Guillaume Coqueret

12

Documents

Current affiliations

301362

Researcher identifiers

guillaume-coqueret
ResearcherId : I-6752-2019
0000-0002-1596-4086

Research domains

Skills

sustainable finance machine learning financial economics portfolio optimization risk management

Publications

	Herding behavior among wine investors Beysül Aytaç , Guillaume Coqueret , Cyrille Mandou Economic Modelling, 2018, 68, 318-328 p. ⟨10.1016/j.econmod.2017.07.022⟩ Journal articles hal-02312228v1
	Herding behavior among wine investors Beysül Aytaç , Guillaume Coqueret , Cyrille Mandou Economic Modelling, 2018, 68, pp.318-328. ⟨10.1016/j.econmod.2017.07.022⟩ Journal articles hal-02011061v1
	Approximate NORTA simulations for virtual sample generation Guillaume Coqueret Expert Systems with Applications, 2017, 73, pp.69-81. ⟨10.1016/j.eswa.2016.12.027⟩ Journal articles hal-02000704v1
	Empirical properties of a heterogeneous agent model in large dimensions Guillaume Coqueret Journal of Economic Dynamics and Control, 2017, 77, pp.180-201. ⟨10.1016/j.jedc.2017.02.003⟩ Journal articles hal-02000726v1
	Equity Portfolios with Improved Liability-Hedging Benefits Guillaume Coqueret , Lionel Martellini , Vincent Milhau Journal of portfolio management, 2017, 43 (2), pp.37-49. ⟨10.3905/jpm.2017.43.2.037⟩ Journal articles hal-02009875v1
	Characteristics-based portfolio choice with leverage constraints Manuel Ammann , Guillaume Coqueret , Jan-Philip Schade Journal of Banking and Finance, 2016, 70, pp.23-37. ⟨10.1016/j.jbankfin.2016.04.019⟩ Journal articles hal-02009129v1
	An investigation of model risk in a market with jumps and stochastic volatility Guillaume Coqueret , Bertrand Tavin European Journal of Operational Research, 2016, 253 (3), pp.648-658. ⟨10.1016/j.ejor.2016.03.018⟩ Journal articles hal-02010659v1
	Characteristics-based portfolio choice with leverage constraints Manuel Ammann , Guillaume Coqueret , Jan-Philip Schade Journal of Banking & Finance, 2016, 70, 23-37 p. ⟨10.1016/j.jbankfin.2016.04.019⟩ Journal articles hal-02312221v1
	On the supremum of the spectrally negative stable process with drift Guillaume Coqueret Statistics and Probability Letters, 2015, 107, pp.333-340. ⟨10.1016/j.spl.2015.09.012⟩ Journal articles hal-02024855v1
	Optimal Wine Pricing for Restaurants Guillaume Coqueret Journal of Wine Economics, 2015, 10 (02), pp.204-224. ⟨10.1017/jwe.2015.19⟩ Journal articles hal-02009600v1
	Diversified minimum-variance portfolios Guillaume Coqueret Annals of Finance, 2015, 11 (2), pp.221-241. ⟨10.1007/s10436-014-0253-x⟩ Journal articles hal-02009587v1

	Empirical properties of a heterogeneous agent model in large dimensions Guillaume Coqueret 29th Australasian Finance and Banking Conference, Dec 2016, Sydney, Australia Conference papers hal-02088097v1