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 0 0 2 13
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 1 59 1 1 11 256
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 2 18 0 0 11 68
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies 0 0 1 19 1 2 16 66
A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction 0 0 0 0 1 1 5 17
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 102 1 2 8 228
A Risk Management Approach for Portfolio Insurance Strategies 0 1 2 319 0 1 10 1,024
A Survey on the Four Families of Performance Measures 0 0 0 0 0 2 4 32
An Economic Evaluation of Model Risk In Long-term Asset Allocations 0 0 0 2 1 1 4 19
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 22 0 0 2 60
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 0 2 2 8 9
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 0 1 1 4 4
Caractérisation de crises financières à l'aide de modèles hybrides (HMC-MLP) 0 0 0 27 0 0 1 115
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 0 0 9 122
D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires? 0 0 0 37 1 3 9 139
Detrending Persistent Predictors 0 0 0 11 0 0 3 47
Detrending Persistent Predictors 0 0 0 38 0 0 1 25
Do misalignments predict aggregated stock-market volatility? 0 0 0 0 0 0 0 8
Du risque des mesures de risque systémique 0 0 0 0 0 0 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 0 116 1 1 6 362
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 0 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 1 3 10 15
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 0 0 1 1 7 28
Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier 0 0 0 0 0 1 5 25
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 0 2 0 0 1 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 10 0 0 0 56
L'approche DARE pour une mesure de risque diversifiée 0 0 0 0 0 0 0 5
L'approche DARE pour une mesure de risque diversifiée 0 0 0 12 0 1 3 96
La macroéconomie-en-risque 0 0 0 0 0 0 2 8
La macroéconomie-en-risque 0 0 0 0 0 0 3 5
La volatilité des marchés augmente-elle ? 0 0 0 0 0 1 1 8
Learning by Failing: A Simple Buffer for VaR 0 0 0 0 0 0 1 4
Learning by Failing: A Simple VaR Buffer 0 0 0 0 0 0 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 2 2 5 100 3 4 8 220
Multi-moment Asset Allocation and Pricing Models 0 0 0 0 1 2 4 11
On the (Ab)Use of Omega? 0 0 1 54 2 5 12 166
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 0 0 2 83 3 3 12 230
Prévoir sans persistance 0 0 0 0 0 0 1 3
Prévoir sans persistance 0 0 0 0 0 0 1 2
Prévoir sans persistance 0 0 0 0 0 0 1 2
Prévoir sans persistance 0 0 0 6 1 1 2 29
Prévoir sans persistance 0 0 0 10 0 0 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 2 3 266 0 3 5 649
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 1 1 3 25 1 2 8 71
Risk Model-at-Risk 0 0 0 0 1 1 3 7
Risk model-at-risk 0 0 0 0 1 3 6 18
Risk models-at-risk 0 0 0 0 2 4 9 25
Risk models–at–risk 0 0 1 36 1 1 11 67
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 1 1 1 320 1 5 10 724
Skewness and kurtosis implied by option prices: a second comment 1 1 5 25 1 3 16 106
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 21
The 4-CAPM: in between Asset Pricing and Asset Allocation 0 0 0 0 0 1 1 12
The Approximate Option Pricing Model: Performances and Dynamic Properties 0 0 0 0 1 1 4 16
The Impact of the 9/11 Events on the American and French Stock Markets 0 0 0 0 0 0 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 1 4 6
Tijd voor revisie van Life-Cycle Fondsen 0 0 0 0 0 0 1 2
Un MEDAF à plusieurs moments réalisés 0 0 0 28 0 1 4 140
Un MEDAF à plusieurs moments réalisés 0 1 1 30 1 5 14 142
Understanding and reducing variability of SOM neighbourhood structure 0 0 0 0 0 4 7 13
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 32 0 0 3 85
Une analyse temps-fréquences des cycles financiers 0 0 0 23 1 1 2 64
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 0 1 1
Une étude empirique de la performance de l'analyse technique sur le marché des changes 0 0 0 0 0 0 4 10
Une évaluation économique du risque de modèle pour les investisseurs de long terme 0 0 0 0 0 0 1 5
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 0 0 0 0 0
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 2 19
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 0 17
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 5 9 29 2,273 33 76 339 8,029

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DARE for VaR 1 1 2 13 1 1 6 58
A Non-Linear Approach for Completing Missing Values in Temporal Databases 0 0 0 2 0 1 3 16
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 1 17 0 1 6 68
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 2 23 0 1 11 86
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction 0 2 3 71 0 2 4 156
An Economic Evaluation of Model Risk in Long-term Asset Allocations 0 0 0 3 0 0 3 30
An index of market shocks based on multiscale analysis 0 0 0 28 1 2 5 98
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 1 1 6 0 1 4 20
Further insights on the puzzle of technical analysis profitability 0 0 0 238 0 0 1 665
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 3 24 0 1 11 91
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 0 2 19
La volatilité des marchés augmente-t-elle ? 1 1 1 9 1 1 2 56
Prévoir sans persistance 0 0 0 1 0 0 0 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 3 3 35 2 6 19 122
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 1 3 269
The approximate option pricing model: performances and dynamic properties 1 1 1 39 1 1 7 159
Un MEDAF à plusieurs moments réalisés 0 1 1 69 1 3 9 237
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 0 0 1 60
Total Journal Articles 3 10 18 764 7 22 99 2,603

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Statistics updated 2019-09-09