Concepedia

Romain Deguest

RD

Statistics

Publications

9

Citations

669

H-Index

9

Active since

2008

Affiliations

Columbia University(Current)

Institut d'Economie Scientifique Et de Gestion

Laboratoire de Probabilités et Modèles Aléatoires

Ecole des Hautes Etudes Commerciales du Nord

Sorbonne Université

Romain Deguest is an author at Columbia University specializing in finance, business, and portfolio management.

ORCID

Publications per year

2008–2015

9

Publications

9

Robustness and sensitivity analysis of risk measurement procedures

Rama Cont, Romain Deguest, Giacomo Scandolo · Quantitative Finance · 2010 · 403 citations · Full text

, , +17

Robustness and Sensitivity Analysis of Risk Measurement Procedures

Rama Cont, Romain Deguest, Giacomo Scandolo · SSRN Electronic Journal · 2008 · 106 citations · Full text

, , +17

Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors

Attilio Meucci, Alberto Santangelo, Romain Deguest · SSRN Electronic Journal · 2013 · 46 citations · Full text

, , +16

Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions

Romain Deguest, Lionel Martellini, Attilio Meucci · SSRN Electronic Journal · 2013 · 37 citations · Full text

, , +17

EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS

Rama Cont, Romain Deguest · Mathematical Finance · 2012 · 23 citations

, , +17

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