Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Extreme volatilities, financia...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
29
Theory
29
Portfolio selection
19
Portfolio-Management
19
CAPM
11
VaR
11
Capital income
10
Kapitaleinkommen
10
Risk
10
CPPI
9
Financial crisis
8
Model risk
8
Performance measurement
8
Performance-Messung
8
Risiko
8
Finanzkrise
6
Investment Fund
6
Investmentfonds
6
Measurement
6
Messung
6
Modellierung
6
Scientific modelling
6
Time series analysis
6
Zeitreihenanalyse
6
Expectile
5
Risikomaß
5
Risk measure
5
Expected Shortfall
4
Global minimum variance portfolio
4
Option pricing theory
4
Optionspreistheorie
4
Parameter uncertainty
4
Risikomanagement
4
Risk management
4
Robust portfolio
4
CAViaR
3
Financial analysis
3
Finanzanalyse
3
Forecasting
3
Forecasting model
3
more ...
less ...
Online availability
All
Free
81
Undetermined
22
Type of publication
All
Book / Working Paper
87
Article
68
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
7
Aufsatz im Buch
7
Book section
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
Undetermined
71
English
60
French
24
Author
All
Maillet, Bertrand
117
Boucher, Christophe
37
Maillet, Bertrand B.
33
Jurczenko, Emmanuel
27
Kouontchou, Patrick
25
Hamidi, Benjamin
23
Michel, Thierry
21
Negrea, Bogdan
11
Caporin, Massimiliano
10
Jannin, Gregory
9
Prigent, Jean-Luc
9
Hurlin, Christophe
8
Chauveau, Thierry
5
Costola, Michele
5
Olteanu, Madalina
5
Rynkiewicz, Joseph
5
Tokpavi, Sessi
5
Vaucher, Benoit
5
Billio, Monica
4
Merlin, Paul M.
4
Médecin, Jean-Philippe
4
Pelizzon, Loriana
4
Boucher, Christophe M.
3
Kouontchou, Patrick S.
3
Merlin, Paul
3
Michel, Thierry L.
3
Médecin, Jean-Philippe R.
3
Zhang, Xiang
3
Bagnarosa, Guillaume
2
Bernard, Carole
2
Bernard, Philippe
2
Bonnisseau, Jean-Marc
2
Capelle-Blancard, Gunther
2
Corrado, Charles J.
2
Daníelsson, Jón
2
Garibal, Jean-Charles
2
HAMIDI, Benjamin
2
Jannin, Gregory Mathieu
2
Jannin, Grégory M.
2
Lisi, Francesco
2
more ...
less ...
Institution
All
HAL
25
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
10
London School of Economics (LSE)
4
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Financial Markets Group
3
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Université Paris-Dauphine (Paris IX)
1
more ...
less ...
Published in...
All
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
12
Documents de travail du Centre d'Economie de la Sorbonne
10
Post-Print / HAL
10
Revue économique : revue bimestrielle
8
Revue économique
7
LSE Research Online Documents on Economics
4
Review of international economics
4
Discussion paper series / LSE Financial Markets Group
3
Economics letters
3
FMG Discussion Papers
3
Multi-moment asset allocation and pricing models
3
Revue d'économie politique
3
The European journal of finance
3
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
3
Working Papers / HAL
3
Brussels economic review
2
Document de travail
2
European journal of operational research : EJOR
2
Financial markets, institutions & instruments
2
International Conference of the French Finance Association (AFFI), May 11-13, 2011
2
Journal of banking & finance
2
Journal of mathematical economics
2
Quantitative Finance
2
Review of International Economics
2
Revue d'Économie Financière
2
Risk management decisions and value under uncertainty
2
The European Journal of Finance
2
Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
2
Working papers
2
Brussels Economic Review
1
Computational economics
1
Connectionist approaches in economics and management sciences
1
Developments in forecast combination and portfolio choice
1
Document de travail / Caisse des Dépots et Consignations, Service des Etudes Economiques et Financières : FI, Finance et économétrie financière
1
EconomiX Working Papers
1
Economics Letters
1
Economics Papers from University Paris Dauphine
1
European Journal of Operational Research
1
Finance : revue de l'Association Française de Finance
1
International review of economics & finance : IREF
1
more ...
less ...
Source
All
RePEc
70
ECONIS (ZBW)
69
OLC EcoSci
14
BASE
2
Showing
1
-
10
of
155
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Existence of marginal pricing equilibria in economies with externalities and non-convexities
Bonnisseau, Jean-Marc
;
Médecin, Jean-Philippe R.
- In:
Journal of mathematical economics
36
(
2001
)
4
,
pp. 271-294
Persistent link: https://www.econbiz.de/10001655417
Saved in:
2
Deux nouvelles mesures de performance
Chauveau, Thierry
;
Maillet, Bertrand
-
1997
Persistent link: https://www.econbiz.de/10000962619
Saved in:
3
Analyse théorique
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962620
Saved in:
4
"Flexible least squares betas: the French market case"
Chauveau, Thierry
;
Maillet, Bertrand
-
1998
Persistent link: https://www.econbiz.de/10000989212
Saved in:
5
La macroéconomie-en-risque
Boucher, Christophe
;
Maillet, Bertrand
- In:
Revue économique : revue bimestrielle
66
(
2015
)
4
,
pp. 769-782
Persistent link: https://www.econbiz.de/10011441696
Saved in:
6
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
Saved in:
7
D' un indice de détection d’anomalies à l'usage des investisseurs
Bernard, Philippe
;
Mekkaoui-de Freitas, Najat el-
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011553202
Saved in:
8
Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand
;
Tokpavi, Sessi
;
Vaucher, Benoit
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
Saved in:
9
A survey on the four families of performance measures
Caporin, Massimiliano
;
Jannin, Grégory M.
;
Lisi, Francesco
- In:
Journal of economic surveys
28
(
2014
)
5
,
pp. 917-942
Persistent link: https://www.econbiz.de/10011293755
Saved in:
10
Du MEDAF avec risque systémique à la détermination des institutions financières d'importance systémique
Garibal, Jean-Charles
;
Kouontchou, Patrick
;
Maillet, …
- In:
Revue économique : revue bimestrielle
69
(
2018
)
3
,
pp. 443-475
Persistent link: https://www.econbiz.de/10011865437
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
