What is she best known for?
The fields of study she is best known for:
- Finance
- Econometrics
- Financial economics
The scientist’s investigation covers issues in Econometrics, Jump, Mathematical economics, Volatility and Valuation of options.
Econometrics and Mathematical finance are frequently intertwined in her study.
Her Mathematical economics study combines topics from a wide range of disciplines, such as Complete market and Asian option.
Her Volatility study introduces a deeper knowledge of Financial economics.
Her work on Portfolio as part of general Financial economics study is frequently linked to Normality, therefore connecting diverse disciplines of science.
The study incorporates disciplines such as Margrabe's formula and Asset in addition to Valuation of options.
Her most cited work include:
- The fine structure of asset returns: an empirical investigation (1382 citations)
- Stochastic Volatility for Lévy Processes (695 citations)
- Changes of numéraire, changes of probability measure and option pricing (544 citations)
What are the main themes of her work throughout her whole career to date?
Her primary areas of investigation include Financial economics, Econometrics, Futures contract, Actuarial science and Spot contract.
Her work carried out in the field of Econometrics brings together such families of science as Mathematical finance and Portfolio.
As part of the same scientific family, Hélyette Geman usually focuses on Futures contract, concentrating on Forward curve and intersecting with Forward price.
Her Actuarial science research incorporates elements of Value at risk, Risk management, Valuation and Valuation of options.
Within one scientific family, she focuses on topics pertaining to Commodity under Spot contract, and may sometimes address concerns connected to Microeconomics.
Her Stochastic volatility research is multidisciplinary, relying on both Martingale and Applied mathematics.
She most often published in these fields:
- Financial economics (36.09%)
- Econometrics (33.14%)
- Futures contract (26.63%)
What were the highlights of her more recent work (between 2013-2020)?
- Financial economics (36.09%)
- Futures contract (26.63%)
- Econometrics (33.14%)
In recent papers she was focusing on the following fields of study:
Her primary areas of investigation include Financial economics, Futures contract, Econometrics, Commerce and Spot contract.
The Financial economics study combines topics in areas such as Index and Cointegration.
Her research in Futures contract intersects with topics in Forward curve and Industrial organization.
Her Industrial organization study combines topics in areas such as Valuation, Valuation of options and Liquefied natural gas.
Her Econometrics research includes elements of Value at risk and Portfolio.
Her studies in Volatility integrate themes in fields like Price forecast and Three factor model.
Between 2013 and 2020, her most popular works were:
- Intraday pairs trading strategies on high frequency data: the case of oil companies (24 citations)
- Tail Risk Constraints and Maximum Entropy (11 citations)
- Agricultural Finance: From Crops to Land, Water and Infrastructure (10 citations)
In her most recent research, the most cited papers focused on:
- Finance
- Financial economics
- Econometrics
Her primary scientific interests are in Futures contract, Financial economics, Econometrics, Consumption and Economy.
Her work in the fields of Futures contract, such as Convenience yield, intersects with other areas such as Warehouse.
Her work on Spot contract and Trading strategy as part of general Financial economics study is frequently linked to Pairs trade, bridging the gap between disciplines.
Her Spot contract study incorporates themes from Volatility and Three factor model.
Her Econometrics research incorporates themes from Downside risk and Portfolio.
Her Portfolio research integrates issues from Value at risk, Risk management and Actuarial science.
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