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Analyse théorique
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962620
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"Flexible least squares betas: the French market case"
Chauveau, Thierry; Maillet, Bertrand - 1998
Persistent link: https://www.econbiz.de/10000989212
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The three-moment CAPM : theoretical foundations and an asset pricing model comparison in a unified framework
Jurczenko, Emmanuel; Maillet, Bertrand - In: Developments in forecast combination and portfolio choice, (pp. 239-273). 2001
Persistent link: https://www.econbiz.de/10001719159
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Revisited multi-moment approximate option pricing models : a general comparison
Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan - 2002
Persistent link: https://www.econbiz.de/10001722885
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Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)
Maillet, Bertrand; Olteanu, Madalina; Rynkiewicz, Joseph - In: Revue d'économie politique 114 (2004) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10002233745
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Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel; Maillet, Bertrand - In: Multi-moment asset allocation and pricing models, (pp. 1-36). 2006
Persistent link: https://www.econbiz.de/10003477390
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Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Jurczenko, Emmanuel; Maillet, Bertrand; Merlin, Paul - In: Multi-moment asset allocation and pricing models, (pp. 51-66). 2006
Persistent link: https://www.econbiz.de/10003477397
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The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel; Maillet, Bertrand - In: Multi-moment asset allocation and pricing models, (pp. 113-163). 2006
Persistent link: https://www.econbiz.de/10003477404
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An economic evaluation of model risk in long-term asset allocations
Boucher, Christophe; Jannin, Gregory; Koutontchou, Patrick - In: Review of international economics 21 (2013) 3, pp. 475-491
Persistent link: https://www.econbiz.de/10010211850
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Learning by failing : a simple VaR buffer
Boucher, Christophe; Maillet, Bertrand - In: Financial markets, institutions & instruments 22 (2013) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10009759182