Thierry Roncalli

103 papers and 2.1k indexed citations i.

About

Thierry Roncalli is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Thierry Roncalli has authored 103 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 80 papers in Finance, 39 papers in Economics and Econometrics and 28 papers in Management Science and Operations Research. Recurrent topics in Thierry Roncalli’s work include Financial Markets and Investment Strategies (38 papers), Stochastic processes and financial applications (28 papers) and Financial Risk and Volatility Modeling (22 papers). Thierry Roncalli is often cited by papers focused on Financial Markets and Investment Strategies (38 papers), Stochastic processes and financial applications (28 papers) and Financial Risk and Volatility Modeling (22 papers). Thierry Roncalli collaborates with scholars based in France, Ireland and United States. Thierry Roncalli's co-authors include Jérôme Teïletche, Ashkan Nikeghbali, Valdo Durrleman, Antoine Frachot, Gaël Riboulet, Éric Bouyé, Jiali Xu, Arnaud Costinot, Thomas Bourgeron and Serge Darolles and has published in prestigious journals such as The Journal of Portfolio Management, Quantitative Finance and The Journal of Computational Finance.

In The Last Decade

Co-authorship network of co-authors of Thierry Roncalli i

Fields of papers citing papers by Thierry Roncalli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

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).

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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2025