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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
Implied expected returns and the choice of... Ardia, David,... 2015 Article de pé...
   
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...
   
Cross-sectional distribution of GARCH coef... Ardia, David,... 2013 Article de pé...
   
Pricing Innovations in Consumption Growth:... Min, Byoung-Kyu 2013 Article de pé...
   
Density prediction of stock index returns ... Hoogerheide, ... 2012 Article de pé...
   
A comparative study of Monte Carlo methods... Ardia, David,... 2012 Article de pé...
   
Are Good-News Firms Riskier than Bad-News ... Min, Byoung-Kyu 2012 Article de pé...
   
Jump-diffusion calibration using Different... Ardia, David,... 2011 Article de pé...
   
DEoptim: An R package for global optimizat... Mullen , Kath... 2011 Article de pé...
   
Differential Evolution with DEoptim: An ap... Ardia, David,... 2011 Article de pé...
   
Generalized marginal risk Ardia, David,... 2011 Article de pé...
   
Fully flexible extreme views Meucci, Attil... 2011 Article de pé...
   
Hedge Fund Investing in the Aftermath of t... Guidotti, Ivan 2011 Article de pé...
   
Macroeconomic Risk and the Cross-Section o... Min, Byoung-Kyu 2011 Article de pé...
   
 
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