Paul Demey

Lyxor Asset Management

Quantitative analyst

Paris

France

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 35,116

SSRN RANKINGS

Top 35,116

in Total Papers Downloads

1,241

CITATIONS
Rank 27,151

SSRN RANKINGS

Top 27,151

in Total Papers Citations

15

Scholarly Papers (2)

1.

Risk-Based Indexation

Number of pages: 29 Posted: 01 Apr 2010 Last Revised: 29 Jan 2011
Lyxor Asset Management, Lyxor Asset Management and Amundi Asset Management
Downloads 687 (36,250)
Citation 16

Abstract:

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Risk-Based Indexation, Fundamental Indexation, Market Capitalization, Equity Indexes, Diversification, Portfolio Optimization, Robust Estimation

2.

Maximum Likelihood Estimate of Default Correlations

Risk Magazine, November 2004.
Number of pages: 5 Posted: 27 Nov 2007
Lyxor Asset Management, affiliation not provided to SSRN, Credit Lyonnais Asset Management and Amundi Asset Management
Downloads 554 (48,041)
Citation 8

Abstract:

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default correlations, factor models