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Comportements financiers des fonds de pension dans les pays de l'OCDE
El Mekkaoui de Freitas, Najat - Université Paris-Dauphine (Paris IX) - 1997
financial behaviour of pension funds in these countries. A comparative analysis is thus provided of the volume, portfolio …
Persistent link: https://www.econbiz.de/10010764090
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Do Leveraged Credit Derivatives Modify Credit Allocation ?
Viala, Jean-Renaud; Boulier, Jean-François; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2008
This paper examines how credit derivatives have changed the construction of an efficient portfolio. Credit derivatives …. The results show the advantages of credit derivatives for portfolio diversification, and the usefulness of leveraging this …
Persistent link: https://www.econbiz.de/10010707561
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Optimal Portfolio Liquidation with Limit Orders
Guéant, Olivier; Lehalle, Charles-Albert; Tapia, … - Université Paris-Dauphine (Paris IX) - 2011
This paper addresses the optimal scheduling of the liquidation of a portfolio using a new angle. Instead of focusing … order book to optimally liquidate a portfolio. Most practitioners address these two issues separately: they compute an …
Persistent link: https://www.econbiz.de/10011072650
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Évaluations ex ante et ex post d'un programme d'allocations scolaires conditionnées au Mexique
Gignoux, Jérémie - Université Paris-Dauphine (Paris IX) - 2006
This article examines the quality of ex ante assessments of the effects of conditional cash-transfer programs on child time allocation in developing countries. We use data from a social experiment conducted to evaluate the Mexican program Progresa. We compare the results of (1) ex ante...
Persistent link: https://www.econbiz.de/10011072963