Access Statistics for Bertrand Bruno Maillet

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 29 0 1 3 119
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 20 0 0 0 89
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 0 63 0 0 0 287
A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction 0 0 0 0 0 3 4 48
A Risk Management Approach for Portfolio Insurance Strategies 0 0 1 105 0 0 1 240
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 326 0 1 3 1,059
A Survey on the Four Families of Performance Measures 0 0 0 0 0 0 1 63
An Economic Evaluation of Model Risk In Long-term Asset Allocations 0 0 0 2 0 0 0 32
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 0 0 0 0 41
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 23 0 0 1 72
Caractérisation de crises financières à l'aide de modèles hybrides (HMC-MLP) 0 0 0 27 0 1 1 126
Classifying Hedge Funds using Kohonen Map 0 0 0 0 0 0 0 11
Completing Hedge Fund Missing Net Asset Values using Kohonen Maps and Constrained Randomization 0 0 0 0 0 0 0 6
D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ? 0 0 0 25 0 0 0 135
D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires? 0 0 0 38 0 1 3 148
Detrending Persistent Predictors 0 0 1 16 0 0 1 68
Detrending Persistent Predictors 0 0 0 39 0 0 0 37
Do misalignments predict aggregated stock-market volatility? 0 0 0 0 0 0 0 11
Du risque des mesures de risque systémique 0 0 0 0 0 0 1 34
Efficient Frontier for Robust Higher-order Moment Portfolio Selection 0 0 0 23 0 0 0 89
Efficient frontier for robust higher-order moment portfolio selection 0 0 0 119 0 0 0 380
Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes 0 0 0 75 0 1 2 220
Flexible Least Squares Betas: The French Market Case 0 0 0 0 2 3 5 956
Further Insights on the Puzzle of Technical Analysis Profitability 0 0 0 0 0 0 0 18
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 0 0 0 4 53
Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier 0 0 0 0 0 0 3 48
High Watermarks of Market Risks 0 0 0 30 0 0 0 80
High Watermarks of Market Risks 0 0 0 28 0 0 0 25
How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks 0 0 0 136 0 1 1 706
How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks 0 0 0 3 0 0 0 26
Introduction to Multi-moment Asset Allocation and Pricing Models 0 0 0 0 0 0 1 22
L'approche DARE pour une mesure de risque diversifiée 0 0 0 11 0 0 0 90
L'approche DARE pour une mesure de risque diversifiée 0 0 0 0 0 0 0 12
L'approche DARE pour une mesure de risque diversifiée 0 0 0 12 0 0 1 106
La macroéconomie-en-risque 0 0 0 0 0 0 1 13
La macroéconomie-en-risque 0 0 0 0 0 0 0 11
La volatilité des marchés augmente-elle ? 0 0 0 0 0 0 1 20
Learning by Failing: A Simple Buffer for VaR 0 0 0 0 0 1 1 15
Learning by Failing: A Simple VaR Buffer 0 0 0 0 0 0 0 19
Mesure de temps, information et distribution des rendements intra-journaliers 0 0 0 0 0 1 1 5
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 2 3 3 258
Multi-moment Asset Allocation and Pricing Models 0 0 0 0 0 0 1 31
On the (Ab)Use of Omega? 0 0 0 56 0 0 1 222
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 0 0 0 90 1 1 4 279
Prévoir sans persistance 0 0 0 10 0 0 1 64
Prévoir sans persistance 0 0 0 0 0 0 0 11
Prévoir sans persistance 0 0 0 6 0 0 0 34
Prévoir sans persistance 0 0 0 0 0 0 0 7
Quelle a été l'ampleur de la crise financière de Septembre 2001 ? Une mise en perspective 0 0 0 0 0 0 1 9
Revisited Multi-moment Approximate Option 0 0 0 274 0 0 3 683
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 2 2 41 0 2 4 209
Risk Model-at-Risk 0 0 0 0 0 0 1 39
Risk models-at-risk 0 0 0 1 0 0 0 59
Risk models–at–risk 0 0 1 45 0 2 3 125
Rose des vents, éventails et explosions d'étoiles sur le marché français 0 0 0 0 0 0 0 7
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 328 0 0 1 750
