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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
Pricing Innovations in Consumption Growth:... Min, Byoung-Kyu 2013 Article de pé...
   
Large scale portfolio optimization with DE... Ardia, David,... 2014 Chapitre de livre
   
Worldwide equity risk prediction Ardia, David,... 2014 Article de pé...
   
Estimation frequency of GARCH-type models:... Ardia, David,... 2014 Article de pé...
   
Quantitative portfolio construction and sy... Meucci, Attil... 2014 Article de pé...
   
Regulating Conflicts of Interest: The Effe... Dubois, Miche... 2014 Article de pé...
   
Time-Varying Expected Momentum Profits Min, Byoung-Kyu 2014 Article de pé...
   
Testing the equality of modified Sharpe ratios Ardia, David,... 2015 Article de pé...
   
Parametric stress-testing in non-normal ma... Ardia, David,... 2015 Article de pé...
   
Implied expected returns and the choice of... Ardia, David,... 2015 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...
   
The impact of parameter and model uncertai... Ardia, David,... 2017 Article de pé...
   
 
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