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 DARE for VaR 0 0 0 0 1 1 2 13
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 1 2 59 2 6 13 255
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 1 1 19 0 5 15 64
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 2 18 0 4 15 68
A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction 0 0 0 0 2 3 4 16
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 102 1 2 6 226
A Risk Management Approach for Portfolio Insurance Strategies 1 1 1 318 2 3 9 1,023
A Survey on the Four Families of Performance Measures 0 0 0 0 0 0 8 30
An Economic Evaluation of Model Risk In Long-term Asset Allocations 0 0 0 2 0 0 3 18
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 22 1 1 2 60
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 0 1 3 6 7
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 0 1 2 3 3
Caractérisation de crises financières à l'aide de modèles hybrides (HMC-MLP) 0 0 0 27 0 0 2 115
Classifying Hedge Funds using Kohonen Map 0 0 0 0 0 0 1 4
Completing Hedge Fund Missing Net Asset Values using Kohonen Maps and Constrained Randomization 0 0 0 0 0 0 0 3
D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ? 0 0 0 23 6 8 9 122
D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires? 0 0 0 37 2 5 6 136
Detrending Persistent Predictors 0 0 0 38 0 0 4 25
Detrending Persistent Predictors 0 0 0 11 0 0 4 47
Do misalignments predict aggregated stock-market volatility? 0 0 0 0 0 0 1 8
Du risque des mesures de risque systémique 0 0 0 0 0 1 2 14
Efficient Frontier for Robust Higher-order Moment Portfolio Selection 0 0 0 21 0 0 1 82
Efficient frontier for robust higher-order moment portfolio selection 0 0 1 116 0 1 8 361
Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes 0 0 1 71 0 0 2 196
Flexible Least Squares Betas: The French Market Case 0 0 0 0 0 1 4 934
Further Insights on the Puzzle of Technical Analysis Profitability 0 0 0 0 0 0 0 5
Global Minimum Variance Portfolio Optimisation Under some Model Risk: A Robust Regression-based Approach 0 0 0 0 2 4 7 12
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 0 2 2 7 27
Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier 0 0 0 0 0 0 7 24
High Watermarks of Market Risks 0 0 0 28 0 0 1 22
High Watermarks of Market Risks 0 0 0 30 0 0 2 75
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 0 1 699
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 1 2 0 0 2 21
Introduction to Multi-moment Asset Allocation and Pricing Models 0 0 0 0 0 0 0 7
L'approche DARE pour une mesure de risque diversifiée 0 0 0 12 1 1 2 95
L'approche DARE pour une mesure de risque diversifiée 0 0 0 10 0 0 0 56
L'approche DARE pour une mesure de risque diversifiée 0 0 0 0 0 0 0 5
La macroéconomie-en-risque 0 0 0 0 0 1 3 8
La macroéconomie-en-risque 0 0 0 0 0 2 3 5
La volatilité des marchés augmente-elle ? 0 0 0 0 0 0 0 7
Learning by Failing: A Simple Buffer for VaR 0 0 0 0 0 1 1 4
Learning by Failing: A Simple VaR Buffer 0 0 0 0 0 2 2 5
Mesure de temps, information et distribution des rendements intra-journaliers 0 0 0 0 0 0 0 1
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 1 2 3 98 2 3 4 216
Multi-moment Asset Allocation and Pricing Models 0 0 0 0 0 0 2 9
On the (Ab)Use of Omega? 0 0 2 54 1 2 10 161
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 1 1 2 83 1 1 14 227
Prévoir sans persistance 0 0 0 0 0 1 2 2
Prévoir sans persistance 0 0 0 6 0 1 2 28
Prévoir sans persistance 0 0 0 0 0 1 1 2
Prévoir sans persistance 0 0 0 0 0 1 1 3
Prévoir sans persistance 0 0 0 10 0 1 3 49
Quelle a été l'ampleur de la crise financière de Septembre 2001 ? Une mise en perspective 0 0 0 0 0 0 0 3
Revisited Multi-moment Approximate Option 0 0 1 264 0 0 2 646
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 1 3 24 2 4 9 69
Risk Model-at-Risk 0 0 0 0 0 0 4 6
Risk model-at-risk 0 0 0 0 0 0 4 15
