5
H index
2
i10 index
95
Citations
Jules SADEFO KAMDEM : Citation Profile
Université de Montpellier | RESEARCH PRODUCTION: 29 Articles 99 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
21 years (2003 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jules SADEFO KAMDEM. | Is cited by:
| Cites to:
|
Main data
Where Jules SADEFO KAMDEM has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 4 |
| Chaos, Solitons & Fractals | 3 |
| Annals of Finance | 2 |
| Journal of Quantitative Economics | 2 |
| Annals of Operations Research | 2 |
| Economic Modelling | 2 |
| New Mathematics and Natural Computation (NMNC) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 64 |
| Working Papers / HAL | 21 |
| Working Papers / LAMETA, Universtiy of Montpellier | 5 |
| Papers / arXiv.org | 3 |
| Risk and Insurance / University Library of Munich, Germany | 2 |
| GE, Growth, Math methods / University Library of Munich, Germany | 2 |
Recent works citing Jules SADEFO KAMDEM (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707. Full description at Econpapers || Download paper |
| 2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper |
| 2023 | The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge. (2023). Smith, William T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00684. Full description at Econpapers || Download paper |
| 2023 | Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734. Full description at Econpapers || Download paper |
| 2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper |
| 2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper |
| 2024 | Integration of the international carbon market: A time-varying analysis. (2024). Scholtens, Bert ; Lyu, Chenyan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009607. Full description at Econpapers || Download paper |
| 2024 | Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801. Full description at Econpapers || Download paper |
| 2023 | Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey. (2023). Lind, Pedro G ; Andreadakis, Zacharias E ; Kumarasamy, Suresh ; Srinivasan, Sabarathinam. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5383-:d:1194276. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Unraveling the relationship between betas and ESG scores through the Random Forests methodology. (2023). del Carmen, Maria ; Martin-Cervantes, Pedro Antonio. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00121-5. Full description at Econpapers || Download paper |
| 2023 | Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470. Full description at Econpapers || Download paper |
Works by Jules SADEFO KAMDEM:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2011 | VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2011 | VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2004 | Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors.(2004) In: Risk and Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2003 | Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.(2008) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2008 | Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | VaR and ES for linear portfolios with mixture of elliptic distributed Risk Factors In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | QUADRATIC PENS PARADE AND THE COMPUTATION OF THE GINI INDEX In: Review of Income and Wealth. [Citation analysis] | article | 1 |
| 2010 | Quadratic Pens Parade and the Computation of the Gini index.(2010) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Uncertain Outcomes and Climate Change Policy Using an Expo-Power Utility Function In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Uncertain outcomes and climate change policy using Expo-Power Utility Function.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2020 | Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 17 |
| 2020 | Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2021 | Local and implied volatilities with the mixed-modified-fractional-Dupire model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
| 2021 | Local and implied volatilities with the Mixed-Modified-Fractional-Dupire Model.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Decomposition method for the Camassa–Holm equation In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
| 2007 | Decomposition method for the Camassa–Holm equation.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | A nice estimation of Gini index and power Pens parade In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2012 | A nice estimation of Gini index and power Pens parade.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2014 | Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2009 | [Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Moments and semi-moments for fuzzy portfolio selection In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Moments and Semi-Moments for fuzzy portfolios selection.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | Fuzzy risk adjusted performance measures: Application to hedge funds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Fuzzy risk adjusted performance measures: Application to hedge funds.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Fuzzy risk adjusted performance measures: application to Hedge funds.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | CAPM with fuzzy returns and hypothesis testing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | CAPM with fuzzy returns and hypothesis testing.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Sharp estimates for the CDF of quadratic forms of MPE random vectors In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Sharp estimates for the CDF of quadratic forms of MPE random vectors.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Dynamic optimal hedge ratio design when price and production are stochastic with jump.(2022) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2021 | S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.(2021) In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario In: Post-Print. [Citation analysis] | paper | 2 |
| 2018 | Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns In: Post-Print. [Citation analysis] | paper | 2 |
| 2017 | Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns.(2017) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets In: Post-Print. [Citation analysis] | paper | 5 |
| 2014 | Generalized Integral Transforms with the Homotopy Perturbation Method In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors In: Post-Print. [Citation analysis] | paper | 3 |
