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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
Methods for computing numerical standard e... Ardia, David,... 2018 Article de pé...
   
Modeling latent variables in economics and... Bluteau, Keven 2019 Thèse
   
Moments of standardized Fernandez–Steel sk... Trottier, Den... 2016 Article de pé...
   
nse: Computation of numerical standard err... Ardia, David,... 2017 Article de pé...
   
Parametric stress-testing in non-normal ma... Ardia, David,... 2015 Article de pé...
   
Predicting market risk with density combin... Ardia, David,... 2016 Article de pé...
   
Pricing Innovations in Consumption Growth:... Min, Byoung-Kyu 2013 Article de pé...
   
Properties of the Margrabe Best-of-Two str... Ardia, David,... 2019 Article de pé...
   
Quantitative portfolio construction and sy... Meucci, Attil... 2014 Article de pé...
   
Questioning the news about economic growth... Ardia, David,... 2019 Article de pé...
   
Regime changes in Bitcoin GARCH volatility... Ardia, David,... 2019 Article de pé...
   
Regulating Conflicts of Interest: The Effe... Dubois, Miche... 2014 Article de pé...
   
Return and risk of pairs trading using a s... Ardia, David,... 2016 Article de pé...
   
RiskPortfolios: Computation of risk-based ... Ardia, David,... 2017 Article de pé...
   
Second-tier Markets in Europe: New Markets... Dubois, Miche... 1995 Chapitre de livre
   
Smart beta and CPPI performance Ardia, David,... 2016 Article de pé...
   
Stock Split and Capital Restructuring: Evi... Dubois, Miche... 1994 Article de pé...
   
Stress-testing with parametric models and ... Ardia, David,... 2017 Article de pé...
   
 
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