Fabrice Barthélémy : Citation Profile


Are you Fabrice Barthélémy?

Académie de Versailles (50% share)
Université de Cergy-Pontoise (50% share)

4

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

26

Articles

79

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 3
   Journals where Fabrice Barthélémy has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 24 (21.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba408
   Updated: 2022-06-25    RAS profile: 2021-03-26    
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Relations with other researchers


Works with:

Baroni, Michel (5)

Prigent, Jean-Luc (4)

Lepelley, Dominique (2)

BERTRAND, Philippe (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrice Barthélémy.

Is cited by:

Vranceanu, Radu (7)

Giraud, Gaël (4)

Besancenot, Damien (4)

Huynh, Kim (3)

Fourcans, Andre (3)

Wilhelmsson, Mats (3)

Naiditch, Claire (3)

Kamwa, Eric (3)

Benchimol, Jonathan (3)

Fisher, Timothy (2)

Tuffery, Laetitia (2)

Cites to:

Baroni, Michel (15)

Ling, David (9)

Prigent, Jean-Luc (9)

hendershott, patric (8)

Lepelley, Dominique (7)

Leech, Dennis (7)

Fernandez-Val, Ivan (6)

Young, Michael (6)

Quigley, John (6)

Martin, Mathieu (5)

Thibodeau, Thomas (5)

Main data


Where Fabrice Barthélémy has published?


Journals with more than one article published# docs
Revue conomique4
Journal of Property Investment & Finance4
The Journal of Real Estate Finance and Economics3
Annals of Operations Research3

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise35
ERES / European Real Estate Society (ERES)23
Post-Print / HAL9

Recent works citing Fabrice Barthélémy (2021 and 2020)


YearTitle of citing document
2020A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Shiller, Robert J ; Fabozzi, Frank J ; Tunaru, Radu S. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45.

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2021Inconsistent weighting in weighted voting games. (2021). Moyouwou, Issofa ; Diss, Mostapha ; Deschamps, Marc ; Beal, Sylvain. In: Working Papers. RePEc:crb:wpaper:2021-01.

Full description at Econpapers || Download paper

2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Diversification potential in real estate portfolios. (2021). Hasse, Jean-Baptiste ; Fuerst, Franz ; Candelon, Bertrand. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:126-139.

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2020Debt-to-equity conversion in bankruptcy reorganization and post-bankruptcy firm survival. (2020). Grajzl, Peter ; Cepec, Jaka. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819301176.

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2020Average weights and power in weighted voting games. (2020). yczkowski, Karol ; Stolicki, Dariusz ; Somczyski, Wojciech ; Kirsch, Werner ; Boratyn, Daria. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:108:y:2020:i:c:p:90-99.

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2020The Voting Power in the Inter-communal Council of Martinique and Guadeloupe. (2018). Kamwa, Eric ; Dia, Ibrahima. In: Post-Print. RePEc:hal:journl:hal-01631190.

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2020Power Inequality in Inter-communal Structures: The Simulated Impact of a Reform in the Case of the Municipalities in Western France. (2020). ABIDI, Zineb ; Leprince, Matthieu ; Merlin, Vincent. In: Post-Print. RePEc:hal:journl:halshs-02996998.

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2020Measuring Gentrification with Getis-Ord Statistics and Its Effect on Housing Prices in Neighboring Areas: The Case of Stockholm. (2020). Wilhelmsson, Mats ; Warsame, Abukar ; Ismail, Muhammad. In: Working Paper Series. RePEc:hhs:kthrec:2020_019.

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2021Real estate ETNs in strategic asset allocation. (2021). Steininger, Bertram I ; Sebastian, Steffen P. In: Working Paper Series. RePEc:hhs:kthrec:2021_008.

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2022Economic Fundamentals, Capital Expenditures and Asset Dispositions. (2022). Ambrose, Brent ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-019-09698-9.

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2020Property Price Modelling, Market Segmentation and Submarket Classifications: A Review. (2020). Usman, Adekunle Muhammad ; Mohd, Lizam ; Hamza, Usman. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:28:y:2020:i:3:p:24-35:n:3.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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2021Assessing liquidity?adjusted risk forecasts. (2021). Uffmann, Christina ; Berger, Theo. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1179-1189.

