Access Statistics for Jules SADEFO KAMDEM

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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 Comparative Analysis of the Socio-Economic and Health Impacts of Three Major Pandemics: The Black Death, Spanish Flu, and Covid-19 0 0 8 8 2 8 26 26
A fuzzy multifactor asset pricing model 0 0 0 2 1 1 4 65
A nice estimation of Gini index and power Pen's parade 0 0 0 1 0 0 1 12
A root mean square fuzzy pay-off approach for real options valuation of energy projects 0 0 0 0 0 0 2 18
Accuracies of Model Risks in Finance using Machine Learning 0 0 2 57 1 3 13 152
Accuracies of some Learning or Scoring Models for Credit Risk Measurement 0 0 2 21 0 3 9 54
Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics 0 0 1 15 0 2 6 70
An Abelian Group way to study Random Extended Intervals and their ARMA Processes 0 0 0 3 0 0 2 41
An abelian way approach to study random extended intervals and their ARMA processes 0 0 0 8 1 2 10 18
Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone 0 0 2 102 1 1 4 205
Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie 0 0 0 33 0 1 3 170
Analysis of replacement investment decisions under maintenance and operating costs uncertainty using MMFBM 0 0 1 1 0 1 13 16
Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index 0 0 0 6 1 1 4 33
Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options 0 0 0 14 0 0 3 75
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 0 0 0 1 5
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 0 0 0 1 6
Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization 0 0 0 0 0 0 0 11
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models 0 7 8 8 0 4 7 7
Bull Spread Option pricing using a mixed modified fractional process with stochastic volatility and interest rates 0 0 0 9 0 0 2 36
Businesses Risks Aggregation with Copula 0 0 0 0 0 0 1 7
CAPM with fuzzy returns and hypothesis testing 0 0 0 0 0 0 0 7
Capital asset pricing model with fuzzy returns and hypothesis testing 0 0 0 92 0 1 1 340
Characterization of a coherent fuzzy risk measure 0 0 1 1 0 2 3 3
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns 0 0 0 0 0 0 0 12
Coefficient of variation and Power Pen's parade computation 0 0 1 29 0 0 2 78
Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty 0 0 0 0 0 1 3 38
Criteria for choosing the method of leasing finances in Small and Medium Enterprises (SMEs) in Cameroon 0 0 3 39 0 0 15 163
Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions 0 1 2 36 0 3 10 68
DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM 0 0 0 23 0 1 1 98
Decomposition method for the Camassa–Holm equation 0 0 0 0 1 1 1 17
Decomposition method for the b-balanced shallow water equation 0 0 0 0 0 0 0 4
Decomposition method for the b-balanced shallow water equation 0 0 0 0 0 0 0 2
Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities 0 0 1 4 0 0 7 62
Deep reinforcement learning for an empirical approach to Value-at-Risk 0 0 4 4 0 1 20 24
Dominances on fuzzy variables based on credibility measure 0 0 0 15 0 0 2 69
Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump 0 0 0 10 0 0 2 28
Dynamic optimal hedging with futures in portfolio context 0 0 0 0 1 3 12 16
ECONOMIC GROWTH, ENERGY CONSUMPTION, AND TRANSITION IN MOROCCO 0 0 0 1 1 1 1 31
Economic Analysis of a Grid-Connected PV Plant: A Case Study in French Guiana 0 0 0 0 0 0 3 17
Empirical Performance of an ESG Assets Portfolio from US Market 0 0 0 0 1 2 11 29
Energy supply, public debt, and economic growth: Causality analysis for a panel of OECD European countries 0 0 0 0 0 1 8 30
Expected value and variance of a fuzzy variable based on a new fuzzy measure 0 0 0 0 0 0 1 6
Expected value and variance of a fuzzy variable based on a new fuzzy measure 0 0 0 0 0 0 0 4
Fishery Management in a Regime Switching Environment: Utility Based Approach 0 0 0 23 0 0 3 47
Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement 0 0 0 9 0 0 2 31
Fuzzy risk adjusted performance measures: Application to hedge funds 0 0 0 0 0 0 0 9
Fuzzy risk adjusted performance measures: application to Hedge funds 0 0 0 25 0 0 0 130
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns 0 0 0 0 0 0 0 5
Generalized Integral Transforms with the Homotopy Perturbation Method 0 0 0 0 1 1 2 7
Gini Index and Polynomial Pen's Parade 0 0 0 29 0 0 1 88
Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series 0 0 0 0 1 4 11 17
Hydropower rent in Africa: An evaluation by optimization of the total costs of production 0 0 0 0 0 2 4 24
INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS 0 0 1 55 0 0 3 152
Interest rate options in one-factor Mixed Modified Fractional Vasicek model 0 0 0 0 0 1 1 1
KURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS 0 0 2 3 0 0 2 13
La rente hydroélectrique en Afrique 0 0 0 0 0 0 0 0
La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production 0 0 0 13 0 0 0 48
La rente hydroélectrique en Afrique: une évaluation avec taxation et optimisation des coûts totaux de production 0 0 0 0 0 0 1 10
Learning models for forecasting COVID-19 spread in Africa 0 0 0 0 2 2 3 42
Local and implied volatilities with the Mixed-Modified-Fractional-Dupire Model 0 0 0 0 0 0 2 16
Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform 0 0 0 1 0 0 1 16
Moments and Semi-Moments for fuzzy portfolios selection 0 0 0 54 0 0 2 185
Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs 0 0 0 0 0 0 0 4
Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs 0 0 0 0 0 0 1 5
Multiscale Agricultural Commodities Forecasting using Wavelet-SARIMA Process 0 0 2 117 0 0 4 21
New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies 0 0 0 14 0 0 1 29
On Random Extended Intervals and their ARMA Processes 0 0 0 14 0 0 2 41
On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return 0 0 0 10 1 2 6 46
On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns 0 0 0 10 0 1 2 31
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return 0 0 0 0 0 0 2 13
Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation 0 0 0 0 0 0 1 4
Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation 0 0 0 0 1 1 1 8
Optimal Harvest under a Gilpin-Ayala Model Driven by the Hawkes Process 1 1 1 1 1 2 3 3
Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach 0 0 0 3 0 0 1 12
Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach 0 0 0 0 0 0 2 15
Optimal harvesting of a regime-switching stochastic growing renewable resource: a utility theory approach 0 0 0 0 0 0 0 0
Option pricing with Levy process using Mellin Transform 0 0 0 0 0 0 0 5
Performance Analysis of Regional French Hospitals Before and During the COVID-19 Pandemic 0 0 0 0 1 4 6 6
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model 0 0 1 4 0 0 1 18
Quadratic Pen's Parade and the Computation of the Gini index 0 0 0 65 0 0 1 225
REAL OPTION APPROACH FOR OPTIMAL FISHERY HARVESTING WITH JUMPS IN STOCK DYNAMICS 0 0 0 0 0 0 3 8
RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS 0 0 0 2 0 1 10 30
Real option approach for optimal fishery harvesting with jumps in stock dynamics 0 0 0 0 0 0 1 10
Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario 0 0 0 0 0 0 1 37
Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets 0 0 0 7 0 0 0 27
S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes 0 0 0 91 0 0 3 108
Sharp estimates for the CDF of quadratic forms of MPE random vectors 0 0 0 0 0 0 0 4
The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 0 0 0 0 0 0 1 14
The Co-Evolution of Energy Intensity and Carbon Emissions in Morocco 0 0 0 0 0 0 4 70
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection 0 0 0 1 0 0 0 15
The Implications of oil market volatility on the credit risk of some oil-exporting countries 0 0 0 45 0 1 3 108
Time Series Analysis Intervals and Energy Economics Forecast 0 0 0 1 0 0 0 16
Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets 0 1 1 1 0 1 2 22
Time-frequency analysis and machine learning models for carbon market forecasting 0 0 0 0 1 1 8 22
Uncertain outcomes and climate change policy using Expo-Power Utility Function 0 0 0 0 0 0 1 45
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 0 0 0 0 0 2
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 0 0 0 1 1 7
VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS 0 0 0 116 0 1 1 290
VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors 0 0 0 134 0 0 1 355
VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors 0 0 0 277 0 1 1 1,028
VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors 0 0 1 50 0 0 2 372
VaR and ES for linear portfolios with mixture of elliptic distributed Risk Factors 0 0 0 4 0 0 1 20
VaR and ES for linear portfolios with mixture of elliptic distributions risk factors 0 0 0 0 0 0 1 7
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors 0 0 0 0 0 0 1 5
Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors 0 0 0 557 0 0 1 1,468
Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors 0 0 0 1 0 0 0 751
Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors 0 0 0 14 0 0 3 90
WILLINGNESS TO PAY OF AN EXPO-POWER UTILITY DECISION MAKER TO LIMIT CLIMATE CHANGE 2 2 3 31 3 3 8 33
Total Working Papers 3 12 48 2,324 23 74 345 8,464
2 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 fuzzy multifactor asset pricing model 0 0 1 2 1 2 6 16
A nice estimation of Gini index and power Pen's parade 0 0 0 33 0 0 0 216
Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index 0 0 1 12 1 1 4 42
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 31 0 1 1 276
Businesses Risks Aggregation with Copula 0 0 1 44 0 0 2 149
CAPM with fuzzy returns and hypothesis testing 0 0 0 15 0 0 2 102
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns 0 0 0 2 0 0 1 65
Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty 0 0 2 4 1 1 4 25
Decomposition method for the Camassa–Holm equation 0 0 0 0 0 0 1 5
Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities 0 1 2 4 1 2 7 23
Dynamic optimal hedge ratio design when price and production are stochastic with jump 0 0 0 1 0 1 2 11
Empirical Performance of an ESG Assets Portfolio from US Market 0 0 0 0 0 0 8 8
Fuzzy risk adjusted performance measures: Application to hedge funds 0 0 0 12 0 0 1 68
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns 0 0 1 26 2 2 5 115
Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series 1 3 7 7 4 10 34 35
La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production 0 0 0 4 0 0 0 20
Local and implied volatilities with the mixed-modified-fractional-Dupire model 0 0 0 3 0 0 0 10
Moments and semi-moments for fuzzy portfolio selection 0 0 0 14 0 0 0 78
Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process 0 0 0 3 0 0 6 25
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return 0 0 1 5 0 0 1 24
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach 0 0 0 1 1 2 5 9
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model 0 0 1 1 1 2 9 13
QUADRATIC PEN'S PARADE AND THE COMPUTATION OF THE GINI INDEX 0 0 0 0 1 1 1 79
Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets 0 0 0 19 0 0 3 71
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes 0 0 0 3 0 0 1 20
Sharp estimates for the CDF of quadratic forms of MPE random vectors 0 0 0 30 1 1 1 111
The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 0 0 0 33 1 1 6 116
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection 0 0 0 2 0 0 0 10
Uncertain Outcomes and Climate Change Policy Using an Expo-Power Utility Function 0 0 0 6 0 0 0 18
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 0 4 0 0 3 24
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors 0 0 0 20 0 0 0 104
[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC 0 0 1 69 0 0 4 244
Total Journal Articles 1 4 18 410 15 27 118 2,132


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach 0 0 0 0 0 0 1 2
Total Chapters 0 0 0 0 0 0 1 2


Statistics updated 2025-08-05