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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
The Role of Remuneration Structures in Hed... Guidotti, Ivan 2013 Working paper
   
Properties of the Margrabe Best-of-Two str... Ardia, David,... 2019 Article de pé...
   
Questioning the news about economic growth... Ardia, David,... 2019 Article de pé...
   
Generalized autoregressive score models in... Ardia, David,... 2019 Article de pé...
   
Markov-switching GARCH models in R: The MS... Ardia, David,... 2019 Article de pé...
   
Regime changes in Bitcoin GARCH volatility... Ardia, David,... 2019 Article de pé...
   
Downside risk evaluation with the R packag... Ardia, David,... 2018 Article de pé...
   
Forecasting risk with Markov-switching GAR... Ardia, David,... 2018 Article de pé...
   
Methods for computing numerical standard e... Ardia, David,... 2018 Article de pé...
   
Beyond risk-based portfolios: Balancing pe... Ardia, David,... 2018 Article de pé...
   
The peer performance ratios of hedge funds Ardia, David,... 2018 Article de pé...
   
The impact of parameter and model uncertai... Ardia, David,... 2017 Article de pé...
   
The impact of covariance misspecification ... Ardia, David,... 2017 Article de pé...
   
A new bootstrap test for multiple assets j... Ardia, David,... 2017 Article de pé...
   
nse: Computation of numerical standard err... Ardia, David,... 2017 Article de pé...
   
RiskPortfolios: Computation of risk-based ... Ardia, David,... 2017 Article de pé...
   
Stress-testing with parametric models and ... Ardia, David,... 2017 Article de pé...
   
Smart beta and CPPI performance Ardia, David,... 2016 Article de pé...
   
 
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