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Works by Fabrice Barthélémy:


YearTitleTypeCited
2011A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections In: Annals of Economics and Statistics.
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2007A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election.(2007) In: THEMA Working Papers.
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2011A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections.(2011) In: THEMA Working Papers.
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2001Analysing the real estate investment risk : The case of Paris In: ERES.
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2002A Repeat Sales Index for Paris In: ERES.
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2003Which Capital Growth for the Paris Residential Market? In: ERES.
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2003A Hybrid Housing Price Index for Paris In: ERES.
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2004A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris In: ERES.
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2004Physical Real Estate. A Paris Repeat Sales Residential Index In: ERES.
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2004Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: ESSEC Working Papers.
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2004Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: THEMA Working Papers.
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2004Do building and street matter? In: ERES.
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2006OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO. In: ERES.
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2006Optimal holding period In Real Estate Portfolio.(2006) In: THEMA Working Papers.
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2007May we Build Derivatives on the Paris Residential Market? In: ERES.
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2007Paris Repeat Sales Commercial Property Indices In: ERES.
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2007The Carrez Law: a Law to Fight Against the Round Numbers? In: ERES.
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2008A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME In: ERES.
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2009Forecasting Real Estate Prices From a PCA Repeat Sales Index In: ERES.
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2009Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes In: ERES.
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2010COMBINING MONTE-CARLO SIMULATIONS AND OPTIONS TO MANAGE RISK OF REAL ESTATE PORTFOLIOS In: ERES.
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2012Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2012) In: ESSEC Working Papers.
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2013Combining Monte Carlo simulations and options to manage the risk of real estate portfolios.(2013) In: Journal of Property Investment & Finance.
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2011Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 5
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2012Cornish-Fisher expansion for real estate value at risk In: ERES.
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2012Value-at-risk: A specific real estate model In: ERES.
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2013Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach In: ERES.
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2016Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach.(2016) In: THEMA Working Papers.
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2014Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006 In: ERES.
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2015Ex-ante real estate Value at Risk calculation method In: ERES.
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2018Ex-ante real estate Value at Risk calculation method.(2018) In: Annals of Operations Research.
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2016Segmenting the Paris residential market using a Principal Component Analysis In: ERES.
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2017A changing model for Real Estate Returns: a factorial approach In: ERES.
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2018An index to forecast housing returns In: ERES.
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2007La rénovation de la Goutte dOr est-elle un succès ?. Un diagnostic à laide dindices de prix immobilier In: Economie & Prévision.
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2004La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier.(2004) In: THEMA Working Papers.
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2007La rénovation de la Goutte dOr est-elle un succès ? Un diagnostic à laide dindices de prix immobilier.(2007) In: Économie et Prévision.
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This paper has another version. Agregated cites: 4
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2007Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-dOise In: Revue économique.
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2008Un nouvel indice de risque immobilier pour le marché résidentiel parisien In: Revue économique.
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2009La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ? In: Revue économique.
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2009La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?.(2009) In: THEMA Working Papers.
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2009La loi LRU a-telle modifié les distributions de pouvoir au sein des universités françaises.(2009) In: Post-Print.
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2020Un nouveau paradigme de la dynamique des rendements immobiliers parisiens In: Revue économique.
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2008Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil dadministration : une analyse en termes de pouvoir In: Revue d'économie politique.
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2008Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration : une analyse en termes de pouvoir.(2008) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 2
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2008Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil dadministration: une analyse en termes de pouvoir.(2008) In: Post-Print.
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2003Which Capital Growth Index for the Paris Residential Market? In: ESSEC Working Papers.
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2004Which Capital Growth Index for the Paris Residential Market?.(2004) In: THEMA Working Papers.
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2004The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001 In: ESSEC Working Papers.
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2005A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France) In: ESSEC Working Papers.
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2006Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation In: ESSEC Working Papers.
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2007Optimal Holding Period for a Real Estate Portfolio In: ESSEC Working Papers.
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2007Optimal holding period for a real estate portfolio.(2007) In: Journal of Property Investment & Finance.
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2007Is it possible to construct derivatives for the Paris residential market? In: ESSEC Working Papers.
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2007Is it possible to construct derivatives for the Paris residential market?.(2007) In: THEMA Working Papers.
