The following pages link to Bertrand Maillet (Q319338):
Displaying 9 items.
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- A financial fraud detection indicator for investors: an \textit{IDeA} (Q2151647) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Understanding and reducing variability of SOM neighbourhood structure (Q2506518) (← links)
- A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction* (Q4610256) (← links)
- An index of market shocks based on multiscale analysis* (Q4647246) (← links)
- (Q4664916) (← links)