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Roncalli, Thierry


 SSRN Author Rank: 259 by Downloads
 

Lyxor Asset Management


 Paris
 France
 email address

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. Roncalli, Thierry's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
36,380
Total
Citations
251
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Maillard, Sébastien
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Teiletche, Jerome
Unigestion
Posted:
23 Sep 08
Last Revised:
05 Jun 09
4,961
(754)
37

2.  
Bouyé, Eric
World Bank
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
03 Apr 09
3,758
(1,212)
43

3.  
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Georges, Pierre
Credit Lyonnais Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
2,432
(2,694)
16

4.  
Clauss, Pierre
Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Roncalli, Thierry
Lyxor Asset Management
Weisang, Guillaume
Clark University - Graduate School of Management
Posted:
18 Mar 09
Last Revised:
08 Apr 09
1,919
(4,018)
9

5.  
Roncalli, Thierry
Lyxor Asset Management
Weisang, Guillaume
Clark University - Graduate School of Management
Posted:
03 Oct 12
Last Revised:
06 Oct 12
1,661
(5,172)
5

6.  
Bruder, Benjamin
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
23 Feb 12
Last Revised:
10 Apr 12
1,574
(5,726)
9

7.  
Roncalli, Thierry
Lyxor Asset Management
Weisang, Guillaume
Clark University - Graduate School of Management
Posted:
12 Jan 09
Last Revised:
20 Apr 09
1,519
(6,058)
4

8.  
Roncalli, Thierry
Lyxor Asset Management
Teiletche, Jerome
Unigestion
Posted:
30 Nov 07
1,255
(8,341)
9

9.  
Cazalet, Zélia
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
16 Nov 14
Last Revised:
28 Nov 14
1,065
(10,901)
 

10.  
Introduction to Risk Parity and Budgeting | Show Abstract | Download This Paper |
Roncalli T. (2013), Introduction to Risk Parity and Budgeting, Chapman & Hall/CRC Financial Mathematics Series
Number of Pages in PDF File: 151
Roncalli, Thierry
Lyxor Asset Management
Posted:
02 Jun 13
Last Revised:
30 Nov 13
1,031
(11,520)
4

11.  
Bruder, Benjamin
Lyxor Asset Management
Dao, Tung-Lam
Capital Fund Management
Richard, Jean-Charles
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
07 Jul 13
916
(13,780)
 

12.  
Financial Applications of Copula Functions | Show Abstract | Download This Paper |
RISK MEASURES FOR THE 21ST CENTURY, Par Giorgio Szego, ed., John Wiley & Sons, 2004
Number of Pages in PDF File: 26
Jouanin, Jean-Frédéric
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
886
(14,468)
 

13.  
Hassine, Marlène
Lyxor Asset Management, ETF Strategy
Roncalli, Thierry
Lyxor Asset Management
Posted:
07 Feb 13
Last Revised:
18 Feb 13
883
(14,524)
 

14.  
Roncalli, Thierry
Lyxor Asset Management
Posted:
06 Sep 13
Last Revised:
14 Jun 14
854
(15,344)
 

15.  
Bouyé, Eric
World Bank
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
767
(17,941)
5

16.  
Cazalet, Zélia
Lyxor Asset Management
Grison, Pierre
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
17 Jul 13
Last Revised:
30 Nov 13
749
(18,606)
 

17.  
Loss Distribution Approach in Practice | Show Abstract | Download This Paper |
The Basel Handbook: A Guide for Financial Practitioners, edited by Micheal Ong, Risk Books, 2004.
Number of Pages in PDF File: 18
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Moudoulaud, Olivier
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
679
(21,416)
13

18.  
Bruder, Benjamin
Lyxor Asset Management
Hereil, Pierre
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
09 Nov 11
Last Revised:
23 Feb 12
595
(25,747)
 

19.  
The Correlation Problem in Operational Risk | Show Abstract | Download This Paper |
OperationalRisk — Risk's Newsletter, 2004
Number of Pages in PDF File: 13
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Roncalli, Thierry
Lyxor Asset Management
Salomon, Eric
affiliation not provided to SSRN
Posted:
26 Nov 07
588
(26,192)
9

20.  
Roncalli, Thierry
Lyxor Asset Management
Baud, Nicolas
affiliation not provided to SSRN
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Igigabel, Philippe
affiliation not provided to SSRN
Martineau, Pierre
affiliation not provided to SSRN
Posted:
21 Apr 08
Last Revised:
01 Apr 09
522
(30,780)
 

21.  
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
513
(31,570)
12

22.  
Griveau-Billion, Théophile
Lyxor Asset Management
Richard, Jean-Charles
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
15 Sep 13
Last Revised:
01 Oct 13
481
(34,306)
1

