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Accruals, errors-in-variables, and Tobin’s q
Calmès, Christian; Cormier, Denis; Racicot, François-Éric - In: Atlantic economic journal : AEJ 41 (2013) 2, pp. 193-195
Persistent link: https://www.econbiz.de/10009771219
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The macroeconomic dynamics of a limited-commitment economy : how to use self-enforcing contracts to deal with the dynamics puzzle
Calmès, Christian; Théoret, Raymond - In: Emerging topics in macroeconomics, (pp. 125-154). 2009
Persistent link: https://www.econbiz.de/10008935094
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Self-enforcing labour contracts and macroeconomic dynamics
Calmès, Christian - In: International advances in economic research : IAER ; an … 13 (2007) 2, pp. 200-213
Persistent link: https://www.econbiz.de/10003787808
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Self-enforcing labour contracts and the dynamics puzzle
Calmès, Christian - 2005
Persistent link: https://www.econbiz.de/10002570711
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Financial market imperfection, overinvestment, and speculative precaution
Calmès, Christian - 2004
Persistent link: https://www.econbiz.de/10002175238
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Optimal instrumental variables generators based on improved Hausman regression, with an application to hedge fund returns
Racicot, François-Éric; Théoret, Raymond - In: The journal of wealth management 13 (2010) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10003981786
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Optimally weighting higher-moment instruments to deal with measurement errors in financial return models
Racicot, François-Éric; Théoret, Raymond - In: Applied financial economics 22 (2012) 13/15, pp. 1135-1146
Persistent link: https://www.econbiz.de/10009625402
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On optimal instrumental variables generators, with an application to hedge fund returns
Racicot, François-Éric; Théoret, Raymond - In: International advances in economic research : IAER ; an … 15 (2009) 1, pp. 30-43
Persistent link: https://www.econbiz.de/10003813388
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An essay on stochastic volatility and the yield curve
Théoret, Raymond; Rostan, Pierre; El-Moussadek, Abdeljalil - In: Advances in risk management, (pp. 86-106). 2007
Persistent link: https://www.econbiz.de/10003401591
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Les bandes de Bollinger comme technique de réduction de la variance des prix d'options sur obligations obtenus par la simulation de Monte-Carlo
Théoret, Raymond; Rostan, Pierre - In: L' Actualité économique : revue trimest. 81 (2005) 4, pp. 693-724
Persistent link: https://www.econbiz.de/10003424881