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Projects

Institut d'analyse financière

Title Type of... Start Status  
 
The information value of textual sentiment ... Dissertation ... 2018 Ongoing
 
The sentometrics toolbox: Enriching decisio... Fundamental r... 2018 Ongoing
 
Sentometrics: Text-based monitoring and ins... Applied resea... 2018 Completed
 
Abnormal tone and abnormal returns: An even... Fundamental r... 2018 Completed
 
Hedge fund performance under misspecified m... Fundamental r... 2017 Completed
 
Essays on Modelling Latent Variables in Eco... Dissertation ... 2016 Completed
 
Generalized Autoregressive Score Models in ... Applied resea... 2016 Completed
 
Markov switching GARCH models (MSGARCH) Applied resea... 2016 Completed
 
Modelling the risk of financial contagion: ... Applied resea... 2015 Completed
 
Financial risk management using regime-swit... Applied resea... 2015 Completed
 
Gestion des risques financiers : l'incidenc... Applied resea... 2014 Completed
 
Dynamic proportion portfolio insurance, sma... Applied resea... 2014 Completed
 
Implied returns and the choice of a mean-va... Applied resea... 2013 Completed
 
Do new financial regulations affect financi... Fundamental r... 2012 Completed
 
New Evidence and Perspectives on Takeovers ... Fundamental r... 2011 Completed
 
Bayesian estimation of regime-switching GAR... Applied resea... 2008 Completed
 
Valuation effects of dispersion in expectat... Fundamental r... 2007 Completed
 
 
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