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
A nice estimation of Gini index and power Pen's parade 0 0 0 0 1 2 3 3
Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics 0 1 11 11 1 6 28 28
Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone 1 3 12 95 1 4 21 176
Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie 0 0 4 30 1 4 36 126
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 0 0 1 1 1
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 0 0 0 0 0
Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization 0 0 0 0 1 3 3 3
Businesses Risks Aggregation with Copula 0 0 0 0 0 1 1 1
CAPM with fuzzy returns and hypothesis testing 0 0 0 0 0 0 1 1
Capital asset pricing model with fuzzy returns and hypothesis testing 0 0 2 88 1 3 12 314
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns 0 0 0 0 0 1 1 1
Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty 0 0 0 0 3 11 16 16
DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM 0 0 0 23 0 0 11 84
Decomposition method for the Camassa–Holm equation 0 0 0 0 1 2 2 2
Decomposition method for the b-balanced shallow water equation 0 0 0 0 0 1 1 1
Decomposition method for the b-balanced shallow water equation 0 0 0 0 0 1 1 1
Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities 0 0 2 2 4 9 27 27
Dominances on fuzzy variables based on credibility measure 0 0 0 14 0 1 6 62
Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump 0 1 12 12 1 4 24 24
ECONOMIC GROWTH, ENERGY CONSUMPTION, AND TRANSITION IN MOROCCO 0 0 0 0 2 6 7 7
Expected value and variance of a fuzzy variable based on a new fuzzy measure 0 0 0 0 0 0 0 0
Expected value and variance of a fuzzy variable based on a new fuzzy measure 0 0 0 0 0 0 0 0
Fishery Management in a Regime Switching Environment: Utility Based Approach 1 1 21 21 3 5 25 25
Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement 0 0 8 8 1 2 15 15
Fuzzy risk adjusted performance measures: Application to hedge funds 0 0 0 0 0 1 2 2
Fuzzy risk adjusted performance measures: application to Hedge funds 0 0 1 25 2 2 8 122
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns 0 0 0 0 0 1 2 2
Generalized Integral Transforms with the Homotopy Perturbation Method 0 0 0 0 0 0 0 0
INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS 0 0 1 52 0 0 2 141
KURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS 0 0 0 0 0 1 1 1
La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production 0 3 13 13 1 6 25 25
La rente hydroélectrique en Afrique: une évaluation avec taxation et optimisation des coûts totaux de production 0 0 0 0 1 2 2 2
Moments and Semi-Moments for fuzzy portfolios selection 0 0 0 54 1 1 3 174
Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs 0 0 0 0 0 0 0 0
Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs 0 0 0 0 1 1 1 1
New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies 0 0 11 11 0 1 9 9
On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return 0 1 9 9 3 9 26 26
On Two Dominances of Fuzzy Variables based on a Parametrized Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return 0 0 0 0 2 3 3 3
On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns 0 1 8 8 1 3 12 12
Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation 0 0 0 0 0 1 1 1
Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation 0 0 0 0 1 2 2 2
Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach 0 0 0 0 1 2 2 2
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 1 1 1 1
Quadratic Pen's Parade and the Computation of the Gini index 0 0 0 65 2 2 5 218
REAL OPTION APPROACH FOR OPTIMAL FISHERY HARVESTING WITH JUMPS IN STOCK DYNAMICS 0 0 0 0 0 1 1 1
Real option approach for optimal fishery harvesting with jumps in stock dynamics 0 0 0 0 0 3 3 3
Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario 0 0 0 0 2 5 6 6
Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets 0 3 6 6 2 9 12 12
S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes 0 2 87 87 4 10 29 29
Sharp estimates for the CDF of quadratic forms of MPE random vectors 0 0 0 0 0 0 0 0
The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 0 0 0 0 0 2 6 6
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection 0 0 0 0 0 3 4 4
The Implications of oil market volatility on the credit risk of some oil-exporting countries 2 18 27 27 13 28 37 37
The co-evolution of Energy intensity and Carbon emission in Morocco 0 0 0 0 3 11 16 16
Time Series Analysis Intervals and Energy Economics Forecast 0 0 0 0 1 3 3 3
Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets 0 0 0 0 0 1 1 1
Uncertain outcomes and climate change policy using Expo-Power Utility Function 0 0 0 0 2 8 8 8
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 0 0 0 0 0 0
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 0 0 0 0 0 0
VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS 0 0 3 114 0 1 5 272
VaR and ES for linear portfolios with mixture of elliptic distributions risk factors 0 0 0 0 0 0 0 0
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors 0 0 0 0 0 0 0 0
Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors 0 0 0 1 2 3 10 745
WILLINGNESS TO PAY OF AN EXPO-POWER UTILITY DECISION MAKER TO LIMIT CLIMATE CHANGE 0 0 27 27 1 3 12 12
Total Working Papers 4 34 265 803 68 197 502 2,817


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 0 0 28 1 2 12 199
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options 0 0 0 31 0 0 2 269
Businesses Risks Aggregation with Copula 0 0 1 43 0 2 10 144
CAPM with fuzzy returns and hypothesis testing 0 0 1 13 0 1 7 82
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns 0 0 0 1 0 0 10 57
Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty 0 1 1 1 4 9 9 9
Decomposition method for the Camassa–Holm equation 0 0 0 0 0 1 2 2
Fuzzy risk adjusted performance measures: Application to hedge funds 0 0 0 12 0 2 4 61
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns 0 1 2 23 0 1 6 101
Moments and semi-moments for fuzzy portfolio selection 0 0 1 13 0 0 3 72
QUADRATIC PEN'S PARADE AND THE COMPUTATION OF THE GINI INDEX 0 0 0 0 0 0 4 74
Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets 2 3 15 15 2 5 50 50
Sharp estimates for the CDF of quadratic forms of MPE random vectors 0 0 0 29 1 1 4 105
The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 0 0 0 25 0 1 6 87
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection 0 1 1 1 0 2 4 4
VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS 0 0 1 3 0 1 5 12
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors 0 0 0 20 1 1 5 98
[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC 0 1 2 61 0 3 10 217
Total Journal Articles 2 7 25 319 9 32 153 1,643


Statistics updated 2021-01-03