Skewness and kurtosis implied by option prices: a second comment 0 0 0 35 0 0 2 149
Technical Analysis Profitability when Exchange Rates are Pegged: A Note 0 0 0 0 0 0 0 10
The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework 0 0 0 0 0 2 2 52
The 4-CAPM: in between Asset Pricing and Asset Allocation 0 0 0 0 0 1 1 25
The Approximate Option Pricing Model: Performances and Dynamic Properties 0 0 0 0 0 1 1 31
The Impact of the 9/11 Events on the American and French Stock Markets 0 0 0 0 0 0 0 18
The Riskiness of Risk Models 0 0 1 21 0 0 3 88
The Riskiness of Risk Models 0 0 0 108 0 0 0 72
Theoretical Foundations of Higher Moments when Pricing Assets 0 0 0 0 0 1 1 15
Tijd voor revisie van Life-Cycle Fondsen 0 0 0 0 0 0 2 15
Un MEDAF à plusieurs moments réalisés 0 0 0 33 0 0 2 162
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 1 1 157
Understanding and reducing variability of SOM neighbourhood structure 0 0 0 0 0 0 0 26
Une analyse temps-fréquence des cycles financiers 0 0 0 0 0 0 0 4
Une analyse temps-fréquences des cycles financiers 0 0 0 23 0 0 1 72
Une analyse temps-fréquences des cycles financiers 0 0 0 33 0 0 1 93
Une evaluation economique du risque de modele pour les investisseurs de long terme. (An Economic Evaluation of the Model Risk for Long-Term Investors. With English summary.) 0 0 0 0 0 1 1 8
Une étude empirique de la performance de l'analyse technique sur le marché des changes 0 0 0 0 0 0 0 20
Une évaluation économique du risque de modèle pour les investisseurs de long terme 0 0 0 0 0 0 0 10
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 1 28
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 5 0 0 1 35
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 0 0 0 0 9
Variabilité du risque systématique: une étude du bêta sur le marché français des actions 0 0 0 0 0 1 1 12
Total Working Papers 0 2 6 2,403 5 30 84 9,438
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DARE for VaR 0 0 0 20 0 0 1 94
A Non-Linear Approach for Completing Missing Values in Temporal Databases 0 0 0 3 0 0 1 30
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 2 34 0 1 7 144
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 0 30 0 0 1 124
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction 0 2 5 103 0 2 5 213
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 3 0 0 0 40
An index of market shocks based on multiscale analysis 0 0 3 39 0 1 4 143
Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP) 0 0 0 4 0 0 1 42
Do misalignments predict aggregated stock-market volatility? 0 0 0 20 0 0 0 78
Du risque des mesures de risque systémique 0 0 0 5 0 0 0 28
D’un indice de détection d’anomalies à l’usage des investisseurs 0 0 0 6 0 0 1 37
Further insights on the puzzle of technical analysis profitability 0 0 1 246 0 0 1 694
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 28 0 2 6 139
L'approche dare pour une mesure de risque diversifiée 0 0 0 2 0 1 1 64
La macroéconomie-en-risque 0 0 0 3 0 0 0 29
La volatilité des marchés augmente-t-elle ? 0 0 0 9 1 1 2 66
Prévoir sans persistance 0 0 0 1 0 0 1 43
Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences 0 0 0 0 0 0 0 14
Risk models-at-risk 0 2 3 63 1 4 10 232
Technical analysis profitability when exchange rates are pegged: A note 0 0 0 50 0 0 0 188
The Impact of the 9/11 Events on the American and French Stock Markets 0 1 1 104 0 1 3 302
The approximate option pricing model: performances and dynamic properties 0 0 0 40 0 0 0 169
Un MEDAF à plusieurs moments réalisés 0 0 1 71 0 0 3 259
Une analyse temps-fréquences des cycles financiers 0 0 0 0 0 0 0 15
Une évaluation économique du risque de modèle pour les investisseurs de long terme 0 0 0 9 0 0 1 67
Total Journal Articles 0 6 17 893 2 13 49 3,254

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Statistics updated 2025-05-12