Thierry Roncalli

Finance · 2000–2017

A researcher in the Science corpus: 12 papers; trusts 8 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Thierry Roncalli trusts overall

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

  1. Eugene F. Fama
  2. Kenneth R. French
  3. Yves Choueifaty
  4. D. Iverson
  5. Ingrid Daubechies
  6. Robert Tibshirani
  7. William S. Cleveland
  8. Robert Fildes
  9. Stéphane Mallat
  10. Yuhai Wu

Who trusts Thierry Roncalli overall

  1. Paul Embrechts
  2. Valentyn Panchenko
  3. K. Böcker
  4. Nikolai Kolev
  5. E. Rodríguez
  6. Andrew J. Patton
  7. C. Savu
  8. Yves Choueifaty
  9. Xiaodi Bai
  10. Paul Jusselin

Papers from Thierry Roncalli's perspective

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

  1. Regression Shrinkage and Selection via the Lasso
  2. The Cross‐Section of Expected Stock Returns
  3. Size, Value, and Momentum in International Stock Returns
  4. Minimum-Variance Portfolios in the U.S. Equity Market
  5. A training algorithm for optimal margin classifiers
  6. An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
  7. Common risk factors in the returns on stocks and bonds
  8. Toward Maximum Diversification
  9. The properties of equally-weighted risk contributions portfolios
  10. Ten Lectures on Wavelets

Their papers