Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Isabelle Nagot"'
Autor:
Monica Billio, Michele Costola, Petros Dellaportas, Hayette Gatfaoui, Siem Jan Koopman, Rutger-Jan Lange, Rutger Lit, Yi-Fang Liu, André Lucas, Marcella Lucchetta, Paolo Manasse, Isabelle Nagot, Roberto Panzica, Loriana Pelizzon, Philippe De Peretti, Anastasios Plataniotis, Roberto Savona, Arjen Siegmann, Michalis K. Titsias, Marika Vezzoli, Jørgen Vitting-Andersen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5bfb4698f88910cbb53d951cc69dc063
https://doi.org/10.1016/b978-1-78548-261-8.50014-0
https://doi.org/10.1016/b978-1-78548-261-8.50014-0
Publikováno v:
SSRN Electronic Journal.
In this article, we consider financial markets as complex dynamical systems, and check whether the critical slowing down indicators can be used as early warning signals to detect a phase transition. Using various rolling windows, we analyze the evolu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b54b1b6c9153b197ee2d4c7ed125c34
https://doi.org/10.2139/ssrn.2861258
https://doi.org/10.2139/ssrn.2861258
Les fonds à capital garanti proposés par les institutions financières connaissent une grande popularité. Pourtant, ce type de placement peut souvent être mis en œuvre facilement par l’investisseur individuel à moindres frais via un recours d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::fc2382ade9dfedcded97f451c1bda024
https://dipot.ulb.ac.be/dspace/bitstream/2013/6067/1/as-0063.pdf
https://dipot.ulb.ac.be/dspace/bitstream/2013/6067/1/as-0063.pdf
Autor:
Alexis Bonnet, Isabelle Nagot
The development of alternative investment has highlighted the limitations of standard performance measures like the Sharpe ratio, primarily because alternative strategies yield returns distributions which can be far from gaussian. In this paper, we p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::419d26ae7b876bc366e735e46d5a5e74
http://halshs.archives-ouvertes.fr/docs/00/19/64/43/PDF/B05078.pdf
http://halshs.archives-ouvertes.fr/docs/00/19/64/43/PDF/B05078.pdf