Risk models-at-risk 0 0 0 0 0 1 6 21
Risk models–at–risk 0 1 1 36 1 2 12 66
Rose des vents, éventails et explosions d'étoiles sur le marché français 0 0 0 0 0 0 0 2
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 319 2 2 5 719
Skewness and kurtosis implied by option prices: a second comment 0 1 4 24 2 4 14 103
Technical Analysis Profitability when Exchange Rates are Pegged: A Note 0 0 0 0 0 0 1 5
The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework 0 0 0 0 0 1 5 20
The 4-CAPM: in between Asset Pricing and Asset Allocation 0 0 0 0 0 0 0 11
The Approximate Option Pricing Model: Performances and Dynamic Properties 0 0 0 0 1 1 3 15
The Impact of the 9/11 Events on the American and French Stock Markets 0 0 0 0 0 1 4 8
The Riskiness of Risk Models 0 0 0 18 0 0 2 79
The Riskiness of Risk Models 0 0 0 108 0 0 2 63
Theoretical Foundations of Higher Moments when Pricing Assets 0 0 0 0 0 0 3 5
Tijd voor revisie van Life-Cycle Fondsen 0 0 0 0 0 1 1 2
Un MEDAF à plusieurs moments réalisés 0 0 0 29 1 6 12 137
Un MEDAF à plusieurs moments réalisés 0 0 0 28 0 0 5 139
Understanding and reducing variability of SOM neighbourhood structure 0 0 0 0 0 2 3 9
Une analyse temps-fréquence des cycles financiers 0 0 0 0 0 0 1 2
Une analyse temps-fréquences des cycles financiers 0 0 0 23 0 0 1 63
Une analyse temps-fréquences des cycles financiers 0 0 0 32 0 0 3 85
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 1 1 1 1
Une étude empirique de la performance de l'analyse technique sur le marché des changes 0 0 0 0 1 1 4 10
Une évaluation économique du risque de modèle pour les investisseurs de long terme 0 0 0 0 1 1 1 5
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 0 17
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 3 19
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 0 0 0 0 0
Variabilité du risque systématique: une étude du bêta sur le marché français des actions 0 0 0 0 0 0 1 3
Total Working Papers 3 9 25 2,264 40 98 319 7,953

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 1 12 3 4 6 57
A Non-Linear Approach for Completing Missing Values in Temporal Databases 0 0 1 2 0 0 3 15
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 1 17 0 2 9 67
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 1 3 23 0 3 13 85
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction 1 1 1 69 1 2 3 154
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 3 1 1 3 30
An index of market shocks based on multiscale analysis 0 0 0 28 2 2 3 96
Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP) 0 0 0 3 0 0 0 27
Do misalignments predict aggregated stock-market volatility? 0 0 0 20 0 0 1 70
Du risque des mesures de risque systémique 0 0 0 4 0 0 0 18
D’un indice de détection d’anomalies à l’usage des investisseurs 0 0 0 5 0 0 3 19
Further insights on the puzzle of technical analysis profitability 0 0 1 238 0 0 3 665
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 4 24 2 3 11 90
L'approche dare pour une mesure de risque diversifiée 0 0 0 2 0 0 0 54
La macroéconomie-en-risque 0 0 0 2 0 1 3 19
La volatilité des marchés augmente-t-elle ? 0 0 0 8 1 1 1 55
Prévoir sans persistance 0 0 0 1 0 0 2 31
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 10
Risk models-at-risk 0 0 3 32 0 1 19 116
Technical analysis profitability when exchange rates are pegged: A note 0 0 0 50 0 0 1 176
The Impact of the 9/11 Events on the American and French Stock Markets 0 0 0 96 0 0 2 268
The approximate option pricing model: performances and dynamic properties 0 0 0 38 1 1 6 158
Un MEDAF à plusieurs moments réalisés 0 0 0 68 1 2 10 234
Une analyse temps-fréquences des cycles financiers 0 0 0 0 0 0 0 7
Une évaluation économique du risque de modèle pour les investisseurs de long terme 0 0 0 9 1 1 1 60
Total Journal Articles 1 3 15 754 13 24 103 2,581

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Statistics updated 2019-06-03