5
H index
2
i10 index
97
Citations
Fabrice Barthélémy : Citation Profile
Université Paris-Saclay (50% share) | RESEARCH PRODUCTION: 27 Articles 80 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrice Barthélémy. | Is cited by:
| Cites to:
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Main data
Where Fabrice Barthélémy has published?
| Journals with more than one article published | # docs |
|---|---|
| Revue économique | 4 |
| Annals of Operations Research | 4 |
| Journal of Property Investment & Finance | 4 |
| The Journal of Real Estate Finance and Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| THEMA Working Papers / THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise | 35 |
| ERES / European Real Estate Society (ERES) | 23 |
| Post-Print / HAL | 10 |
| ESSEC Working Papers / ESSEC Research Center, ESSEC Business School | 10 |
Recent works citing Fabrice Barthélémy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145. Full description at Econpapers || Download paper |
| 2023 | Exact first moments of the RV coefficient by invariant orthogonal integration. (2023). Bavaud, Franois. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000738. Full description at Econpapers || Download paper |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers || Download paper |
| 2023 | Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets. (2023). Mighri, Zouheir ; Jaziri, Raouf. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00331-w. Full description at Econpapers || Download paper |
Works by Fabrice Barthélémy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2007 | A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election.(2007) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections.(2011) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2001 | Analysing the real estate investment risk : The case of Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Repeat Sales Index for Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Which Capital Growth for the Paris Residential Market? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A Hybrid Housing Price Index for Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Physical Real Estate. A Paris Repeat Sales Residential Index In: ERES. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: ESSEC Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Do building and street matter? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO. In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal holding period In Real Estate Portfolio.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | May we Build Derivatives on the Paris Residential Market? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Paris Repeat Sales Commercial Property Indices In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Carrez Law: a Law to Fight Against the Round Numbers? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Forecasting Real Estate Prices From a PCA Repeat Sales Index In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | COMBINING MONTE-CARLO SIMULATIONS AND OPTIONS TO MANAGE RISK OF REAL ESTATE PORTFOLIOS In: ERES. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2012) In: ESSEC Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Combining Monte Carlo simulations and options to manage the risk of real estate portfolios.(2013) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Cornish-Fisher expansion for real estate value at risk In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Value-at-risk: A specific real estate model In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach In: ERES. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach.(2016) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006 In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Ex-ante real estate Value at Risk calculation method In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Ex-ante real estate Value at Risk calculation method.(2018) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | Segmenting the Paris residential market using a Principal Component Analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A changing model for Real Estate Returns: a factorial approach In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An index to forecast housing returns In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | La rénovation de la Goutte dOr est-elle un succès ?. Un diagnostic à laide dindices de prix immobilier In: Economie & Prévision. [Full Text][Citation analysis] | article | 4 |
| 2004 | La 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | La rénovation de la Goutte dOr est-elle un succès ? Un diagnostic àlaide dindices de prix immobilier.(2007) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2007 | Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-dOise In: Revue économique. [Full Text][Citation analysis] | article | 1 |
| 2008 | Un nouvel indice de risque immobilier pour le marché résidentiel parisien In: Revue économique. [Full Text][Citation analysis] | article | 1 |
| 2009 | La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ? In: Revue économique. [Full Text][Citation analysis] | article | 1 |
| 2009 | La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?.(2009) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | La loi LRU a-telle modifié les distributions de pouvoir au sein des universités françaises.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | Un nouveau paradigme de la dynamique des rendements immobiliers parisiens In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2008 | Loi 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. [Full Text][Citation analysis] | article | 2 |
| 2008 | Loi 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Loi 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Which Capital Growth Index for the Paris Residential Market? In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Which Capital Growth Index for the Paris Residential Market?.(2004) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001 In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2005 | A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France) In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2006 | Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Optimal Holding Period for a Real Estate Portfolio In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Optimal holding period for a real estate portfolio.(2007) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | Is it possible to construct derivatives for the Paris residential market? In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Is it possible to construct derivatives for the Paris residential market?.(2007) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Is It Possible to Construct Derivatives for the Paris Residential Market?.(2008) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2009 | A repeat sales index Robust to small datasets In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A repeat sales index robust to small datasets.(2009) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | A repeat sales index robust to small datasets.(2011) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | A Repeat Sales Index Robust to Small Datasets.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The impact of lease structures on the optimal holding period for a commercial real estate portfolio.(2015) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Real estate investment: Market volatility and optimal holding period under risk aversion In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion.(2015) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1996 | Unit roots tests and SARIMA models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | What Discount Rate Should Bankruptcy Judges Use? Estimate from Canadian Reorganization Data.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2000 | Strategies optimales dallocation de portefeuilles internationaux avec contraintes In: THEMA Working Papers. [Citation analysis] | paper | 0 |
| 2001 | Indices de limmobilier physique et facteurs systématiques de risque In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Sequential Multiple Unit Root Test : New Evidence In: THEMA Working Papers. [Citation analysis] | paper | 0 |
| 2004 | Estimates of Creditors Discount Rates in Court-Supervised Reorganisation Decisions In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Répartition des sièges au sein des structures intercommunales du Val d’Oise In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Analyse spatiale du pouvoir de vote : application au cas de lintercommunalité dans le département du Val dOise In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Configurations study for the Banzhaf and the Shapley-Shubik indices of power In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Optimal Time to Sell in Real Estate Portfolio Management In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Optimal Time to Sell in Real Estate Portfolio Management.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | Optimal Time to Sell in Real Estate Portfolio Management.(2009) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2008 | Italian Senate apportionment: is the 2007 proposal fair? In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Real Estate Portfolio Management : Optimization under Risk Aversion In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Some conjectures on the two main power indices In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | U.S Presidential Elections and the Referendum Paradox In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented? In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the Likelihood of Dummy players in Weighted Majority Games In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | On the likelihood of dummy players in weighted majority games.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | On the likelihood of dummy players in weighted majority games.(2013) In: Social Choice and Welfare. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Cornish-Fisher Expansion for Commercial Real Estate Value at Risk In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Cornish-Fisher Expansion for Commercial Real Estate Value at Risk.(2015) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR.(2019) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Trump’s victory like Harrison, not Hayes and Bush In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dummy players and the quota in weighted voting games: Some further results In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Dummy Players and the Quota in Weighted Voting Games: Some Further Results.(2021) In: Studies in Choice and Welfare. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 1997 | Tests de racines unitaires multiples et saisonnalité In: THEMA Working Papers. [Citation analysis] | paper | 1 |
| 1997 | Tests de racines unitaires multiples et saisonnalité..(1997) In: Revue Économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Market heterogeneity, investment risk and portfolio allocation In: International Journal of Housing Markets and Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | Properties of Unit Root Tests for Models with Trend and Cycles. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 1996 | Properties of the ADF Unit Root Test for Models with Trends and Cycles. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 1 |
| 2018 | Mixed-asset portfolio allocation under mean-reverting asset returns In: Post-Print. [Citation analysis] | paper | 2 |
| 2019 | Mixed-asset portfolio allocation under mean-reverting asset returns.(2019) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Dummy Players and the Quota in Weighted Voting Games In: Post-Print. [Citation analysis] | paper | 0 |
| 2021 | Dummy Players and the Quota in Weighted Voting Games.(2021) In: Group Decision and Negotiation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2007 | APCA Factor Repeat Sales Index for Apartment Prices in Paris In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 4 |
| 2022 | Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
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