Concepedia

Thierry Roncalli

TR

Statistics

Publications

53

Citations

3K

H-Index

25

Active since

1998

Affiliations

Université d'Évry Val-d'Essonne(Current)

Institut Pasteur

Centre for Research in Engineering Surface Technology

Centre de Recherche en Économie et Statistique

École Polytechnique

Thierry Roncalli is an author at Université d'Évry Val-d'Essonne specializing in business, financial economics, and finance.

Publications per year

1998–2023

53

Publications

53

The Properties of Equally Weighted Risk Contribution Portfolios

Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche · The Journal of Portfolio Management · 2010 · 731 citations

Business, Economics, Finance +16

Copulas for Finance - A Reading Guide and Some Applications

Éric Bouyé, Valdo Durrleman, Ashkan Nikeghbali et al. · SSRN Electronic Journal · 2000 · 436 citations · Full text

Business, Finance, Financial Economics +15

Loss Distribution Approach for Operational Risk

Antoine Frachot, Pierre Georges, Thierry Roncalli · SSRN Electronic Journal · 2001 · 177 citations · Full text

Management, Economics, Finance +17

On the Properties of Equally-Weighted Risk Contributions Portfolios

Sébastien Maillard, Thierry Roncalli, Jérôme Teïletche · SSRN Electronic Journal · 2008 · 150 citations · Full text

Business, Finance, Risk Management +12

Which Copula is the Right One?

Valdo Durrleman, Ashkan Nikeghbali, Thierry Roncalli · SSRN Electronic Journal · 2000 · 146 citations · Full text

Business, Economics, Finance +11

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