Raphaël Douady
Impact in
- Finance top 5%
- Banking stability, regulation, efficiency
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
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- Quantum chaos and dynamical systems
Papers in
- Finance 21
- Financial Risk and Volatility Modeling 8
- Stochastic processes and financial applications 6
- Financial Markets and Investment Strategies 6
- Banking stability, regulation, efficiency 3
- Capital Investment and Risk Analysis 3
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- Complex Systems and Time Series Analysis 12
- Market Dynamics and Volatility 8
- Co-authors
- Nassim Nicolas Taleb (2 shared papers)Kostas D. Andriosopoulos (1 shared paper)Hafiz Al Asad Bin Hoque (1 shared paper)Dimitris Andriosopoulos (1 shared paper)Marc Yor (2 shared papers)Albert Nikolaevich Shiryaev (2 shared papers)Alfredo M. Ozorio de Almeida (1 shared paper)Gordon Ritter (1 shared paper)
- Journals
- International Journal of Theoretical and Applied Finance (2 papers)The Journal of Portfolio Management (1 paper)Ergodic Theory and Dynamical Systems (1 paper)Journal of Banking & Finance (1 paper)Finance and Stochastics (1 paper)
- Partner nations
- FranceUnited StatesRussia
In The Last Decade
Raphaël Douady
33 papers receiving 378 citations
Peers
Comparison fields: 5 of 94
- Finance 177
- Statistical and Nonlinear Physics 77
- Accounting 60
- Management Science and Operations Research 64
- Economics and Econometrics 114
Countries citing papers authored by Raphaël Douady
This map shows the geographic impact of Raphaël Douady'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 Raphaël Douady with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Raphaël Douady more than expected).
Fields of papers citing papers by Raphaël Douady
This network shows the impact of papers produced by Raphaël Douady. 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 Raphaël Douady. The network helps show where Raphaël Douady may publish in the future.
Co-authors
The 22 scholars most cited alongside Raphaël Douady, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 35 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2013 | 110 | |
| 2 | 2014 | 75 | |
| 3 | 1988 | 39 | |
| 4 | 2000 | 39 | |
| 5 | 1987 | 27 | |
| 6 | 1999 | 15 | |
| 7 | A rating-based model for credit derivatives | 2002 | 13 |
| 8 | The precautionary principle: Fragility and black swans from policy actions | 2014 | 12 |
| 9 | 2019 | 8 | |
| 10 | 2018 | 6 | |
| 11 | 2013 | 6 | |
| 12 | 2009 | 6 | |
| 13 | 2018 | 5 | |
| 14 | 2017 | 5 | |
| 15 | Lois: credit and liquidity | 2013 | 5 |
| 16 | 2002 | 5 | |
| 17 | 2002 | 4 | |
| 18 | 2021 | 4 | |
| 19 | 1988 | 3 | |
| 20 | 2022 | 2 |
About Raphaël Douady
Raphaël Douady is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Geometry and Topology and Statistical and Nonlinear Physics, having authored 35 papers that have together received 408 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (12 papers), Market Dynamics and Volatility (8 papers), Financial Risk and Volatility Modeling (8 papers), Stochastic processes and financial applications (6 papers), Stock Market Forecasting Methods (6 papers), Financial Markets and Investment Strategies (6 papers), Banking stability, regulation, efficiency (3 papers) and Capital Investment and Risk Analysis (3 papers). The work is most often cited by research in Finance (177 citations), Statistical and Nonlinear Physics (77 citations), Accounting (60 citations), Management Science and Operations Research (64 citations) and Economics and Econometrics (114 citations). Raphaël Douady has collaborated with scholars based in France, United States and Russia. Frequent co-authors include Nassim Nicolas Taleb, Kostas D. Andriosopoulos, Hafiz Al Asad Bin Hoque, Dimitris Andriosopoulos, Marc Yor, Albert Nikolaevich Shiryaev, Alfredo M. Ozorio de Almeida, Gordon Ritter, Dianna K. Padilla and Stéphane Crépey. Their work appears in journals such as International Journal of Theoretical and Applied Finance, The Journal of Portfolio Management, Ergodic Theory and Dynamical Systems, Journal of Banking & Finance and Finance and Stochastics.
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.