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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
Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l’énergie
Nsouadi, Ange
;
Kamdem, Jules Sadefo
;
Terraza, Michel
-
2015
Persistent link: https://www.econbiz.de/10011300803
Saved in:
5
Produits de qualité et dynamiques locales : le cas de la viticulture corse
Mosconi, Olivier
;
Pierre, Emmanuel
;
Terraza, Michel
- In:
Revue d'économie régionale & urbaine : RERU
(
2000
)
3
,
pp. 571-588
Persistent link: https://www.econbiz.de/10001519279
Saved in:
6
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:
7
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:
8
Modélisation par le filtre de Kalman de la chronique mensuelle du prix du gas-oil en France de 1960 à 1992
Kouassi, Eugène
- In:
Journal de la Société de Statistique de Paris
135
(
1994
)
4
,
pp. 25-46
Persistent link: https://www.econbiz.de/10001182922
Saved in:
9
Analyse interrégionale des distributions des salaires français
Dagum, Camilo
- In:
Economie appliquée : archives de l'Institut de …
48
(
1995
)
3
,
pp. 103-133
Persistent link: https://www.econbiz.de/10001189682
Saved in:
10
Modélisation de l'hétéroscédasticité conditionnelle du prix spot du marché pétrolier de l'OCDE
Terraza, Michel
- In:
Journal de la Société de Statistique de Paris
134
(
1993
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10001151702
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