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Publications

Institut d'analyse financière

Title Authors Year Type
 
Smart beta and CPPI performance Ardia, David,... 2016 Journal article
   
Second-tier Markets in Europe: New Markets... Dubois, Miche... 1995 Book chapter
   
RiskPortfolios: Computation of risk-based ... Ardia, David,... 2017 Journal article
   
Return and risk of pairs trading using a s... Ardia, David,... 2016 Journal article
   
Regulating Conflicts of Interest: The Effe... Dubois, Miche... 2014 Journal article
   
Regime changes in Bitcoin GARCH volatility... Ardia, David,... 2019 Journal article
   
Questioning the news about economic growth... Ardia, David,... 2019 Journal article
   
Quantitative portfolio construction and sy... Meucci, Attil... 2014 Journal article
   
Properties of the Margrabe Best-of-Two str... Ardia, David,... 2019 Journal article
   
Pricing Innovations in Consumption Growth:... Min, Byoung-Kyu 2013 Journal article
   
Predicting market risk with density combin... Ardia, David,... 2016 Journal article
   
Parametric stress-testing in non-normal ma... Ardia, David,... 2015 Journal article
   
nse: Computation of numerical standard err... Ardia, David,... 2017 Journal article
   
Moments of standardized Fernandez–Steel sk... Trottier, Den... 2016 Journal article
   
Modeling latent variables in economics and... Bluteau, Keven 2019 Thesis
   
Methods for computing numerical standard e... Ardia, David,... 2018 Journal article
   
Markov-switching GARCH models in R: The MS... Ardia, David,... 2019 Journal article
   
Macroeconomic stress-testing of mortgage d... Ardia, David,... 2016 Journal article
   
 
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