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Bouyé, Eric


 SSRN Author Rank: 3,191 by Downloads
 

World Bank


 1818 H Street, NW
 Washington, DC 20433
 United States
 email address

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. Bouyé, Eric's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,283
Total
Citations
60
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bouyé, Eric
World Bank
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
Last Revised:
03 Apr 09
3,713
(1,207)
43

2.  
Bouyé, Eric
World Bank
Posted:
11 Jun 09
Last Revised:
11 Aug 09
1,567
(5,584)
1

3.  
Bouyé, Eric
World Bank
Durrleman, Valdo
Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS
Nikeghbali, Ashkan
affiliation not provided to SSRN
Riboulet, Gaël
Crédit Lyonnais - Groupe de Recherche Opérationnelle
Roncalli, Thierry
Lyxor Asset Management
Posted:
26 Nov 07
761
(17,633)
5

4.  
Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
Bouyé, Eric
World Bank
Posted:
21 May 08
407
(41,122)
3

5.  
Bouyé, Eric
World Bank
Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
Posted:
23 Sep 08
276
(65,153)
 

6.  
Multivariate Extremes at Work for Portfolio Risk Measurement | Show Abstract | Download |
Finance, Vol. 23, No. 2, pp. 125-144, 2002
Accepted Paper Series
Bouyé, Eric
World Bank
Posted:
23 Sep 08
223
(81,706)
2

7.  
Bouyé, Eric
World Bank
Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
Gaussel, Nicolas
Lyxor Asset Management
Posted:
23 Sep 08
178
(101,806)
6

8.  
Bouyé, Eric
World Bank
Ternat, Jérôme
affiliation not provided to SSRN
Posted:
23 May 09
Last Revised:
23 Jan 11
158
(113,589)
 


Records 1 - 8 of 8 matches
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