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النتائج لكل صفحة: 10

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Collection : Universite Paris-Dauphine

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Dissertation/ Thesis

Stress testing and financial risks ; Stress Tests et Risques financiers

Authors : Koliai, Lyes;

Subjects: Stress testing; Scenario; Evt

Source: https://theses.hal.science/tel-01165193 ; Economics and Finance. Université Paris Dauphine - Paris IX, 2014. English. ⟨NNT : 2014PA090069⟩.

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Conference

Understanding the effect of ESG scores on stock returns using mediation theory

Authors : Darolles, Serge; He, Yuyi; Le Fol, Gaëlle ...

Subjects: ESG performance; Investment decisions; Sustainable investingParis; France

Source: 17th Financial Risks International Forum (Risks Forum)https://hal.science/hal-0459400417th

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Conference

Information Flows in the term structure of commodity prices

Authors : Lautier, Delphine; Raynaud, Franck;

Subjects: WTI; Information flows; Term structureParis; France

Source: 7th Financial Risks International Forum on 'Big Data in Finance and Insurance'https://hal.science/hal-016558427th

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Academic Journal

A general Doob-Meyer-Mertens decomposition for g-supermartingale systems

Authors : Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu ...

Subjects: Doob-Meyer decomposition; Non-linear expectations; Backward stochastic differential equations MSC Classification (2010): 60H99

Source: ISSN: 1083-6489 ; Electronic Journal of Probability ; https://hal.science/hal-01148307 ; Electronic Journal of Probability, 2016, 21 (36), ⟨10.1214/16-EJP4527⟩.

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Academic Journal

A note on utility based pricing and asymptotic risk diversification

Authors : Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic ...

Subjects: Utility indifference pricing; diversification; risk aversion

Source: ISSN: 1862-9679.

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Dissertation/ Thesis

Finance and climate change : Risk, issue and perspectives ; Finance et Climat : Risques, enjeux et perspectives

Authors : Schweizer, Romain;

Subjects: Climate change; Finance; Scenario

Source: https://theses.hal.science/tel-03677508 ; Economies et finances. Université Paris sciences et lettres, 2021. Français. ⟨NNT : 2021UPSLD047⟩.

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Report

Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing

Authors : Bouchard, Bruno;

Subjects: super-hedging; finance; constraints

Source: https://hal.science/hal-00839766 ; 2010.

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Dissertation/ Thesis

Illiquidity, Contagion and Systemic Risk ; Illiquidité, contagion et risque systémique

Authors : Dudek, Jérémy;

Subjects: Financial Econometrics; Liquidity; Financial Contagion

Source: https://theses.hal.science/tel-00984984 ; Business administration. Université Paris Dauphine - Paris IX, 2013. English. ⟨NNT : 2013PA090046⟩.

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