Philippe De Peretti

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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!

PublicationDate of PublicationType
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Soft Computing
2022-07-12Paper
An omnibus test to detect time-heterogeneity in time series
Computational Statistics
2015-02-18Paper
ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
Macroeconomic Dynamics
2009-11-23Paper
A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR
Macroeconomic Dynamics
2006-03-08Paper
TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION
Macroeconomic Dynamics
2006-01-12Paper


Research outcomes over time


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