23.  
Baud, Nicolas
affiliation not provided to SSRN
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
467
(35,524)
 

24.  
Georges, Pierre
Credit Lyonnais Asset Management
Lamy, Arnaud-Guilhem
affiliation not provided to SSRN
Nicolas, Emeric
affiliation not provided to SSRN
Quibel, Guillaume
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
424
(40,163)
3

25.  
Kurpiel, Adam
LARE-efi
Roncalli, Thierry
Lyxor Asset Management
Posted:
23 Nov 07
Last Revised:
03 Apr 09
418
(40,889)
 

26.  
Bruder, Benjamin
Lyxor Asset Management
Darolles, Serge
Université Paris Dauphine - DRM-CEREG
Koudiraty, Abdul K.
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
10 Apr 11
391
(44,424)
1

27.  
Costinot, Arnaud
University of California, San Diego (UCSD) - Department of Economics
Roncalli, Thierry
Lyxor Asset Management
Teiletche, Jerome
Unigestion
Posted:
26 Nov 07
Last Revised:
03 Apr 09
376
(46,547)
8

28.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
06 Apr 09
354
(50,241)
20

29.  
Eychenne, Karl
Lyxor Asset Management
Martinetti, Stéphane
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
29 Jun 13
350
(50,807)
4

30.  
Demey, Paul
Lyxor Asset Management
Maillard, Sébastien
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
01 Apr 10
Last Revised:
29 Jan 11
346
(51,689)
6

31.  
Roncalli, Thierry
Lyxor Asset Management
Posted:
20 Feb 11
318
(56,999)
2

32.  
Louis, Rodolphe
ENSAE
Roncalli, Thierry
Lyxor Asset Management
Posted:
23 May 12
313
(58,013)
 

33.  
Maximum Likelihood Estimate of Default Correlations | Show Abstract | Download This Paper |
Risk Magazine, November 2004.
Number of Pages in PDF File: 5
Demey, Paul
Lyxor Asset Management
Jouanin, Jean-Frédéric
affiliation not provided to SSRN
Roget, Céline
Credit Lyonnais Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
27 Nov 07
313
(58,013)
5

34.  
Duret, Anne-Sophie
affiliation not provided to SSRN
Hereil, Pierre
affiliation not provided to SSRN
Mitaine, Philippe
affiliation not provided to SSRN
Moussavi, Nicolas
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
18 Apr 08
310
(58,665)
2

35.  
How to Avoid Over-Estimating Capital Charge for Operational Risk? | Show Abstract | Download This Paper |
OperationalRisk - Risk's Newsletter, February 2003
Number of Pages in PDF File: 10
Baud, Nicolas
affiliation not provided to SSRN
Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Roncalli, Thierry
Lyxor Asset Management
Posted:
27 Nov 07
275
(67,153)
6

36.  
Jouanin, Jean-Frédéric
affiliation not provided to SSRN
Rapuch, Grégory
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
245
(75,966)
3

37.  
Coutant, Sophie
Banque de France
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Rapuch, Grégory
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
231
(80,869)
 

38.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
06 Apr 09
221
(84,641)
3

39.  
Bruder, Benjamin
Lyxor Asset Management
Culerier, Leo
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
07 Jul 13
211
(89,150)
 

40.  
Hereil, Pierre
affiliation not provided to SSRN
Mitaine, Philippe
affiliation not provided to SSRN
Moussavi, Nicolas
Lyxor Asset Management
Roncalli, Thierry
Lyxor Asset Management
Posted:
28 Jan 11
208
(90,006)
3

41.  
Bodeau, Jérôme
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
23 Nov 07
Last Revised:
28 Oct 09
188
(99,239)
 

42.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
03 Apr 09
178
(105,050)
4

43.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
03 Apr 09
156
(117,706)
1

44.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Kurpiel, Adam
LARE-efi
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
22 Nov 07
Last Revised:
01 Apr 09
142
(127,595)
 

45.  
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
03 Apr 09
112
(153,801)
4

46.  
Roncalli, Thierry
Lyxor Asset Management
Zheng, Ban
Lyxor Asset Management
Posted:
05 Mar 14
Last Revised:
06 Mar 14
97
(170,299)
 

47.  
Jouanin, Jean-Frédéric
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
80
(192,575)
 

48.  
Roncalli, Thierry
Lyxor Asset Management
Posted:
22 Nov 07
48
(250,902)
 

49.  
Rapuch, Grégory
affiliation not provided to SSRN
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
 

50.  
Hopscotch Methods for Two State Financial Models | Show Abstract |
Journal of Computational Finance, Vol. 2/3, 2000
Kurpiel, Adam
LARE-efi
Roncalli, Thierry
Lyxor Asset Management
Posted:
21 Nov 07
 


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