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: 2017-11-18    RAS profile: 2017-10-30    
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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)

Yazbeck, Myra (1)

Mornet, Pauline (1)

Makdissi, Paul (1)

Shvedov, Alexey (1)

Orazem, Peter (1)

Cites to:

Engle, Robert (5)

Fama, Eugene (5)

Chevallier, Julien (5)

Andersen, Torben (4)

Johansen, Soren (4)

Yitzhaki, Shlomo (4)

Leamer, Edward (4)

Mussard, Stéphane (4)

Bollerslev, Tim (4)

Sheppard, Kevin (4)

Ait-Sahalia, Yacine (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.

Full description at Econpapers || Download paper

2017Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav . 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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
paper
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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