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Malevergne, Yannick


 SSRN Author Rank: 3,980 by Downloads
 Professor of Finance
 

University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)


 2, Rue Tréfilerie
 F-42023 St. Etienne Cedex 2
 France
 email address
 Affiliate Professor of Finance
 

EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control


 23 av. Guy de Collongue BP 174
 69132 Ecully Cedex
 France
 HOME PAGE: http://www.em-lyon.com/english/faculty/professors/efc/malevergne/index.aspx
 email address

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. Malevergne, Yannick's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,954
Total
Citations
72
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences | Show Abstract | Download |
Quantitative Finance, Vol. 3, pp. 231-250, 2003
Accepted Paper Series
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
21 Nov 01
Last Revised:
07 Apr 09
1,107
(9,499)
26

2.  
Multivariate Weibull Distributions for Asset Returns: I | Show Abstract | Download |
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Accepted Paper Series
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
04 May 05
525
(28,420)
2

3.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Mar 02
499
(30,402)
7

4.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Aug 02
457
(34,113)
7

5.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
04 May 05
417
(38,287)
4

6.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
23 Feb 02
402
(40,039)
3

7.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
ETH Zurich
Posted:
25 Jun 03
386
(42,097)
8

8.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Saichev, Alexander I.
ETH Zurich - D-MTEC
Sornette, Didier
ETH Zurich
Posted:
15 Jan 08
Last Revised:
13 Apr 10
349
(47,439)
4

9.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Feb 07
314
(53,911)
1

10.   Incl. Electronic Paper
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
ETH Zurich
Posted:
21 Aug 09
Last Revised:
02 Oct 09
280
(61,501)
6

11.  
Investors' Misperception: A Hidden Source of High Markups in the Mutual Fund Industry | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-04
Working Paper Series
Hu, Shengsui
ETH Zurich, D-MTEC
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
23 Feb 09
Last Revised:
25 Feb 09
258
(67,321)
1

12.  
Ni, Xiaohui
East China University of Science and Technology (ECUST)
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Woehrmann, Peter
University of Zurich
Posted:
01 Feb 11
257
(67,580)
1

13.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Jun 02
252
(68,997)
1

14.  
Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-01
Working Paper Series
Huesler, Andreas D.
Swiss Federal Institute of Technology Zurich
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
06 Feb 12
199
(88,154)
 

15.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
ETH Zurich
Posted:
28 Sep 09
106
(150,593)
1

16.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Rey, Béatrice
University of Lyon 1 - ISFA Graduate School of Actuarial Science
Posted:
08 Dec 05
78
(184,062)
 

17.  
Coulon, Jérôme
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Posted:
13 Aug 08
Last Revised:
26 Nov 10
52
(227,888)
 

18.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sami, Hind
University of Lyon - Lyon 2-COACTIS
Posted:
23 Jul 13
16
(334,633)
 


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