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Displaying 7 results.
    • WorkingPaper
    Risk management and investment in hedge funds : The Amaranth Case
    Petitjean, Mikael[FUCAM] Lebrun, Sébastien (2009)
    • Speech
    Trading activity, realized volatility, and jumps
    Petitjean, Mikael[FUCAM] (2009) European Financial Management (EFM) Symposium, “Risk Management in Financial Institutions”. — Audencia School of Management (Nantes)
    • WorkingPaper
    To what extent is resampling useful in portfolio management?
    Petitjean, Mikael[FUCAM] Delcourt, François (2009)
    • Speech
    Trading activity, realized voltility, and jumps
    Petitjean, Mikael[FUCAM] (2009) 11th Symposium on Finance, Banking, and Insurance — Univerity of Karlsruhe (GE)
    • WorkingPaper
    Commonalities in liquidity within size-based portfolios: What do we learn from the Asian and Russian financial crises?
    Petitjean, Mikael[FUCAM] Beaupain, Renaud Dauginet, Stéphanie (2009)
    • WorkingPaper
    The performance of popular stochastic volatility option pricing models during the Subprime crisis
    Petitjean, Mikael[FUCAM] Moyaert, Thibaut (2009)
    • Speech
    Trading activity, realized volatility, and jumps
    Petitjean, Mikael[FUCAM] (2009) Humbolt-Universität zu Berlin, Humboldt-Copenhagen Conference, Recent Developments in Financial Econometrics. — Berlin