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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
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...
   
Macroeconomic stress-testing of mortgage d... Ardia, David,... 2016 Article de pé...
   
Moments of standardized Fernandez–Steel sk... Trottier, Den... 2016 Article de pé...
   
A Note on Jointly Backtesting Models for M... Ardia, David,... 2016 Article de pé...
   
Predicting market risk with density combin... Ardia, David,... 2016 Article de pé...
   
Return and risk of pairs trading using a s... Ardia, David,... 2016 Article de pé...
   
The economic benefits of market timing the... Ardia, David,... 2016 Article de pé...
   
Testing the equality of modified Sharpe ratios Ardia, David,... 2015 Article de pé...
   
 
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