17 rue de la Sorbonne
Université Paris I Panthéon-Sorbonne - Laboratoire PRISM
in Total Papers Downloads
in Total Papers Citations
Copulas, Dependence Modelisation, Risk Management, Tail Dependence
Distribution of asset returns, copulas, modified Weibull distribution
Factor model, Nonparametric estimation, Tail dependence
Extreme-Value Estimators, Non-Nested Hypothesis Testing, Pareto distribution, Weibull distribution
Zipf, APT, firm size
CAPM, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical Allocation, Expected Returns
Mutual Fund Fees, Mutual Funds, Asymmetric Information, Principal-Agent, Relationships, Markup, Optimism Bias
Mutual Fund Fee, Mutual Fund, Asymmetric Information, Principal-Agent Relationship, Markup
City sizes, Gibrat’s law, Zipf’s law
Risk aversion, Risk vulnerability, Multivariate risk, Background risk
Realized volatility, aggregation model, long memory, bounded rationality
Financial Analysts, Analyst forecast, Forecast bias, Accuracy, Timing
inequality, return on capital, growth rate, labor, national output, demographics
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