Ollivier Taramasco

French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)

150 rue de la Chimie, BP47

GRENOBLE CEDEX, 38040

France

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Extreme Value at Risk and Expected Shortfall During Financial Crisis

Number of pages: 19 Posted: 21 Jan 2011
affiliation not provided to SSRN, University of Grenoble, University of Grenoble and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 455 (40,770)

Abstract:

Market risk, Value at Risk, Extreme Value Theory, Risk Measurement, Risk Management, Financial Crisis

2.

Stock-Based Pay: An Incentive for Performance or a Compensation for Competence? How to Compensate a Manager When He is Competent?

Number of pages: 45 Posted: 07 Nov 2007
Pascal Louvet and Ollivier Taramasco
University of Grenoble - Institut d'Administration des Entreprises Grenoble (IAE Grenoble) and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads 176 (127,354)

Abstract:

governance, compensation, manager, shareholder, real option, human capital