Amadou Roufaï Moustapha

WorldQuant University

United States

SCHOLARLY PAPERS

2

DOWNLOADS

144

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Conditional Expectile: An Alternative to Value at Risk (VaR)

Number of pages: 13 Posted: 28 Apr 2021
Amadou Roufaï Moustapha
WorldQuant University
Downloads 114 (310,035)

Abstract:

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2.

Value at Risk (VAR): An Application to Air Traffic Forecast

Number of pages: 4 Posted: 25 Mar 2021
Amadou Roufaï Moustapha
WorldQuant University
Downloads 30 (591,447)

Abstract:

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Air traffic, Brownian motion, Monte-Carlo simulation, time series, Air transport