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Learning Heteroscedastic Models by Convex Programming under Group Sparsity Dalalyan A. S., Hebiri M., Méziani K., Salmon J. Proceedings of the 30 th International Conference on Machine Learning (2013) http://icml.cc/2013/?page_id=43 [hal-00813908 - version 1]

Pivotal estimation in high-dimensional regression via linear programming Gautier E., Tsybakov A. [hal-00805556 - version 2] (15/04/2013)

Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs Bouchard B., Lépinette E., Taflin E. [hal-00783977 - version 1] (02/02/2013)

Collective risk aversion Jouini E., Napp C., Nocetti D. Social Choice and Welfare 40, 2 (2013) 411-437 [halshs-00559137 - version 1]

Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities Dumitrescu R., Quenez M.-C., Sulem A. Rapport de recherche (2013) 23 [hal-00780601 - version 1]

Book Reviews, Summer 2013 Robert C. Rapport de recherche [hal-00780471 - version 1]

Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression Comminges L., Dalalyan A. Electronic Journal of Statistics 7 (2013) 146-190 [hal-00722903 - version 3]

Nonparametric density estimation in compound Poisson process using convolution power estimators. Comte F., Duval C., Genon-Catalot V. [hal-00780300 - version 1] (23/01/2013)

Generalized stochastic target problems for pricing and partial hedging under loss constraints - Application in optimal book liquidation Bouchard B., Dang N. M. Finance and Stochastics 17, 1 (2013) 31-72 [hal-00508291 - version 1]

Does Job Insecurity Deteriorate Health? A Causal Approach for Europe Caroli E., Godard M. [hal-00784777 - version 1] (04/02/2013)