| Robustness and sensitivity analysis of risk measurement procedures R Cont, R Deguest, G Scandolo Quantitative finance 10 (6), 593-606, 2010 | 464 | 2010 |
| Loss-based risk measures R Cont, R Deguest, XD He Statistics & Risk Modeling 30 (2), 133-167, 2013 | 55 | 2013 |
| Risk parity and beyond-from asset allocation to risk allocation decisions R Deguest, L Martellini, A Meucci SSRN, 2013 | 53 | 2013 |
| Risk budgeting and diversification based on optimized uncorrelated factors A Meucci, A Santangelo, R Deguest Available at SSRN 2276632, 2015 | 44 | 2015 |
| Measuring portfolio diversification based on optimized uncorrelated factors A Meucci, A Santangelo, R Deguest Available at SSRN, 2014 | 37 | 2014 |
| Default intensities implied by CDO spreads: inversion formula and model calibration R Cont, R Deguest, YH Kan SIAM Journal on Financial Mathematics 1 (1), 555-585, 2010 | 30 | 2010 |
| Equity correlations implied by index options: estimation and model uncertainty analysis R Cont, R Deguest Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 25 | 2013 |
| Particle filter-based policy gradient in POMDPs PA Coquelin, R Deguest, R Munos Advances in Neural Information Processing Systems 21, 2008 | 22 | 2008 |
| Introducing a comprehensive risk allocation framework for goals-based wealth management R Deguest, L Martellini, V Milhau, A Suri, H Wang EDHEC-Risk Institute Publication, 2015 | 18 | 2015 |
| Improved risk reporting with factor-based diversification measures T Carli, R Deguest, L Martellini EDHEC-Risk Institute Publications, 2014 | 16 | 2014 |
| Sensitivity analysis in HMMs with application to likelihood maximization PA Coquelin, R Deguest, R Munos Advances in Neural Information Processing Systems 22, 2009 | 12 | 2009 |
| Risk allocation, factor investing and smart beta: Reconciling innovations in equity portfolio construction N Amenc, R Deguest, F Goltz, A Lodh, L Martellini, E Shirbini EDHEC‐Risk Institute, Nice, France, 2014 | 11 | 2014 |
| Hedging versus insurance: Long-horizon investing with short-term constraints R Deguest, L Martellini, V Milhau Bankers, Markets and Investors 33, 47, 2014 | 11 | 2014 |
| Bond portfolio optimization in the presence of duration constraints R Deguest, F Fabozzi, L Martellini, V Milhau The Journal of Fixed Income 28 (1), 6-26, 2018 | 8 | 2018 |
| Dynamic liability-driven investing strategies: The emergence of a new investment paradigm for pension funds? a survey of the ldi practices for pension funds S Badaoui, R Deguest, L Martellini, V Milhau EDHEC-Risk Institute Publication, 2014 | 8 | 2014 |
| Perturbation analysis for parameter estimation in continuous space HMMs A Coquelin, R Deguest, R Munos Submitted to IEEE Transactions on Signal Processing, 2008 | 6 | 2008 |
| Numerical methods for sensitivity analysis of Feynman-Kac models PA Coquelin, R Deguest, R Munos | 6 | 2007 |
| A reinterpretation of the optimal demand for risky assets in fund separation theorems R Deguest, L Martellini, V Milhau Management Science 64 (9), 4333-4347, 2018 | 5 | 2018 |
| Goal-based Investing: Theory and Practice R Deguest, L Martellini, V Milhau | 4 | 2021 |
| Predictive regressions: A machine learning perspective G Coqueret, R Deguest Available at SSRN 3709412, 2020 | 3 | 2020 |
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفورد Օքսֆորդ在 math.cnrs.fr 的电子邮件经过验证
