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Sofiane Aboura

  • PhD, HDR, Agrégation, Professor of Finance
  • Full Professor
  • Université Paris XIII Sorbonne Paris Cité
  • 14h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 628CitationsNumber of citations received by Sofiane's publications. Updated daily.

Research interests

Quantitative FinanceAsset PricingPortfolio ManagementRisk ManagementMacro-Finance

Co-authors (75)

  • Peter Deeney

Publications (5)

  • A new weighting-scheme for equity indexes

    • Aboura Sofiane C
    N/AReaders
    N/ACitations
  • Does aggregate uncertainty explain size and value anomalies?

    • Aboura S
    • Arisoy Y
    N/AReaders
    N/ACitations
  • Financial stress and economic dynamics: An application to France

    • Aboura S
    • Van Roye B
    N/AReaders
    N/ACitations
  • Option pricing with a dynamic fat-tailed model

    • Aboura S
    • Valeyre S
    • Wagner N
    N/AReaders
    1Citations
    Get full text
  • The reactive volatility model

    • Valeyre S
    • Grebenkov D
    • Aboura S
    • et al.
    N/AReaders
    1Citations
    Get full text

Professional experience

Full Professor

Université Paris XIII Sorbonne Paris Cité

September 2015 - Present