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Maillet, Bertrand B.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,778 |
Total
Citations
19 |
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1.
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Hamidi, Benjamin
University of Paris 1 Pantheon-Sorbonne - CES/CNRS Maillet, Bertrand B.
University of Orléans Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA
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27 Oct 08
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Last Revised:
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10 Jun 09
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821
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1
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CPPI, Portfolio Insurance, VaR, CAViaR, Quantile Regression, Dynamic Quantile Model, Expected Shortfall, Extreme Value
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2.
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Maillet, Bertrand B.
University of Orléans Rousset, Patrick
Centre For Research on Education, Training and Employment (CEREQ)
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795
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2
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Kohonen maps, Classfication, Multidimensional Data Analysis, General Non-linear Models, Hedge Funds, Fund-Picking, Performance Measurements
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3.
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Jurczenko, Emmanuel
National Center for Scientific Research (CNRS) Maillet, Bertrand B.
University of Orléans Negrea, Bogdan
National Center for Scientific Research (CNRS)
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779
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2
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Option Pricing Models, Stochastic Volatility, Skewness, Kurtosis
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4.
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Maillet, Bertrand B.
University of Orléans Michel, Thierry
Commission des Operations de Bourse
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534
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Financial crises, Volatility, Risk Measurement, Heterogeneity of Economic Agents
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5.
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Extreme Volatilities, Financial Crises and L-Moment Estimations of Tail Indexes
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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Posted:
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28 Oct 08
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Last Revised:
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19 May 10
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326
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Maillet, Bertrand B.
University of Orléans Médecin, Jean-Philippe R.
affiliation not provided to SSRN
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80
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Financial Crisis, Realized Volatility, Range-based Volatility, Extreme Value Distributions, Tail-index, L-moments, High Frequency Data
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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28 Oct 08
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Last Revised:
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26 Apr 10
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246
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Financial Crisis, Realized Volatility, Range-based Volatility, Extreme Value Distributions, Tail Index, L-moments, High Frequency Data
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6.
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Maillet, Bertrand B.
University of Orléans Merlin, Paul M.
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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219
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1
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Efficient Frontier, Portfolio Selection, Robust Higher L-moments, Shortage Function, Goal Attainment Application
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7.
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Maillet, Bertrand B.
University of Orléans Merlin, Paul M.
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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03 Jun 09
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Last Revised:
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21 Sep 09
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208
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Outliers, ANN-GARCH, Higher-order Moment, Asset Allocation
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8.
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Maillet, Bertrand B.
University of Orléans Boucher, Christophe
University of Paris 1 Pantheon-Sorbonne - CES/CNRS Kouontchou, Patrick
University of Metz (Paul Verlaine) - CEREFIGE
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168
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Value-at-Risk, Backtesting, Model Risk, Bias Correction
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9.
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Boucher, Christophe
University of Paris 1 Pantheon-Sorbonne - CES/CNRS Maillet, Bertrand B.
University of Orléans
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163
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10.
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Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Jannin, Gregory Mathieu
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM Lisi, Francesco
University of Padua - Department of Statistical Sciences Maillet, Bertrand B.
University of Orléans
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157
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2
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performance measures, risk, return distribution, ranking, fund selection
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11.
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Boucher, Christophe
University of Paris 1 Pantheon-Sorbonne - CES/CNRS Maillet, Bertrand B.
University of Orléans
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140
(103,788)
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Financial Ratios, Return Predictability, Cycles, Wavelets
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12.
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Hurlin, Christophe
University of Orleans Kouontchou, Patrick
University of Metz (Paul Verlaine) - CEREFIGE Maillet, Bertrand B.
University of Orléans
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18 Feb 09
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Last Revised:
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31 Aug 09
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134
(107,760)
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Realized Betas, CAPM, Multifactor Pricing Models, High Frequency Data, Robust Estimation
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13.
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne) Michel, Thierry
Lombard Odier & Cie
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01 Mar 07
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Last Revised:
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12 Nov 10
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125
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2
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Financial Crisis, Volatility Estimators Distributions, Range-based Volatility, Extreme Value, High Frequency Data
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14.
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Boucher, Christophe
ESG Maillet, Bertrand B.
University of Orléans
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97
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forecasting, persistence, wavelet, expected returns
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15.
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Boucher, Christophe
ESG Maillet, Bertrand B.
University of Orléans Michel, Thierry
Lombard Odier & Cie
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80
(156,136)
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Realized Volatility, Volatility Forecasting, Asymmetry
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16.
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Maillet, Bertrand B.
University of Orléans Michel, Thierry
University of Paris 1 Pantheon-Sorbonne - TEAM
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20
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9
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17.
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Boucher, Christophe
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) Maillet, Bertrand B.
University of Orléans
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12
(303,337)
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forecasting, persistent regressors, detrending, expected returns
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18.
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Boucher, Christophe
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) Maillet, Bertrand B.
University of Orléans
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0
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19.
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Chauveau , Thierry
National Center for Scientific Research (CNRS) Maillet, Bertrand B.
University of Orléans
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Performance Measurement, Asset Pricing Models, Efficiency.
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