| | Title | Authors / Editors | Date |
|
unige:150822 |
Skill, scale, and value creation in the mutual fund industry |
Barras, Laurent; Scaillet, Olivier; Gagliardini, Patrick |
2021 |
|
unige:134101 |
Spanning analysis of stock market anomalies under prospect stochastic dominance |
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas |
2020 |
|
unige:134136 |
Backtesting marginal expected shortfalland related systemic risk measures |
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier |
2020 |
|
unige:132900 |
Reassessing false discoveries in mutual fund performance: skill, luck, or lack of power? a reply |
Barras, Laurent; Scaillet, Olivier; Wermers, Russ |
2020 |
|
unige:138414 |
Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets |
Li, Chenxu; Scaillet, Olivier; Shen, Yiwen |
2020 |
|
unige:129395 |
A higher-order correct fast moving-average bootstrap for dependent data |
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier |
2020 |
|
unige:129396 |
Saddlepoint approximations for spatial panel data models |
Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; Scaillet, Olivier |
2020 |
|
unige:125031 |
Estimation of large dimensional conditional factor models in finance |
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier |
2019 |
|
unige:86121 |
A diagnostic criterion for approximate factor structure |
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier |
2019 |
|
unige:102836 |
Spanning tests for markowitz stochastic dominance |
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas |
2018 |
|
unige:110006 |
The Cross-Sectional Distribution of Fund Skill Measures |
Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier |
2018 |
|
unige:93900 |
High-frequency jump analysis of the bitcoin market |
Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher |
2017 |
|
unige:85441 |
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy |
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio |
2017 |
|
unige:90206 |
Early exercise decision in american options with dividends, stochastic volatility and jumps |
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier |
2016 |
|
unige:82087 |
Valuing American options using fast recursive projections |
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier |
2016 |
|
unige:85432 |
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets |
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier |
2016 |
|
unige:84999 |
Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy |
Scaillet, Olivier; Trojani, Fabio; Camponovo, Lorenzo |
2016 |
|
unige:79975 |
On ill-posedness of nonparametric instrumental variable regression with convexity constraints |
Scaillet, Olivier |
2016 |
|
unige:76321 |
Time-varying risk premium in large cross-sectional equity datasets |
Ossola, Elisa; Gagilardini, Patrick; Scaillet, Olivier |
2015 |
|
unige:41800 |
Jumps in high-frequency data : spurious detections, dynamics, and news |
Bajgrowicz, Pierre Georges; Scaillet, Olivier; Treccani, Adrien |
2015 |
Scaillet, Olivier
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