|
|
Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Michel Fliess
,
Cédric Join
18th Mediterranean Conference on Control and Automation, MED'10, Jun 2010, Marrakech, Morocco. pp.CDROM
Conference papers
inria-00479824v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Quantification des incertitudes en gestion d'actifs : méthodes à noyaux et fluctuations statistiques
Linda Chamakh
Theses
tel-03373286v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Asymptotic analysis of different covariance matrices estimation for minimum variance portfolio
Linda Chamakh
,
Emmanuel Gobet
,
Jean-Philippe Lemor
2021
Preprints, Working Papers, ...
hal-03207061v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio
Ankush Agarwal
,
Ronnie Sircar
2017
Preprints, Working Papers, ...
hal-01388399v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Christoph Czichowsky
,
Rémi Peyre
,
Walter Schachermayer
,
Junjian Yang
Journal articles
hal-02373296v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Optimal asset allocation subject to withdrawal risk and solvency constraints
Areski Cousin
,
Ying Jiao
,
Christian y Robert
,
Olivier David Zerbib
2021
Preprints, Working Papers, ...
hal-03244380v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Systematic risk analysis: first steps towards a new definition of beta
Michel Fliess
,
Cédric Join
Cognitive Systems with Interactive Sensors, COGIS'09, SEE, Nov 2009, Paris, France
Conference papers
inria-00425077v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Stochastic Algorithms for Advanced Risk Budgeting
Adil Rengim Cetingoz
,
Jean-David Fermanian
,
Olivier Guéant
2022
Preprints, Working Papers, ...
hal-03857964v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Investment/consumption problem in illiquid markets with regimes switching
Paul Gassiat
,
Fausto Gozzi
,
Huyen Pham
2011
Preprints, Working Papers, ...
hal-00610214v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?
Michel Fliess
,
Cédric Join
,
Frédéric Hatt
Conférence Méditerranéenne sur l'Ingénierie Sûre des Systèmes Complexes, MISC 2011, May 2011, Agadir, Maroc
Conference papers
hal-00585152v2
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Long time asymptotics for optimal investment
Huyen Pham
2014
Preprints, Working Papers, ...
hal-01058657v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A new spin on optimal portfolios and ecological equilibria
Jérôme Garnier-Brun
,
Michael Benzaquen
,
Stefano Ciliberti
,
Jean-Philippe Bouchaud
Journal articles
hal-03378915v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|