Author Page for Paul M. Merlin

Paul M. Merlin

Concrete

11 rue des poissonniers

paris, 75018

France

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Outliers Detection, Correction of Financial Time-Series Anomalies and Distributional Timing for Robust Efficient Higher-Order Moment Asset Allocations

Number of pages: 64 Posted: 03 Jun 2009 Last Revised: 21 Sep 2009

Bertrand B. Maillet and Paul M. Merlin

EMLyon Business School (Paris Campus) and Concrete

Downloads 529 (113,114)

Citation 2

Abstract:

Robust Higher-order Moments and Efficient Portfolio Selection

Number of pages: 79 Posted: 19 Aug 2009

Bertrand B. Maillet and Paul M. Merlin

EMLyon Business School (Paris Campus) and Concrete

Downloads 411 (152,802)

Citation 3

Abstract:

Continuous Portfolio Model and Performance Decomposition

Number of pages: 16 Posted: 18 Nov 2021 Last Revised: 26 Apr 2022

Paul M. Merlin

Concrete

Downloads 210 (307,853)

Abstract:

Efficient Frontier for Robust Higher-Order Moment Portfolio Selection

Posted: 25 Oct 2008 Last Revised: 03 Mar 2019

Emmanuel Jurczenko, Bertrand B. Maillet and Paul M. Merlin

EDHEC Business School, EMLyon Business School (Paris Campus) and Concrete

Paul M. Merlin

Concrete

4

1,150

5

Scholarly Papers (4)

Outliers Detection, Correction of Financial Time-Series Anomalies and Distributional Timing for Robust Efficient Higher-Order Moment Asset Allocations

Abstract:

Robust Higher-order Moments and Efficient Portfolio Selection

Abstract:

Continuous Portfolio Model and Performance Decomposition

Abstract:

Efficient Frontier for Robust Higher-Order Moment Portfolio Selection

Abstract:

Other Papers (1)

Hedge Funds Portfolio Selection with Higher-Order Moments: A Non-Parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier

Abstract: