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Cales, Ludovic
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Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne
48 Boulevard Jourdan Paris, 75014 75014 France
email address
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University of Lausanne - Institute of Banking and Finance (IBF)
CH-1015 Lausanne Switzerland
email address
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University of Venice - Department of Economics
Cannaregio 873 Venice, 30121 Italy
email address
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Cales, Ludovic's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
176 |
Total
Citations
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Billio, Monica Ca Foscari University of Venice - Department of Economics Cales, Ludovic Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne Guegan, Dominique Ecole Normale Superieure de Cachan
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01 Mar 09
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Last Revised:
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25 Apr 12
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84
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Graph Theory, Momentum, Dynamic Portfolio, Quantum Probability, Spectral Analysis
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Billio, Monica Ca Foscari University of Venice - Department of Economics Cales, Ludovic Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne Guegan, Dominique Universite Paris 1 Pantheon-Sorbonne
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59
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Performance Measure, Portfolio Management, Relative-Value Strategy, Large Portfolios, Absolute Return Strategy, Multivariate Statistics, Generalized Hyperbolic Distribution
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Billio, Monica Ca Foscari University of Venice - Department of Economics Cales, Ludovic Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne Guegan, Dominique Universite Paris 1 Pantheon-Sorbonne
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33
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finance, continuous time random walk, cross-section analysis, rank-based models, momentum
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