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hal-00657816v1
Communication dans un congrès
Sami Attaoui, Vincent Lacoste, Pierre Six. A partial equilibrium model for the convenience yield risk premium Eastern Finance Association Annual Meeting, Apr 2011, Savannah, Georgia, United States |
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hal-00657894v1
Communication dans un congrès
Sami Attaoui, Pierre Six. The Bond-Stock Mix: A New Insight 50th Annual Meeting of the Southwestern Finance Association (SWFA), Mar 2011, Houston, United States |
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hal-00657903v1
Communication dans un congrès
Sami Attaoui, Pierre Six. The Bond-Stock Mix: A New Insight Eastern Finance Association Annual Meeting, Apr 2011, Savannah, Georgia, United States |
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hal-00657807v1
Communication dans un congrès
Sami Attaoui, Vincent Lacoste, Pierre Six. A partial equilibrium for the convenience yield risk premium 50th Annual Meeting of the Southwestern Finance Association (SWFA), Mar 2011, Houston, United States |
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hal-00657725v1
Communication dans un congrès
Pierre Six. Dynamic strategies when consumption and wealth risk aversions differ Eastern Finance Association Annual Meetings, Apr 2010, Miami Beach, Florida, United States |
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hal-00565492v1
Article dans une revue
Hayette Gatfaoui. Is Corporate Bond Market Performance Connected with Stock Market Performance? Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2009, n° 102, pp.46-59 |
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hal-00937902v1
Communication dans un congrès
Carole Botton, Julien Fouquau. ADJUGÉ, VENDU...ASSURÉ Comptabilités et innovation, May 2012, Grenoble, France. pp.cd-rom, 2012 |
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hal-00659318v1
Communication dans un congrès
Sami Attaoui, Pierre Six. The bond-stock mix: a new insight 28th International Conference of French Finance Association, May 2011, Montpellier, France |
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hal-00753817v1
Communication dans un congrès
Pierre Six. On the shape of risk aversion and asset allocation CEFRA (Center for financial risk analysis) Seminar, Nov 2011, Lyon, France |
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hal-00753690v1
Communication dans un congrès
Sami Attaoui, Vincent Lacoste, Pierre Six. A partial equilibrium for the convenience yield risk premium ESE Energy and Finance Conference, Oct 2011, Rotterdam, Netherlands |
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hal-00659232v1
Article dans une revue
Constantin Mellios, Pierre Six. The traditional hedging model revisited with a non-observable convenience yield Financial Review, Wiley, 2011, Vol. 46 (Issue 4), pp. 569-593. <10.1111/j.1540-6288.2011.00312.x> |
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hal-00564963v1
Article dans une revue
Hayette Gatfaoui. From Fault Tree to Credit Risk Assessment: A Case Study International Research Journal of Finance and Economics, EuroJournals, 2008, vol. 14, pp.379-401 |
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hal-00565525v1
Article dans une revue
Hayette Gatfaoui. Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market Annals of Finance, Springer Verlag, 2010, Vol. 6, pp. 511-535. <10.1007/s10436-009-0139-5> |
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hal-00779483v1
Article dans une revue
Giacomo Sbrana, Andrea Silvestrini. Aggregation of exponential smoothing processes with an application to portfolio risk evaluation Journal of Banking and Finance, Elsevier, 2012, n.p. <10.1016/j.jbankfin.2012.06.015> |
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hal-00566596v1
Article dans une revue
J.P Chateau, Jian Wu. Basel II Capital Adequacy : Computing the "fair" Capital Charge for Loan Commitment "True" Credit Risk International Review of Financial Analysis, Elsevier, 2007, vol. 16 (n° 1), pp. 1-21. <10.1016/j.irfa.2004.12.002> |
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