Jules Sadefo Kamdem

Available identifiers

zbMath Open sadefo-kamdem.julesMaRDI QIDQ470429

List of research outcomes

Publication	Date of Publication	Type
Uncertain outcomes and climate change policy using an expo-power utility function	2023-03-16	Paper
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection	2023-02-08	Paper
Dynamic optimal hedge ratio design when price and production are stochastic with jump	2022-09-21	Paper
Local and implied volatilities with the mixed-modified-fractional-Dupire model	2022-08-29	Paper
A fuzzy multifactor asset pricing model	2022-07-05	Paper
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach	2022-06-24	Paper
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return	2021-11-08	Paper
Fishery management in a regime switching environment: utility theory approach	2021-05-11	Paper
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors	2014-11-12	Paper
CAPM with fuzzy returns and hypothesis testing	2014-09-22	Paper
Generalized integral transforms with the homotopy perturbation method	2014-06-20	Paper
Moments and semi-moments for fuzzy portfolio selection	2014-04-25	Paper
Fuzzy risk adjusted performance measures: application to hedge funds	2014-04-25	Paper
Sharp estimates for the CDF of quadratic forms of MPE random vectors	2010-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3637854	2009-07-14	Paper
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options	2009-06-12	Paper
\(\varDelta \)-VaR and\(\varDelta \)-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC	2009-06-10	Paper
Decomposition method for the Camassa-Holm equation	2008-04-17	Paper
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS	2005-10-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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