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Copulas and bivariate Risk measures : an application to hedge funds
Bedoui, Rihab; Ben Dbabis, Makram - Université Paris-Dauphine (Paris IX) - 2009
.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in finance.This paper is a practical implementation of the copulas theory to model dependence between differen … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …
Persistent link: https://www.econbiz.de/10011074324
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La prise en compte de la concurrence dans la construction spatiale du réseau de distribution d’un nouvel entrant
Liarte, Sébastien - Université Paris-Dauphine (Paris IX) - 2003
The consideration of the competition in the spatial construction of the new entrant’s retailing network The aim of this paper is to show in which measure the consideration of the location of networks’ competitors can be very important for a retailer to build spatially its own retailing...
Persistent link: https://www.econbiz.de/10010707393
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Les configurations de contrôle dans les relations client-fournisseur – Environnement, organisation du client, finalités et modalités du contrôle
Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2005
studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …
Persistent link: https://www.econbiz.de/10011072109
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Control configurations in buyer-supplier relationships: environment- buyer organisation- goals and modes of control
Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2005
buying firm (in terms of reciprocal dependence between the buyer and its suppliers). For each configuration, a type of …
Persistent link: https://www.econbiz.de/10011072161
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Les modes de contrôle entre clients et fournisseurs
Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2002
process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …
Persistent link: https://www.econbiz.de/10011072493
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Concurrence, prix et qualité de la prise en charge en EHPAD en France : Analyses micro-économétriques
Martin, Cécile - Université Paris-Dauphine (Paris IX) - 2014
High prices and insufficient quality of care are observed in nursing homes in France. Reforms are currently under discussion, but governments are facing a dilemma : any measure of price cut is likely to affect quality and any improvement in quality would probably be inflationary. This work...
Persistent link: https://www.econbiz.de/10011074680
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No contagion, only globalization and flight to quality
Szafarz, Ariane; Chapelle, Ariane; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2012
In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect to globalization effects. A large database is constructed to study the stability of correlation matrices for four asset classes : equities,...
Persistent link: https://www.econbiz.de/10010707605
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Portfolio choice and asset pricing with endogenous beliefs and skewness preference
Karehnke, Paul - Université Paris-Dauphine (Paris IX) - 2014
mean-Variance-Skewness preferences. The implications of these preferences for the equilibrium cross-Section of asset …
Persistent link: https://www.econbiz.de/10011144052
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Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market
Aboura, Sofiane - Université Paris-Dauphine (Paris IX) - 2013
out on the French option market. We examine methods that account for non-normal skewness and kurtosis, relax the … normal skewness and kurtosis in terms of precision in the option valuation. …
Persistent link: https://www.econbiz.de/10010891140
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Echec commercial et apprentissage : vers une articulation du temps discret et du temps continu
Cusin, Julien - Université Paris-Dauphine (Paris IX) - 2005
Persistent link: https://www.econbiz.de/10010861381