French Abstract: Cet article examine l'élaboration de données quantitatives pour le commerce intérieur entre 1945 et les années 1970 en France. L'objectif est de documenter la mise en place d'un système statistique spécifique à ce secteur économique. Par système statistique, on désigne...

The aim of this paper is to study the cross-sectional effects present in the market using a new framework based on graph theory. Within this framework, we represent the evolution of a dynamic portfolio, i.e. a portfolio whose weights vary over time, as a rank-based multivariate model where the...

Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they are known to suffer major drawbacks. Among them, two are intricate: (1) they are relative to a peer's performance and (2) the best score is generally assumed to correspond to a "good"...