Access Statistics for Bertrand Bruno Maillet

Author contact details at EconPapers.

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 0 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 1 4 49
A Risk Management Approach for Portfolio Insurance Strategies 0 0 1 105 0 2 3 242
A Risk Management Approach for Portfolio Insurance Strategies 0 0 0 326 0 0 1 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 0 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 0 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 2 2 3 36
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 1 1 3 221
Flexible Least Squares Betas: The French Market Case 0 0 0 0 0 2 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 2 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 0 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 0 11
La macroéconomie-en-risque 0 0 0 0 0 0 1 13
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 2 16
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 0 1 5
Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach 0 0 0 112 0 2 3 258
Multi-moment Asset Allocation and Pricing Models 0 0 0 0 1 2 3 33
On the (Ab)Use of Omega? 0 0 0 56 1 1 2 223
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 0 0 0 90 0 1 3 279
Prévoir sans persistance 0 0 0 10 0 1 1 65
Prévoir sans persistance 0 0 0 0 0 0 0 11
Prévoir sans persistance 0 0 0 0 0 0 0 7
Prévoir sans persistance 0 0 0 6 0 0 0 34
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 0 2 41 1 1 5 210
Risk Model-at-Risk 0 0 0 0 0 0 0 39
Risk models-at-risk 0 0 0 1 1 1 1 60
Risk models–at–risk 0 0 1 45 0 0 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 1 1 329 0 1 2 751
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 0 2 52
The 4-CAPM: in between Asset Pricing and Asset Allocation 0 0 0 0 0 0 1 25
The Approximate Option Pricing Model: Performances and Dynamic Properties 0 0 0 0 0 0 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 0 108 0 0 0 72
The Riskiness of Risk Models 0 0 0 21 0 0 2 88
Theoretical Foundations of Higher Moments when Pricing Assets 0 0 0 0 0 0 1 15
Tijd voor revisie van Life-Cycle Fondsen 0 0 0 0 0 0 1 15
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 0 1 157
Un MEDAF à plusieurs moments réalisés 0 0 0 33 0 0 2 162
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 33 0 0 1 93
Une analyse temps-fréquences des cycles financiers 0 0 0 23 0 0 1 72
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 2 9
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 5 0 2 3 37
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 0 0 0 0 9
Une évaluation économique du risque de modèle pour les investisseurs de long-terme 0 0 0 3 0 0 1 28
Variabilité du risque systématique: une étude du bêta sur le marché français des actions 0 0 0 0 0 1 2 13
Total Working Papers 0 1 6 2,404 8 23 92 9,456
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 0 30
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 2 34 1 3 8 147
A dynamic autoregressive expectile for time-invariant portfolio protection strategies 0 0 0 30 0 0 0 124
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction 0 0 3 103 1 1 4 214
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 2 2 6 145
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 1 1 1 29
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 0 246 0 1 1 695
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach 0 0 1 28 1 1 6 140
L'approche dare pour une mesure de risque diversifiée 0 0 0 2 0 0 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 0 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 1 1 3 64 2 4 11 235
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 0 1 104 0 0 2 302
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 1 1 3 260
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 1 1 2 68
Total Journal Articles 1 1 14 894 10 16 51 3,268

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04