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Reassessing false discoveries in mutual fund performance: skill, luck, or lack of power? a reply Barras, Laurent; Scaillet, Olivier; Wermers, Russ 2020
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Spanning analysis of stock market anomalies under prospect stochastic dominance Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas 2020
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Backtesting marginal expected shortfalland related systemic risk measures Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier 2020
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A higher-order correct fast moving-average bootstrap for dependent data La Vecchia, Davide; Moor, Alban; Scaillet, Olivier 2020
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Saddlepoint approximations for spatial panel data models Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; Scaillet, Olivier 2020
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Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets Li, Chenxu; Scaillet, Olivier; Shen, Yiwen 2020
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A diagnostic criterion for approximate factor structure Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2019
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Estimation of large dimensional conditional factor models in finance Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2019
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The Cross-Sectional Distribution of Fund Skill Measures Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier 2018
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Spanning tests for markowitz stochastic dominance Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas 2018
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Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio 2017
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High-frequency jump analysis of the bitcoin market Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher 2017
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Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2016
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Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy Scaillet, Olivier; Trojani, Fabio; Camponovo, Lorenzo 2016
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On ill-posedness of nonparametric instrumental variable regression with convexity constraints Scaillet, Olivier 2016
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Valuing American options using fast recursive projections Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016
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Early exercise decision in american options with dividends, stochastic volatility and jumps Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016
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Jumps in high-frequency data : spurious detections, dynamics, and news Bajgrowicz, Pierre Georges; Scaillet, Olivier; Treccani, Adrien 2015
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Time-varying risk premium in large cross-sectional equity datasets Ossola, Elisa; Gagilardini, Patrick; Scaillet, Olivier 2015
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Hedge fund managers: luck and dynamic assessment Scaillet, Olivier; Criton, Gilles 2014
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