Cyril Deremble

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 16,084

SSRN RANKINGS

Top 16,084

in Total Papers Downloads

3,360

SSRN CITATIONS
Rank 27,646

SSRN RANKINGS

Top 27,646

in Total Papers Citations

18

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 Management
Downloads 2,161 (7,346)
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 1,040 (23,235)
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 159 (207,465)
Citation 22

Abstract:

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