Samuel Drapeau

436 citations
29 papers · 203 · h-index 8

Impact in

Papers in

    • Stochastic processes and financial applications 8
    • Financial Markets and Investment Strategies 6
    • Financial Risk and Volatility Modeling 6
    • Economic theories and models 7
    • Complex Systems and Time Series Analysis 3

Samuel Drapeau

25 papers receiving 191 citations

Peers

Samuel Drapeau
Comparison fields: 5 of 36
  • General Decision Sciences 41
  • Management Science and Operations Research 141
  • Finance 93
  • Economics and Econometrics 84
  • Statistics and Probability 23
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Gregor Svindland Germany
Beatrice Acciaio Switzerland
Kai Detlefsen Germany
Irina Penner Germany
Sara Biagini Italy
Jocelyne Bion–Nadal France
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Citations per field
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Citations per year

Countries citing papers authored by Samuel Drapeau

Since Specialization
Citations

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

Fields of papers citing papers by Samuel Drapeau

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 17 scholars most cited alongside Samuel Drapeau, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Samuel Drapeau Line = papers co-authored together Samuel Drapeau links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 29 papers — load more, or switch the sort, to bring in the rest.

#Work
1 201262
2 201036
3 202115
4 201515
5 20159
6 20118
7 20208
8 20228
9 20166
10 20105
11 20134
12 20204
13 20114
14
Multivariate Shortfall Risk Allocation
20153
15 20153
16 20222
17 20182
18 20241
19 20211
20 20191

About Samuel Drapeau

Samuel Drapeau is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Decision Sciences and General Economics, Econometrics and Finance, having authored 29 papers that have together received 203 indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (12 papers), Stochastic processes and financial applications (8 papers), Economic theories and models (7 papers), Financial Markets and Investment Strategies (6 papers), Decision-Making and Behavioral Economics (6 papers), Financial Risk and Volatility Modeling (6 papers), Monetary Policy and Economic Impact (5 papers) and Complex Systems and Time Series Analysis (3 papers). The work is most often cited by research in General Decision Sciences (41 citations), Management Science and Operations Research (141 citations), Finance (93 citations), Economics and Econometrics (84 citations) and Statistics and Probability (23 citations). Samuel Drapeau has collaborated with scholars based in China, Germany and Austria. Frequent co-authors include Michael Kupper, Freddy Delbaen, Jan Obłój, Tao Xuan, Tao Wang, Emanuela Rosazza Gianin, Tomasz R. Bielecki, Igor Cialenco, Stéphane Crépey and Yunbo Zhang. Their work appears in journals such as Quantitative Finance, Economics and Politics, Set-Valued and Variational Analysis, Journal of Mathematical Analysis and Applications and Insurance Mathematics and Economics.

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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