| 2012 | VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors.(2012) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty.(2020) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection.(2020) In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | ECONOMIC GROWTH, ENERGY CONSUMPTION, AND TRANSITION IN MOROCCO In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | The Implications of oil market volatility on the credit risk of some oil-exporting countries In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Implications of oil market volatility on the credit risk of some oil- exporting countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | The Co-Evolution of Energy Intensity and Carbon Emissions in Morocco In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Optimal harvesting of a regime-switching stochastic growing renewable resource: a utility theory approach.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Expected value and variance of a fuzzy variable based on a new fuzzy measure. In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Expected value and variance of a fuzzy variable based on a new fuzzy measure.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | VaR and ES for linear portfolios with mixture of elliptic distributions risk factors In: Post-Print. [Citation analysis] | paper | 3 |
| 2009 | Decomposition method for the b-balanced shallow water equation In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Decomposition method for the b-balanced shallow water equation.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | La rente hydroélectrique en Afrique : une évaluation avec taxation et optimisation des coûts totaux de production In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | La rente hydroélectrique en Afrique : Une évaluation avec taxation et optimisation des coûts totaux de production.(2020) In: Region et Developpement. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Real option approach for optimal fishery harvesting with jumps in stock dynamics In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | REAL OPTION APPROACH FOR OPTIMAL FISHERY HARVESTING WITH JUMPS IN STOCK DYNAMICS.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | KURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Option pricing with Levy process using Mellin Transform In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Time Series Analysis Intervals and Energy Economics Forecast In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Businesses Risks Aggregation with Copula In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Businesses Risks Aggregation with Copula.(2011) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return In: Post-Print. [Citation analysis] | paper | 1 |
| 2021 | On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return.(2021) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Hydropower rent in Africa : An evaluation by optimization of the total costs of production In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Criteria for choosing the method of leasing finances in Small and Medium Enterprises (SMEs) in Cameroon In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach.(2022) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index.(2021) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | A fuzzy multifactor asset pricing model In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | A fuzzy multifactor asset pricing model.(2022) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Bull Spread Option pricing using a mixed modified fractional process with stochastic volatility and interest rates In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Learning models for forecasting COVID-19 spread in Africa In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Multiscale Agricultural Commodities Forecasting using Wavelet-SARIMA Process In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process.(2023) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A root mean square fuzzy pay-off approach for real options valuation of energy projects In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Economic Analysis of a Grid-Connected PV Plant : A Case Study in French Guiana In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Time-frequency analysis and machine learning models for carbon market forecasting In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Energy supply, public debt, and economic growth: Causality analysis for a panel of OECD European countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series In: Post-Print. [Citation analysis] | paper | 0 |
| 2024 | Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series.(2024) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Empirical Performance of an ESG Assets Portfolio from US Market In: Post-Print. [Citation analysis] | paper | 0 |
| 2024 | An abelian way approach to study random extended intervals and their ARMA processes In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Dynamic optimal hedging with futures in portfolio context In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Gini Index and Polynomial Pens Parade In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Coefficient of variation and Power Pens parade computation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Dominances on fuzzy variables based on credibility measure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Fishery Management in a Regime Switching Environment: Utility Based Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | WILLINGNESS TO PAY OF AN EXPO-POWER UTILITY DECISION MAKER TO LIMIT CLIMATE CHANGE In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On Random Extended Intervals and their ARMA Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | An Abelian Group way to study Random Extended Intervals and their ARMA Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Accuracies of Model Risks in Finance using Machine Learning In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Accuracies of some Learning or Scoring Models for Credit Risk Measurement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | VAR FOR QUADRATIC PORTFOLIOS WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Capital asset pricing model with fuzzy returns and hypothesis testing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2004 | Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 1 |
| 2004 | VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors. In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 0 |
| 2004 | VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors..(2004) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors In: Risk and Insurance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team