E-LIB Suche - Ergebnisse für: Deguest, Romain

1

Unexpected opportunities in misspecified predictive regress..:

Coqueret, Guillaume ; Deguest, Romain
European Journal of Operational Research. 318 (2024) 2 - p. 686-700 , 2024

Link: https://doi.org/10.1016/..

2

Blockchain adoption and optimal reinsurance design:

Amini, Hamed ; Deguest, Romain ; Iyidogan, Engin.
European Journal of Operational Research. , 2024

Link: https://doi.org/10.1016/..

3

A reinterpretation of the optimal demand for risky assets i..:

, In: Management science

Deguest, Romain ; Martellini, Lionel ; Milhau, Vincent. (2018) 9 - p. 4333-4347

Exemplare: Zentrale;

4

A Reinterpretation of the Optimal Demand for Risky Assets i..:

Deguest, Romain ; Martellini, Lionel ; Milhau, Vincent
Management Science. 64 (2018) 9 - p. 4333-4347 , 2018

Link: https://www.jstor.org/st..

5

Designing Multi-Factor Equity Portfolios:

, In: Risk-Based and Factor Investing,

Amenc, Noël ; Deguest, Romain ; Goltz, Felix... - p. 377-399 , 2015

Link: https://doi.org/10.1016/..

6

Loss-based risk measures:

Cont, Rama ; Deguest, Romain ; He, Xue Dong
Statistics & Risk Modeling. 30 (2013) 2 - p. 133-167 , 2013

Link: https://doi.org/10.1524/..

7

EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AN..:

Cont, Rama ; Deguest, Romain
Mathematical Finance. 23 (2012) 3 - p. 496-530 , 2012

Link: https://doi.org/10.1111/..

8

Robustness and sensitivity analysis of risk measurement pro..:

Cont, Rama ; Deguest, Romain ; Scandolo, Giacomo
Quantitative Finance. 10 (2010) 6 - p. 593-606 , 2010

Link: https://doi.org/10.1080/..

9

Default Intensities Implied by CDO Spreads: Inversion Formu..:

Cont, Rama ; Deguest, Romain ; Kan, Yu Hang
SIAM Journal on Financial Mathematics. 1 (2010) 1 - p. 555-585 , 2010

Link: https://doi.org/10.1137/..

10

Loss-Based Risk Measures:

Cont, Rama ; Deguest, Romain ; He, Xuedong
http://arxiv.org/abs/1110.1436. , 2011

Link: http://arxiv.org/abs/111..

11

Loss-Based Risk Measures:

Cont, Rama ; Deguest, Romain ; He, Xuedong
info:eu-repo/semantics/altIdentifier/arxiv/1110.1436. , 2011

Link: https://hal.science/hal-..

12

Loss-Based Risk Measures:

Cont, Rama ; Deguest, Romain ; He, Xuedong
info:eu-repo/semantics/altIdentifier/arxiv/1110.1436. , 2011

Link: https://hal.science/hal-..

13

Loss-Based Risk Measures:

Cont, Rama ; Deguest, Romain ; He, Xuedong
info:eu-repo/semantics/altIdentifier/arxiv/1110.1436. , 2011

Link: https://hal.archives-ouv..

14

Loss-Based Risk Measures:

Cont, Rama ; Deguest, Romain ; He, Xuedong
info:eu-repo/semantics/altIdentifier/arxiv/1110.1436. , 2011

Link: https://hal.science/hal-..

15

Robustness and sensitivity analysis of risk measurement pro..:

Cont, Rama ; Deguest, Romain ; Scandolo, Giacomo
info:eu-repo/semantics/altIdentifier/doi/10.1080/14697681003685597. , 2010

Link: https://hal.science/hal-..