Cyril Deremble

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

3

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Top 16,155

in Total Papers Downloads

4,448

SSRN CITATIONS
Rank 26,201

SSRN RANKINGS

Top 26,201

in Total Papers Citations

23

CROSSREF CITATIONS

12

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
Millennium Capital Management, France branch, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund ManagementCapital Fund Management
Downloads 2,907 (6,221)
Citation 4

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 ManagementCapital Fund Management and Capital Fund Management
Downloads 1,329 (21,261)
Citation 7

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
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 212 (200,422)
Citation 27

Abstract:

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