Raphael Douady

Raphael Douady's AcademicInfluence.com Rankings

Raphael Douady

Mathematics

#3229

World Rank

#4818

Historical Rank

Measure Theory

#5517

World Rank

#6550

Historical Rank

mathematics Degrees

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Mathematics

Why Is Raphael Douady Influential?

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According to Wikipedia, Raphael Douady is a French mathematician and economist. He holds the Robert Frey Endowed Chair for Quantitative Finance at Stony Brook, New York. He is a fellow of the Centre d’Economie de la Sorbonne , Paris 1 Pantheon-Sorbonne University, and academic director of the Laboratory of Excellence on Financial Regulation .

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Raphael Douady's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Mathematical definition, mapping, and detection of (anti)fragility (2012) (104)
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises (2015) (74)
The Precautionary Principle (with Application to the Genetic Modification of Organisms) (2014) (70)
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion (2000) (61)
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION (1999) (31)
Analytical determination of unstable periodic orbits in area preserving maps (1987) (29)
Financial crisis dynamics: attempt to define a market instability indicator (2011) (27)
On the Super-Additivity and Estimation Biases of Quantile Contributions (2014) (20)
A rating-based model for credit derivatives (2002) (20)
The precautionary principle: Fragility and black swans from policy actions (2014) (17)
Lois: credit and liquidity (2013) (16)
Financial Crisis and Contagion: A Dynamical Systems Approach (2011) (14)
Bermudan Option Pricing with Monte-Carlo Methods (2002) (9)
Static Hedging of Barrier Options with a Smile: An Inverse Problem (2002) (9)
Chaos and Bifurcation in 2007-08 Financial Crisis (2009) (9)
Handbook on Systemic Risk: Financial Crisis and Contagion: A Dynamical Systems Approach (2013) (8)
On measuring nonlinear risk with scarce observations (2008) (8)
An Empirical Approach To Financial Crisis Indicators Based On Random Matrices (2015) (7)
Yield Curve Smoothing and Residual Variance of Fixed Income Positions (2001) (7)
On Measuring Hedge Fund Risk (2008) (6)
A comparison of wealth inequality in humans and non-humans (2020) (6)
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses (2017) (6)
Systemic Risk Indicators Based on Nonlinear PolyModel (2018) (5)
The Volatility of Low Rates (2013) (4)
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation (2010) (4)
Optimal Transport Filtering with Particle Reweighing in Finance (2017) (3)
Tempered stable processes with time-varying exponential tails (2020) (3)
The Whys of the LOIS: Credit Skew and Funding Spread Volatility (2014) (3)
The Whys of the LOIS: Credit Risk and Refinancing Rate Volatility (2012) (3)
Regular dependence of invariant curves and Aubry–Mather sets of twist maps of an annulus (1988) (3)
The StressVaR: A New Risk Concept for Superior Fund Allocation (2009) (3)
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses (2017) (2)
On the Biases and Variability in the Estimation of Concentration Using Bracketed Quantile Contributions (2014) (2)
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel (2020) (1)
Managing the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities (2019) (1)
Financial Regulation in the EU (2017) (1)
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices (2018) (1)
Crisis risk prediction with concavity from Polymodel (2021) (1)
The Price of Risk: From Modern Portfolio Theory to Leveraged Portfolio Theory (2012) (0)
Process and the automation device for controlling a step-like industrial manufacturing comprehensive control of randomly concatenated load, application to control of noise and the risk of a var-compensation space (2000) (0)
Process for centralized teletransmission and stochastic simulation of likely scenarios for the probabilistic optimization of industrial systems of remote parameters (2000) (0)
LIBOR Inside Out: Transition and Challenges (2019) (0)
Financial regulation and systemic risk (2015) (0)
The Madoff Case : FoFiX Bias Ratio The Madoff Case : Quantitative Beats Qualitative ! (2009) (0)
Sabr Type Stochastic Volatility Operator in Hilbert Space (2020) (0)
'Time Suspended' A Self-Organizing Solution to Ensure the Economic Recovery (2020) (0)
Artificial Intelligence for Financial Markets (2022) (0)
The Whys of the LOIS: Credit Skew and Funding Rates Volatility (2013) (0)
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities (2019) (0)
Extreme Risk, Excess Return and Leverage: The LP Formula (2014) (0)
Simulation of an evolutionary aggregate the real world, including risk management (2009) (0)
Hamiltonian Flow Simulation of Rare Events (2017) (0)
Has the Market Started to Collapse or Will It Resist? (2022) (0)
PROCESS AUTOMATION AND CONTROL OF INDUSTRIAL PRODUCTION STAGE WITH CONTROL OF STRESS CONTINUOUS RANDOM NOISE CONTROL APPLICATION AND RISK VaR OF CLEARING (1999) (0)
A Non-Cyclical Capital Adequacy Rule and the Aversion of Systemic Risk (2009) (0)
Capital Adequacy, Pro-cyclicality and Systemic Risk (2015) (0)
FOFiX: Navigating the Perfect Storm (2010) (0)
Response to review by Trevor Charles re : Precautionary Principle (2014) (0)

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