
| 14 | High-Order Moments and Cumulants of Multivariate Weibull Asset Returns Distributions: Analytical Theory and Empirical Tests: II | 4 |
| 15 | Multivariate Weibull Distributions for Asset Returns: I | 12 |
| 16 | 136 | |
| 17 | 37 | |
| 18 | Imitation and contrarian behavior : hyperbolic bubbles, crashes and chaos | 2 |
| 19 | 12 | |
| 20 | 16 |
About Yannick Malevergne
Yannick Malevergne is a scholar working on Finance, Economics and Econometrics and General Decision Sciences, having authored 52 papers that have together received 925 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (27 papers), Financial Risk and Volatility Modeling (23 papers) and Financial Markets and Investment Strategies (15 papers). The work is most often cited by research in Finance (430 citations), Economics and Econometrics (601 citations) and Statistical and Nonlinear Physics (156 citations). Yannick Malevergne has collaborated with scholars based in France, Switzerland and United States. Frequent co-authors include Didier Sornette, В. Ф. Писаренко, Béatrice Rey, А. И. Саичев, Patrice Abry, Alexander I. Saichev, Henri Loubergé, José Da Fonseca, Pedro Santa‐Clara and J.-P. Coulon. Their work appears in journals such as Journal of the American Statistical Association, Journal of the Operational Research Society and Physica A Statistical Mechanics and its Applications.
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.