Patrick Kouontchou

University of Lorraine - CEREFIGE

UFR DEA, Ile du Saulcy

Metz, 57045

France

SCHOLARLY PAPERS

3

DOWNLOADS

359

CITATIONS

3

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
EMLyon Business School (Paris Campus), Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Lorraine - CEREFIGE
Downloads 205 (147,571)
Citation 2

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

2.

A Robust Conditional Realized Extended 4-CAPM

Number of pages: 43 Posted: 18 Feb 2009 Last Revised: 31 Aug 2009
Christophe Hurlin, Patrick Kouontchou and Bertrand B. Maillet
University of Orleans, University of Lorraine - CEREFIGE and EMLyon Business School (Paris Campus)
Downloads 154 (190,287)
Citation 1

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Realized Betas, CAPM, Multifactor Pricing Models, High Frequency Data, Robust Estimation

3.

An Economic Evaluation of Model Risk in Long‐Term Asset Allocations

Review of International Economics, Vol. 21, Issue 3, pp. 475-491, 2013
Number of pages: 17 Posted: 16 Jul 2013
University of Lorraine, University Paris-1 Panthéon-Sorbonne, University of Lorraine - CEREFIGE and EMLyon Business School (Paris Campus)
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