SADEFO KAMDEM Jules : Citation Profile


Are you SADEFO KAMDEM Jules?

Université de Montpellier I (50% share)

4

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

12

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2004 - 2015). See details.
   Cites by year: 2
   Journals where SADEFO KAMDEM Jules has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 9 (26.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa158
   Updated: 2017-09-23    RAS profile: 2017-08-31    
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Relations with other researchers


Works with:

nsouadi, Clarda (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with SADEFO KAMDEM Jules.

Is cited by:

Nesmith, Travis (3)

Mornet, Pauline (1)

Shvedov, Alexey (1)

Yazbeck, Myra (1)

Orazem, Peter (1)

Makdissi, Paul (1)

Cites to:

Fama, Eugene (5)

Chevallier, Julien (5)

Engle, Robert (5)

Andersen, Torben (4)

Bollerslev, Tim (4)

Mussard, Stéphane (4)

Leamer, Edward (4)

Yitzhaki, Shlomo (4)

Sheppard, Kevin (4)

Johansen, Soren (4)

Sharpe, William (3)

Main data


Where SADEFO KAMDEM Jules has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics4
Economic Modelling3

Working Papers Series with more than one paper published# docs
Working Papers / LAMETA, Universtiy of Montpellier5
Working Papers / HAL4

Recent works citing SADEFO KAMDEM Jules (2017 and 2016)


YearTitle of citing document
2017How does issuing contingent convertible bonds improve banks solvency? A Value-at-Risk and Expected Shortfall approach. (2017). LIBERADZKI, MARCIN ; Jaworski, Piotr . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:162-168.

Full description at Econpapers || Download paper

2017A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios. (2017). Yue, Wei ; Wang, Yuping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:124-140.

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2017Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Dobrev, Dobrislav ; Oh, Dong Hwan . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239.

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2017Performance Pay, the Marriage Market and Rising Income Inequality in Taiwan. (2017). Orazem, Peter ; Keng, Shao-Hsun . In: ISU General Staff Papers. RePEc:isu:genstf:201702050800001023.

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2016Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting. (2016). GOMIDE, FERNANDO ; MacIel, Leandro ; Ballini, Rosangela . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9535-2.

Full description at Econpapers || Download paper

2017A Non-linear Estimation of the Capital Asset Pricing Model: The Case of Japanese Automobile Industry Firms. (2017). Tsuji, Chikashi . In: Applied Finance and Accounting. RePEc:rfa:afajnl:v:3:y:2017:i:2:p:20-26.

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2016Estimating the means and the covariances of fuzzy random variables. (2016). Shvedov, Alexey. In: Applied Econometrics. RePEc:ris:apltrx:0294.

Full description at Econpapers || Download paper

2017Decomposing Changes in Inequality and Welfare Between EU Regions: The Roles of Population Change, Re-Ranking and Income Growth. (2017). Mussini, Mauro . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:130:y:2017:i:2:d:10.1007_s11205-015-1184-2.

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Works by SADEFO KAMDEM Jules:


YearTitleTypeCited
2011QUADRATIC PENS PARADE AND THE COMPUTATION OF THE GINI INDEX In: Review of Income and Wealth.
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2010Quadratic Pens Parade and the Computation of the Gini index.(2010) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 0
paper
2008Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options In: Computational Statistics & Data Analysis.
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article2
2012A nice estimation of Gini index and power Pens parade In: Economic Modelling.
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article1
2013The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 In: Economic Modelling.
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article4
2014Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns In: Economic Modelling.
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article2
2009[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC In: Insurance: Mathematics and Economics.
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article2
2012Moments and semi-moments for fuzzy portfolio selection In: Insurance: Mathematics and Economics.
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article4
2011Moments and Semi-Moments for fuzzy portfolios selection.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2012Fuzzy risk adjusted performance measures: Application to hedge funds In: Insurance: Mathematics and Economics.
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2012Fuzzy risk adjusted performance measures: application to Hedge funds.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2014CAPM with fuzzy returns and hypothesis testing In: Insurance: Mathematics and Economics.
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article4
2010Sharp estimates for the CDF of quadratic forms of MPE random vectors In: Journal of Multivariate Analysis.
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article0
2011INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS In: Working Papers.
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2011DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM In: Working Papers.
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2012Dominances on fuzzy variables based on credibility measure In: Working Papers.
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2011Businesses Risks Aggregation with Copula In: Journal of Quantitative Economics.
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2012VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors In: Annals of Finance.
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article1
2009VAR FOR QUADRATIC PORTFOLIOS WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS In: Working Papers.
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paper1
2012Capital asset pricing model with fuzzy returns and hypothesis testing In: Working Papers.
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paper0
2013Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone In: Working Papers.
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2015Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie In: Working Papers.
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2004Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors In: Computing in Economics and Finance 2004.
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paper4

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