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Bouyé, Eric's
Scholarly Papers
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Total Downloads
6,323 |
Total
Citations
60 |
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR) Durrleman, Valdo Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS Nikeghbali, Ashkan affiliation not provided to SSRN Riboulet, Gaël affiliation not provided to SSRN Roncalli, Thierry Universite d'Evry
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26 Nov 07
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Last Revised:
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03 Apr 09
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3,121
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Multivariate distribution, dependence structure, concordance measures, scoring, Markov processes, risk management, extreme value theory, stress testing, operational risk, market risk, credit risk
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2.
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR)
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11 Jun 09
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11 Aug 09
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1,374
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1
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Portfolio Insurance, CPPI, OBPI, constant-mix, buy-and-hold, options, path-dependent strategy, history of finance, Brady Report, 1987 crisis
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR) Durrleman, Valdo Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS Nikeghbali, Ashkan affiliation not provided to SSRN Riboulet, Gaël affiliation not provided to SSRN Roncalli, Thierry Universite d'Evry
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699
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5
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Copulas, market risk, credit risk, operational risk
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4.
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Salmon, Mark University of Cambridge - Faculty of Economics and Politics Bouyé, Eric Fonds de Réserve pour les Retraites (FRR)
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360
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3
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FX market, Efficiency, Copula, Quantile Regression
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5.
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR) Salmon, Mark University of Cambridge - Faculty of Economics and Politics
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252
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Finance
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR)
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207
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2
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Finance
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR) Salmon, Mark University of Cambridge - Faculty of Economics and Politics Gaussel, Nicolas Lyxor Asset Management
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166
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6
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Finance, Financial Econumetrics, Copula, Time Series, Non Linear
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Bouyé, Eric Fonds de Réserve pour les Retraites (FRR) Ternat, Jérôme affiliation not provided to SSRN
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23 May 09
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Last Revised:
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23 Jan 11
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144
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options, call, put, call spread, put spread, asian call, path-dependent, anticipations
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Records 1 -
8
of 8 matches
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