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CAPM with fuzzy returns and hy...
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25
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1
Fuzzy risk adjusted performance measures : application to hedge funds
Kamdem, J. Sadefo
;
Moussa, A. Mbairadjim
;
Terraza, Michel
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 702-712
Persistent link: https://www.econbiz.de/10009683188
Saved in:
2
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
3
Quadratic Pen's parade and the coomputation of the Gini index
Mussard, Stéphane
;
Kamdem, J. Sadefo
;
Guibbaud-Seyte, …
- In:
The review of income and wealth : journal of the …
57
(
2011
)
3
,
pp. 583-587
Persistent link: https://www.econbiz.de/10009384018
Saved in:
4
Short-term cycles in primary commodity prices
Labys, Walter C.
;
Kouassi, Eugène
;
Terraza, Michel
- In:
The developing economies
38
(
2000
)
3
,
pp. 330-342
Persistent link: https://www.econbiz.de/10001530975
Saved in:
5
Metal prices and the business cycle
Labys, Walter C.
;
Achouch, A.
;
Terraza, Michel
- In:
Resources policy
25
(
1999
)
4
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001465117
Saved in:
6
Stochastic chaos or ARCH effects in stock series? : A comparative study
Kyrtsou, Catherine
;
Terraza, Michel
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001745102
Saved in:
7
Forecasts of the seasonal fractional integrated series
Darné, Olivier
;
Guiraud, Vivien
;
Terraza, Michel
- In:
Journal of forecasting
23
(
2004
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001880068
Saved in:
8
Decomposition of Gini and the generalized entropy inequality measures
Mussard, Stéphane
(
contributor
); …
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002490922
Saved in:
9
Noisy chaotic dynamics in commodity markets
Kyrtsou, Catherine
;
Labys, Walter C.
;
Terraza, Michel
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 489-502
Persistent link: https://www.econbiz.de/10002222164
Saved in:
10
SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
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