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Cyril Deremble

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

SCHOLARLY PAPERS

3

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Rank 15,040

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Top 15,040

in Total Papers Downloads

7,960

TOTAL CITATIONS
Rank 24,119

SSRN RANKINGS

Top 24,119

in Total Papers Citations

55

Scholarly Papers (3)

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1.

Tail Protection for Long Investors: Trend Convexity at Work

Number of pages: 26 Posted: 09 May 2016 Last Revised: 07 Jul 2016
Tung-Lam Dao, Trung-Tu Nguyen, Cyril Deremble, Yves Lemperiere, Jean-Philippe Bouchaud, Marc Potters and Marc Potters
affiliation not provided to SSRN, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund ManagementCapital Fund Management
Downloads 5,752 (3,634)
Citation 5

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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
Yves Lemperiere, Cyril Deremble, Trung-Tu Nguyen, Philip Seager, Marc Potters, Marc Potters and Jean-Philippe Bouchaud
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund ManagementCapital Fund Management and Capital Fund Management
Downloads 1,785 (24,116)
Citation 7

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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
Bence Toth, Yves Lemperiere, Cyril Deremble, Joachim de Lataillade, Julien Kockelkoren and Jean-Philippe Bouchaud
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 423 (172,233)
Citation 43

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