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Publications

Institut d'analyse financière

Title Authors Year Type
 
Macroeconomic Risk and the Cross-Section o... Min, Byoung-Kyu 2011 Journal article
   
Large scale portfolio optimization with DE... Ardia, David,... 2014 Book chapter
   
La performance des stratégies contraires e... Dubois, Miche... 2000 Journal article
   
Jump-diffusion calibration using Different... Ardia, David,... 2011 Journal article
   
Implied expected returns and the choice of... Ardia, David,... 2015 Journal article
   
Hedge Fund Investing in the Aftermath of t... Guidotti, Ivan 2011 Journal article
   
Generalized marginal risk Ardia, David,... 2011 Journal article
   
Generalized autoregressive score models in... Ardia, David,... 2019 Journal article
   
Future Labor Income Growth and the Cross S... Min, Byoung-Kyu 2011 Journal article
   
Fully flexible extreme views Meucci, Attil... 2011 Journal article
   
Forecasting risk with Markov-switching GAR... Ardia, David,... 2018 Journal article
   
Financial Risk Management with Bayesian Es... Ardia, David 2008 Book
   
Exercices de théorie financière et de gest... Dubois, Miche... 2000 Book
   
Estimation frequency of GARCH-type models:... Ardia, David,... 2014 Journal article
   
Efficient Bayesian estimation and combinat... Ardia, David,... 2010 Book chapter
   
Downside risk evaluation with the R packag... Ardia, David,... 2018 Journal article
   
Does the stock market overreact? De Bondt, Werner 1985 Journal article
   
Does Cross-listing in the U. S. Really Imp... Frésard, Laur... 2007 Book
   
 
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