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PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONSInternational Conference on Applied Financial Economics, Jun 2011, samos, Greece. pp.565-572
Communication dans un congrès
hal-00607105
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Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure DeterminationNonlinear Modeling of Economic and Financial Time-Series, Emerald Group Publishing Limited, pp.83-109, 2010, International Symposia in Economic Theory and Econometrics ; 20, ⟨10.1108/S1571-0386(2010)0000020009⟩
Chapitre d'ouvrage
hal-00607102
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Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks2016
Autre publication scientifique
halshs-01314553
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Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis2016
Autre publication scientifique
halshs-01281948
v1
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Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach2024
Pré-publication, Document de travail
hal-04629569
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Portfolio Optimization within Mixture of Distributions2014
Pré-publication, Document de travail
hal-01066105
v1
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Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis2014
Pré-publication, Document de travail
hal-00984777
v1
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Structured portfolio analysis under SharpeOmega ratio2012
Pré-publication, Document de travail
hal-00657327
v1
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