Access Statistics for SADEFO KAMDEM Jules

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone 1 1 2 74 2 4 9 141
Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie 0 1 3 25 1 4 15 69
Capital asset pricing model with fuzzy returns and hypothesis testing 0 0 1 82 0 1 10 293
DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM 0 0 0 22 5 7 7 64
Dominances on fuzzy variables based on credibility measure 0 0 0 13 1 1 2 52
Fuzzy risk adjusted performance measures: application to Hedge funds 0 1 2 24 0 2 10 110
INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS 0 0 0 50 0 1 2 135
Moments and Semi-Moments for fuzzy portfolios selection 0 0 0 54 0 1 6 167
Quadratic Pen's Parade and the Computation of the Gini index 0 0 0 65 0 1 2 213
VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS 0 0 1 111 0 0 5 265
Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors 0 0 0 1 0 0 6 731
Total Working Papers 1 3 9 521 9 22 74 2,240


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A nice estimation of Gini index and power Pen's parade 0 1 1 28 3 8 28 168
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 31 0 0 0 266
Businesses Risks Aggregation with Copula 0 0 0 41 1 4 6 124
CAPM with fuzzy returns and hypothesis testing 0 0 0 12 0 0 3 73
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns 0 0 1 1 0 1 21 31
Fuzzy risk adjusted performance measures: Application to hedge funds 0 0 0 12 0 1 2 56
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns 0 1 1 20 0 1 4 93
Moments and semi-moments for fuzzy portfolio selection 0 0 0 12 0 0 1 65
QUADRATIC PEN'S PARADE AND THE COMPUTATION OF THE GINI INDEX 0 0 0 0 0 0 0 70
Sharp estimates for the CDF of quadratic forms of MPE random vectors 0 0 0 28 0 0 0 100
The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 1 3 5 25 2 6 8 77
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 1 1 0 0 3 6
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors 0 0 0 20 0 0 2 92
[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC 0 0 0 58 0 1 2 204
Total Journal Articles 1 5 9 289 6 22 80 1,425


Statistics updated 2019-06-03