Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Rennes Metropole - Campus de Ker Lann Rue Blaise Pascal BP 37203- 35172 BRUZ Cedex France
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Member
National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistical Modeling
France
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Clauss, Pierre's
Scholarly Papers
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Total Downloads
2,332 |
Total
Citations
9 |
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Clauss, Pierre Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI) Roncalli, Thierry Universite d'Evry Weisang, Guillaume Clark University - Graduate School of Management
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18 Mar 09
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08 Apr 09
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1,731
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Madoff fraud, Ponzi scheme, operational risk, due diligence, supervision, hedge funds, bull spread strategy, split strike conversion
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Clauss, Pierre Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
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22 Jan 10
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27 May 10
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306
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portfolio choice, market liquidity risk, mean-variance framework, bid prices
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Clauss, Pierre Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
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192
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Market Liquidity Risk, Hedge Funds, Sharpe Ratio, Information Ratio, Kalman Filter, Momentum
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Clauss, Pierre Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
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17 Jul 12
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26 Oct 12
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103
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Hedge funds, Leverage, Regression style
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