Author(s) :
Cervellon Marie-Cécile
Ed. PALGRAVE MACMILLAN
2018
Author(s) :
Fabrice Le Lec
,
Serge Macé
Theory and Decision, May 2018, Volume 84, Issue 3, pp 429–451
2018
Author(s) :
Philippe Very
,
Nadine Tournois
Editions Vuibert
2018
Author(s) :
Stéphane Gregoir
,
Tristan-Pierre Maury

2018
Author(s) :
Ludovic Cailluet
,
Fabian Bernhard
,
Rania Rabaki
Entreprises et Histoire, N° 91 pp. 1 - 22
2018
Author(s) :
Noémi Berlin
,
Léontine Goldzahl
,
Linda Bauld
,
Pat Hoddinott
,
Ivan Berlin
The European Journal of Health Economics, June 2018, Volume 19, Issue 5, pp 697–708
2018
Author(s) :
Daniel Mantilla-Garcia
The long-term performance of any portfolio can be decomposed as the sum of the weighted average long-term return of its assets plus the volatility...
2018
Author(s) :
Boris Fays
,
Georges Hübner
,
Marie Lambert
This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
2018
Author(s) :
Pierre-Laurent Bescos
,
Karim Charaf
Editeur : Ellipses Marketing
2018
Author(s) :
Marie-Cécile Cervellon
,
Stephen Brown
 Marketing Theory, Vol. 18 N° 3 pp. 391 - 410
2018
Author(s) :
Matteo Picchio
,
Giacomo Valletta
International Tax and Public Finance, June 2018, Volume 25, Issue 3, pp 757–807
2018
Author(s) :
Abdolreza Nazemi
,
Frank J. Fabozzi
Journal of Banking & Finance, Volume 89, April 2018, Pages 14-25
2018
Author(s) :
Jan-Philipp Ahrens
,
Lorraine Uhlaner
,
Michael Woywode
,
Jan Zybura
Journal of Family Business Strategy, Volume 9, Issue 1, March 2018, Pages 73-90
2018
Author(s) :
Laurent Calvet
,
Adlai J. Fisher
,
Liuren Wu
Journal of Financial and Quantitative Analysis, Volume 53, Issue 2, April 2018 , pp. 937-963
2018
Author(s) :
Frédéric Dufourt
,
Alain Venditti
,
Rémi Vivès
Journal of Mathematical Economics, Volume 76, May 2018, Pages 80-94
2018
Author(s) :
Thomas Durand
,
Sakura SHIMADA
,
Philippe Very
Editions EMS  
2018
Author(s) :
Daniel Vaughan-Whitehead
,
Pierre Courtioux
By the EDHEC Economics Research Centre
2018
Author(s) :
Boris Fays
,
Georges Hübner, PhD
,
Marie Lambert
This paper explores the gamma trading, timing and managerial skills of individual hedge funds across categories. We replicate the non-linear payoffs...
2018

Pages

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