Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Fabrice Barthélémy"'
Publikováno v:
Annals of Operations Research. 313:691-712
Performance analysis is a key process in finance to evaluate or compare investment opportunities, allocations, or management. The classical method is to compute the market or sub-market returns and volatilities, and then calculate the standard perfor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7db651b83d2cea1bd3581138e07a4df
https://doi.org/10.1007/s10479-020-03858-4
https://doi.org/10.1007/s10479-020-03858-4
Publikováno v:
Group Decision and Negotiation
Group Decision and Negotiation, INFORMS, 2020, ⟨10.1007/s10726-020-09705-y⟩
Group Decision and Negotiation, INFORMS, 2020, ⟨10.1007/s10726-020-09705-y⟩
In a weighted voting game, each voter has a weight and a proposal is accepted if the sum of the weights of the voters in favor of that proposal is at least as large as a certain quota. It is well-known that, in this kind of voting process, it can occ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a187ce0d31fa5890de44eb44337ccfe
https://doi.org/10.1007/s10726-020-09705-y
https://doi.org/10.1007/s10726-020-09705-y
Publikováno v:
Revue économique. 71:751-765
Cet article fait suite au travail de Baroni, Barthelemy et Mokrane [2008], dans lequel les auteurs developpent un modele factoriel permettant d’expliquer la dynamique des prix des biens immobiliers residentiels a Paris et sa proche banlieue par un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26c9965ee7e607dae4191c2e94d72cf0
https://doi.org/10.3917/reco.pr2.0146
https://doi.org/10.3917/reco.pr2.0146
Autor:
Fabrice Barthélémy, Mathieu Martin
Publikováno v:
Studies in Choice and Welfare ISBN: 9783030485979
This chapter is a companion paper of Barthelemy et al. (2019) which studies the role of the quota on the occurrence of “dummy” players in small weighted voting games (i.e., in voting games with 3, 4 or 5 players). We here extend the results obtai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d234fa000d528555d1cdf317e4c998b
https://doi.org/10.1007/978-3-030-48598-6_13
https://doi.org/10.1007/978-3-030-48598-6_13
Publikováno v:
PS: Political Science & Politics. 52:20-24
Donald J. Trump won the 2016 US presidential election with fewer popular votes than Hillary R. Clinton. This is the fourth time this has happened, the others being 1876, 1888, and 2000. In earlier work, we analyzed these elections (and others) and sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bf1bf33135b18386b961f3f843112f3
https://doi.org/10.1017/s1049096518001269
https://doi.org/10.1017/s1049096518001269
Autor:
Fabrice Barthelemy
Malgré plusieurs siècles d'une existence brillante, le secteur professionnel de l'enseignement du français langue étrangère (FLE) s'est institutionnalisé récemment. En le considérant comme un système de relations structurées et hiérarchis
Publikováno v:
Annals of Operations Research
Annals of Operations Research, Springer Verlag, 2019, 281 (1-2), pp.423-453. ⟨10.1007/s10479-018-2792-4⟩
Annals of Operations Research, Springer Verlag, 2019, 281 (1-2), pp.423-453. ⟨10.1007/s10479-018-2792-4⟩
International audience; The Cornish–Fisher expansion is a simple way to determine quantiles of non-normal distributions. It is frequently used by practitioners and by academics in risk management, portfolio allocation, and asset liability managemen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::862117cdfba842667f4762951a07efe6
https://hal.archives-ouvertes.fr/hal-02509365
https://hal.archives-ouvertes.fr/hal-02509365
Publikováno v:
Annals of Operations Research
Annals of Operations Research, In press, ⟨10.1007/s10479-018-2761-y⟩
Annals of Operations Research, Springer Verlag, In press, ⟨10.1007/s10479-018-2761-y⟩
BASE-Bielefeld Academic Search Engine
Annals of Operations Research, In press, ⟨10.1007/s10479-018-2761-y⟩
Annals of Operations Research, Springer Verlag, In press, ⟨10.1007/s10479-018-2761-y⟩
BASE-Bielefeld Academic Search Engine
Standard results about portfolio optimization suggest that the allocation to real estate in a mixed-asset portfolio should be around 15–20%. However, the institutional investors share in real estate is significantly smaller, around 7–9%. Many res
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba72f4b022ed7309ec4c9513e51e1131
https://hal.science/hal-01955220
https://hal.science/hal-01955220
Publikováno v:
Annals of Operations Research
Annals of Operations Research, Springer Verlag, 2018, 262 (2), pp.257-285. ⟨10.1007/s10479-015-2046-7⟩
Annals of Operations Research, Springer Verlag, 2018, 262 (2), pp.257-285. ⟨10.1007/s10479-015-2046-7⟩
International audience; The computation of Value at Risk (VaR) has long been a problematic issue in commercial real estate. Difficulties mainly arise from the lack of appropriate data, the lack of transactions, the non-normality of returns, and the i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87e23bd6fa6d1b9e95f3c121fdbda3d1
https://hal.archives-ouvertes.fr/hal-02510294
https://hal.archives-ouvertes.fr/hal-02510294
Publikováno v:
25th Annual European Real Estate Society Conference.
This research demonstrates the substantial benefits obtained by modeling housing price using a- repeat sales factorial model. In particular, the model is able to give accurate forecast of housing returns on a short or medium run. The index is built-u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be702d0aa5920dc9c98316ce9907123b
https://doi.org/10.15396/eres2018_42
https://doi.org/10.15396/eres2018_42