Brière, Burgues, and Signori examine the advantages of incorporating strategic exposure to equity volatility into the investment opportunity set of a long-term equity investor. They consider two standard volatility investments: implied volatility and volatility risk premium strategies. An...

The increasing availability of large amounts of historical data and the need of performing accurate forecasting of future behavior in several scientific and applied domains demands the definition of robust and efficient techniques able to infer from observations the stochastic dependency between...

Adoptée en 2005 et entrée en vigueur en 2007, la Convention sur la diversité des expressions culturelles (CDEC) se veut un mécanisme international de régulation de l’interface « commerce-culture ». Il s’avère que la construction de la CDEC ne s’arrête pas avec sa ratification,...

In a multicriteria decision problem it may happen that the preference of the decision-maker on some criterion is modeled by means of a semiorder structure. If the available information is qualitative, one often needs a numerical representation of the semiorder. We investigate the set of...