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Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
Hambuckers, Julien, (2023)
Bayesian inference for hedge funds with stable, distribution of returns
Güner, Biliana, (2010)
Hedge fund return higher moments over the business cycle
Racicot, François-Éric, (2019)
Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates
Prigent, Jean-Luc, (1999)
Weak convergence of financial markets
Prigent, Jean-Luc, (2003)
Portfolio optimization and performance analysis
Prigent, Jean-Luc, (2007)