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Vaissié, Mathieu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,741 |
Total
Citations
2 |
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1.
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Géhin, Walter
EDHEC Business School - EDHEC Risk and Asset Management Research Centre Vaissié, Mathieu
EDHEC Graduate School of Management - Risk and Asset Management Research Center
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957
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Hedge fund, hedge funds, indices, non-investable indices, investable indices, benchmarks, strategy benchmarks
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2.
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Darolles, Serge
Université Paris-Dauphine - DRM-CEREG Vaissié, Mathieu
EDHEC Graduate School of Management - Risk and Asset Management Research Center
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03 Sep 10
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Last Revised:
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02 Nov 11
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458
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Funds of Hedge Funds Performance, Performance Attribution Model, Strategic Allocation, Tactical Allocation, Fund Picking, Active Management, Added-Value, State-space Models, Kalman Filter
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3.
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Darolles, Serge
Université Paris-Dauphine - DRM-CEREG Vaissié, Mathieu
EDHEC Graduate School of Management - Risk and Asset Management Research Center
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22 Oct 11
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Last Revised:
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25 Oct 11
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309
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Modern Portfolio Theory, Diversification, Dynamic Portfolio Construction, GARCH, Regime Switching Correlation, Active Management, Hedge Funds
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4.
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Goltz, Felix
EDHEC Business School Martellini, Lionel
EDHEC Business School Vaissié, Mathieu
EDHEC Graduate School of Management - Risk and Asset Management Research Center
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5.
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Vaissié, Mathieu
EDHEC Graduate School of Management - Risk and Asset Management Research Center Ziemann, Volker
EDHEC Business School
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Kalman Filter Models, Switching Regime Models, Time-varying Exposures, Strategy Benchmark, Monte Carlo Simulations
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Records 1 -
5
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