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Deviation from normality and Sharpe ratio behavior : a brief simulation study
Gatfaoui, Hayette - In: Investment management and financial innovations 7 (2010) 4, pp. 106-118
Persistent link: https://www.econbiz.de/10009910701
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Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
Chauveau, Thierry; Gatfaoui, Hayette - In: Journal of multinational financial management 12 (2002) 4, pp. 305-322
Persistent link: https://www.econbiz.de/10007108650
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Le cycle d'affaires et le risque de défaut
Gatfaoui, Hayette; Radacal, François - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 47-75
Persistent link: https://www.econbiz.de/10009918871
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Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10010062313