Výsledky vyhledávání - "Bonelli, Maxime"

Akademický článek

Causal effects of closing businesses in a pandemic

Autor: Barrot, Jean-Noël, Bonelli, Maxime, Grassi, Basile, Sauvagnat, Julien

Publikováno v: In Journal of Financial Economics April 2024 154

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Dissertation/ Thesis

Modélisation stochastique des marchés financiers et optimisation de portefeuille

Autor: Bonelli, Maxime

Cette thèse présente trois contributions indépendantes. La première partie se concentre sur la modélisation de la moyenne conditionnelle des rendements du marché actions : le rendement espéré du marché. Ce dernier est souvent modélisé à l

Externí odkaz: http://www.theses.fr/2016AZUR4050/document

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Quality and Product Differentiation

Autor: Bonelli, Maxime, Buyalskaya, Anastasia, Yao, Tianhao

We study product differentiation in the mutual fund industry. We design a model in which funds with heterogeneous perceived quality can choose their level of product differentiation. In equilibrium, high quality funds choose broad market designs (i.e

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::14aae6ff0965c2c659ce1d618bfc560c
https://hal-hec.archives-ouvertes.fr/hal-03501744

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Stochastic modeling of financial markets and portfolio optimization

Autor: Bonelli, Maxime

Publikováno v: Mathématiques générales [math.GM]. Université Côte d'Azur, 2016. Français. ⟨NNT : 2016AZUR4050⟩

This PhD thesis presents three independent contributions. The first part is concentrated on the modeling of the conditional mean of stock market returns: the expected market return. The latter is often modeled as an AR(1) process. However, empirical

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1a972a7b5a9975ea8dfd35f1ddd7bf56
https://tel.archives-ouvertes.fr/tel-01437123/document

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