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VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors
Kamdem, Jules Sadefo - In: Annals of finance 8 (2012) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10009510573
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A nice estimation of Gini index and power Pen's parade
Kamdem, Jules Sadefo - In: Economic modelling 29 (2012) 4, pp. 1299-1304
Persistent link: https://www.econbiz.de/10009667374
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Value-at-risk and expected shortfall for linear portfolios with elliptically distributed risk factors
Kamdem, Jules Sadefo - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 537-551
Persistent link: https://www.econbiz.de/10003058599
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Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l’énergie
Nsouadi, Ange; Kamdem, Jules Sadefo; Terraza, Michel - 2015
Persistent link: https://www.econbiz.de/10011300803
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The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005
Mornet, Pauline; Zoli, Claudio; Mussard, Stéphane; … - In: Economic modelling 35 (2013), pp. 944-963
Persistent link: https://www.econbiz.de/10010338256
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Moments and semi-moments for fuzzy portfolio selection
Kamdem, Jules Sadefo; Tassak, Christian Deffo; Fono, … - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 517-530
Persistent link: https://www.econbiz.de/10009683225
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The co-evolution of energy intensity and carbon emissions in Morocco
Mouhtadi, Mehdi Jama ̈ı; Kamdem, Jules Sadefo - In: The Journal of energy and development 45 (2019/2020) 1/2, pp. 213-226
Persistent link: https://www.econbiz.de/10012602147
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Comparison of some static hedging models of agricultural commodities price uncertainty
Kamdem, Jules Sadefo; Moumouni, Zoulkiflou - In: Journal of quantitative economics 18 (2020) 3, pp. 631-655
Persistent link: https://www.econbiz.de/10012418858
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Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
Tassak, Christian Deffo; Kamdem, Jules Sadefo; Fono, … - In: Journal of the Operational Research Society : OR 68 (2017) 12, pp. 1491-1502
Persistent link: https://www.econbiz.de/10011815965
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Hybridization of ARIMA with learning models for forecasting of stock market time series
Pokou, Frédy; Kamdem, Jules Sadefo; Benhmad, François - In: Computational economics 63 (2024) 4, pp. 1349-1399
Persistent link: https://www.econbiz.de/10014549025