Christophe Boucher

Université Paris I Panthéon-Sorbonne - CES/CNRS

106 bv de l'Hôpital

Paris, 75013

France

SCHOLARLY PAPERS

3

DOWNLOADS

561

CITATIONS

0

Scholarly Papers (3)

1.

An Economic Evaluation of the Model Risk for Risk Models

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 14 Oct 2011
Bertrand B. Maillet, Christophe Boucher and Patrick Kouontchou
University of Orléans, Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Metz (Paul Verlaine) - CEREFIGE
Downloads 186 (121,180)

Abstract:

Value-at-Risk, Backtesting, Model Risk, Bias Correction

2.

The Riskiness of Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 14 Posted: 12 May 2011
Christophe Boucher and Bertrand B. Maillet
Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Orléans
Downloads 181 (127,114)

Abstract:

3.

Expected Returns Across Time Scales

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 22 Oct 2010
Christophe Boucher and Bertrand B. Maillet
Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Orléans
Downloads 166 (135,810)

Abstract:

Financial Ratios, Return Predictability, Cycles, Wavelets