Access Statistics for SADEFO KAMDEM Jules

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS	1	5	19	19	5	17	38	38
Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors	9	18	86	456	18	43	253	1,084
Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors	0	0	0	1	8	17	83	576
Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors	1	1	1	1	2	3	3	3
Total Working Papers	11	24	106	477	33	80	377	1,701

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options	0	0	13	14	13	16	112	132
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS	0	2	18	21	3	11	66	80
[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC	0	1	1	1	8	28	28	28
Total Journal Articles	0	3	32	36	24	55	206	240

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-11-04