Bertrand Maillet

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem Annals of Operations Research	2024-05-30	Paper
Monte Carlo within simulated annealing for integral constrained optimizations Annals of Operations Research	2024-05-30	Paper
A financial fraud detection indicator for investors: an \textit{IDeA} Annals of Operations Research	2022-07-05	Paper
A \textit{meta}-measure of performance related to both investors and investments characteristics Annals of Operations Research	2022-07-05	Paper
Dynamic large financial networks \textit{via} conditional expected shortfalls European Journal of Operational Research	2022-02-22	Paper
A note on skewness and kurtosis adjusted option pricing models under the martingale restriction Quantitative Finance	2019-01-15	Paper
An index of market shocks based on multiscale analysis Quantitative Finance	2019-01-14	Paper
A dynamic autoregressive expectile for time-invariant portfolio protection strategies Journal of Economic Dynamics and Control	2018-11-01	Paper
Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach European Journal of Operational Research	2016-10-06	Paper
Understanding and reducing variability of SOM neighbourhood structure Neural Networks	2006-10-10	Paper
scientific article; zbMATH DE number 2154390 (Why is no real title available?)	2005-04-09	Paper

Research outcomes over time

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