Bertrand Maillet

Available identifiers

Publication	Date of Publication	Type
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem	2024-05-30	Paper
Monte Carlo within simulated annealing for integral constrained optimizations	2024-05-30	Paper
A financial fraud detection indicator for investors: an \textit{IDeA}	2022-07-05	Paper
A \textit{meta}-measure of performance related to both investors and investments characteristics	2022-07-05	Paper
Dynamic large financial networks \textit{via} conditional expected shortfalls	2022-02-22	Paper
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*	2019-01-15	Paper
An index of market shocks based on multiscale analysis*	2019-01-14	Paper
A dynamic autoregressive expectile for time-invariant portfolio protection strategies	2018-11-01	Paper
Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach	2016-10-06	Paper
Understanding and reducing variability of SOM neighbourhood structure	2006-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4664916	2005-04-09	Paper

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