Romain Deguest

Economics and Econometrics · 2010–2015

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it; #21,245 of 23,481 by trust here, #16,151 by citations
• Finance — 8 citations into it; #9,633 of 10,518 by trust here, #6,419 by citations
• Management Science and Operations Research — 8 citations into it; #11,024 of 11,946 by trust here, #6,563 by citations

Whom Romain Deguest trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Kusuoka
2. Dirk Tasche
3. Marco Frittelli

Who trusts Romain Deguest overall

1. J. Ziegel
2. Paul Embrechts

Papers from Romain Deguest's perspective

Ordered by how strongly the researchers Romain Deguest trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. On law invariant coherent risk measures
3. Conditional Value-at-Risk for General Loss Distributions
4. Expected shortfall and beyond
5. Putting order in risk measures
6. Robust statistics: the approach based on influence functions
7. Subadditivity Re–Examined: the Case for Value-at-Risk
8. Coherent Risk Measures on General Probability Spaces
9. Risk contributions and performance measurement
10. On the Existence of Minimax Martingale Measures

Their papers

• Robustness and sensitivity analysis of risk measurement procedures (2010) — 397 citations
• Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors (2015) — 49 citations