Follow
Raphael Douady
Raphael Douady
University Paris 1 Sorbonne
Verified email at univ-paris1.fr - Homepage
Title
Cited by
Cited by
Year
Mathematical definition, mapping, and detection of (anti) fragility
NN Taleb, R Douady
Quantitative Finance 13 (11), 1677-1689, 2013
2002013
Une démonstration directe de l'équivalence des théorèmes de tores invariants pour difféomorphismes et champs de vecteurs
R Douady
1921982
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
H Hoque, D Andriosopoulos, K Andriosopoulos, R Douady
Journal of banking & finance 50, 455-474, 2015
1362015
The precautionary principle (with application to the genetic modification of organisms)
NN Taleb, R Read, R Douady, J Norman, Y Bar-Yam
arXiv preprint arXiv:1410.5787, 2014
1122014
Stabilité ou instabilité des points fixes elliptiques
R Douady
Annales scientifiques de l'Ecole normale supérieure 21 (1), 1-46, 1988
1121988
On probability characteristics of" downfalls" in a standard Brownian motion
R Douady, AN Shiryaev, M Yor
Theory of Probability & Its Applications 44 (1), 29-38, 2000
822000
Financial returns of public ESOP companies: Investor effects vs. manager effects
MA Conte, J Blasi, D Kruse, R Jampani
Financial Analysts Journal 52 (4), 51-61, 1996
791996
Financial crisis dynamics: attempt to define a market instability indicator
Y Choi, R Douady
Quantitative Finance 12 (9), 1351-1365, 2012
462012
Analytical determination of unstable periodic orbits in area preserving maps
GLDS Ritter, AMO De Almeida, R Douady
Physica D: Nonlinear Phenomena 29 (1-2), 181-190, 1987
421987
On the super-additivity and estimation biases of quantile contributions
NN Taleb, R Douady
Physica A: Statistical Mechanics and its Applications 429, 252-260, 2015
382015
Closed form formulas for exotic options and their lifetime distribution
R Douady
International Journal of Theoretical and Applied Finance 2 (01), 17-42, 1999
381999
Exemple de point fixe elliptique non topologiquement stable en dimension 4
R Douady, P Le Calvez
Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique …, 1983
381983
A map and simple heuristic to detect fragility, antifragility, and model error
NN Taleb, R Douady
NYU-Poly working paper, SSRN, 2011
362011
Financial crisis and contagion: A dynamical systems approach
Y Choi, R Douady
Handbook on systemic risk, 453-479, 2013
312013
Financial crisis and contagion: A dynamical systems approach
Y Choi, R Douady
Handbook on systemic risk, 453-479, 2013
312013
A rating-based model for credit derivatives
R Douady, M Jeanblanc
European Investment Review 1, 17-29, 2002
312002
The precautionary principle: fragility and black swans from policy actions
NN Taleb, Y Bar-Yam, R Douady, J Norman, R Read
NYU Extreme Risk Initiative Working Paper, 1-24, 2014
232014
Oops!
SQ Links
23*
Method and automatic control for regulating a multiple-stage industrial production controlling random chained stress, application to noise and value at risk control of a …
JM Billiotte, I Adlerberg, R Douady, I Kovalenko, P Durand, JF Casanova, ...
US Patent 7,644,005, 2010
20*2010
Centralised stochastic simulation method
JM Billiotte, I Alderberg, R Douady, O Le Marois, P Durand, F Basset
US Patent 7,542,881, 2009
202009
The system can't perform the operation now. Try again later.
Articles 1–20