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Michel, Thierry's
Scholarly Papers
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Total Downloads
1,280 |
Total
Citations
2 |
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1.
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Jurczenko, Emmanuel ESCP Europe Michel, Thierry Lombard Odier & Cie Teiletche, Jerome Lombard Odier Investment Managers
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24 Jan 13
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20 Apr 13
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828
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Risk-Based Investing, Minimum Variance, Risk Parity, Maximum Diversification, Equal-Weight, Low-Vol Anomaly
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2.
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Michel, Laurent Lombard Odier & Cie Michel, Thierry Lombard Odier & Cie Morel, Christophe Université Paris-Dauphine - DRM-CEREG
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247
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asset allocation, rebalancing strategy, volatility
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3.
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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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Financial Crisis, Volatility Estimators Distributions, Range-based Volatility, Extreme Value, High Frequency Data
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4.
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Boucher, Christophe ESG Maillet, Bertrand B. University of Orléans Michel, Thierry Lombard Odier & Cie
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Realized Volatility, Volatility Forecasting, Asymmetry
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Records 1 -
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