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2008Is It Possible to Construct Derivatives for the Paris Residential Market?.(2008) In: The Journal of Real Estate Finance and Economics.
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2009A repeat sales index Robust to small datasets In: ESSEC Working Papers.
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2009A repeat sales index robust to small datasets.(2009) In: THEMA Working Papers.
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2011A repeat sales index robust to small datasets.(2011) In: Journal of Property Investment & Finance.
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2009A Repeat Sales Index Robust to Small Datasets.(2009) In: Post-Print.
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2014The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio In: ESSEC Working Papers.
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2015The impact of lease structures on the optimal holding period for a commercial real estate portfolio.(2015) In: Journal of Property Investment & Finance.
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2015The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio.(2015) In: Post-Print.
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2016Real estate investment: Market volatility and optimal holding period under risk aversion In: Economic Modelling.
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2015Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion.(2015) In: THEMA Working Papers.
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1996Unit roots tests and SARIMA models In: Economics Letters.
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2009What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data In: International Review of Law and Economics.
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2006What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data.(2006) In: THEMA Working Papers.
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2009What Discount Rate Should Bankruptcy Judges Use? Estimate from Canadian Reorganization Data.(2009) In: Post-Print.
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2000Strategies optimales dallocation de portefeuilles internationaux avec contraintes In: THEMA Working Papers.
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2001Indices de limmobilier physique et facteurs systématiques de risque In: THEMA Working Papers.
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2002Sequential Multiple Unit Root Test : New Evidence In: THEMA Working Papers.
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2004Estimates of Creditors Discount Rates in Court-Supervised Reorganisation Decisions In: THEMA Working Papers.
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2005Répartition des sièges au sein des structures intercommunales du Val d’Oise In: THEMA Working Papers.
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2006Analyse spatiale du pouvoir de vote : application au cas de lintercommunalité dans le département du Val dOise In: THEMA Working Papers.
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2007Configurations study for the Banzhaf and the Shapley-Shubik indices of power In: THEMA Working Papers.
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2007On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates In: THEMA Working Papers.
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2008Optimal Time to Sell in Real Estate Portfolio Management In: THEMA Working Papers.
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2009Optimal Time to Sell in Real Estate Portfolio Management.(2009) In: The Journal of Real Estate Finance and Economics.
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2008Italian Senate apportionment: is the 2007 proposal fair? In: THEMA Working Papers.
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2011Real Estate Portfolio Management : Optimization under Risk Aversion In: THEMA Working Papers.
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2011Some conjectures on the two main power indices In: THEMA Working Papers.
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2011U.S Presidential Elections and the Referendum Paradox In: THEMA Working Papers.
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2011Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented? In: THEMA Working Papers.
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2011On the Likelihood of Dummy players in Weighted Majority Games In: THEMA Working Papers.
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2012On the likelihood of dummy players in weighted majority games.(2012) In: Post-Print.
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2013On the likelihood of dummy players in weighted majority games.(2013) In: Social Choice and Welfare.
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2014Cornish-Fisher Expansion for Commercial Real Estate Value at Risk In: THEMA Working Papers.
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2015Cornish-Fisher Expansion for Commercial Real Estate Value at Risk.(2015) In: The Journal of Real Estate Finance and Economics.
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2014The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account In: THEMA Working Papers.
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2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion In: THEMA Working Papers.
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2017Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR In: THEMA Working Papers.
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2019Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR.(2019) In: Annals of Operations Research.
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2017Trump’s victory like Harrison, not Hayes and Bush In: THEMA Working Papers.
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2020Dummy players and the quota in weighted voting games: Some further results In: THEMA Working Papers.
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2021Dummy Players and the Quota in Weighted Voting Games: Some Further Results.(2021) In: Studies in Choice and Welfare.
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1997Tests de racines unitaires multiples et saisonnalité In: THEMA Working Papers.
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1997Tests de racines unitaires multiples et saisonnalité..(1997) In: Revue Économique.
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2017Market heterogeneity, investment risk and portfolio allocation: Applying quantile regression to the Paris apartment market In: International Journal of Housing Markets and Analysis.
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1996Properties of Unit Root Tests for Models with Trend and Cycles. In: G.R.E.Q.A.M..
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1996Properties of the ADF Unit Root Test for Models with Trends and Cycles. In: G.R.E.Q.A.M..
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2018Mixed-asset portfolio allocation under mean-reverting asset returns In: Post-Print.
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2019Mixed-asset portfolio allocation under mean-reverting asset returns.(2019) In: Annals of Operations Research.
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2020Dummy Players and the Quota in Weighted Voting Games In: Post-Print.
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2007APCA Factor Repeat Sales Index for Apartment Prices in Paris In: Journal of Real Estate Research.
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2021Dummy Players and the Quota in Weighted Voting Games In: Group Decision and Negotiation.
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