Cyril Deremble

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

3

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2,751

SSRN CITATIONS
Rank 26,451

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Top 26,451

in Total Papers Citations

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Scholarly Papers (3)

1.

Tail Protection for Long Investors: Trend Convexity at Work

Number of pages: 26 Posted: 09 May 2016 Last Revised: 07 Jul 2016
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 1,813 (8,572)
Citation 3

Abstract:

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Trend Following, Convexity, Volatility, Option Hedging, Variance Swap, CTA, Risk Parity, Tail Risk, Protection

2.

Risk Premia: Asymmetric Tail Risks and Excess Returns

Number of pages: 25 Posted: 30 Sep 2014
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 782 (30,778)
Citation 5

Abstract:

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Risk Premium, skewness, equity, carry trade

3.

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

Number of pages: 13 Posted: 11 May 2011
Santa Fe Institute, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 156 (189,283)
Citation 18

Abstract:

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