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Une histoire du risque de défaut

Gatfaoui, Hayette - 2008

Persistent link: https://www.econbiz.de/10003804977

Deviation from normality and Sharpe ratio behavior : a brief simulation study

Gatfaoui, Hayette - In: Investment management and financial innovations 7 (2010) 4, pp. 106-118

Persistent link: https://www.econbiz.de/10008841947

Investigating the dependence structure between credit default swap spreads and the U.S. financial market

Gatfaoui, Hayette - In: Annals of finance 6 (2010) 4, pp. 511-535

Persistent link: https://www.econbiz.de/10008652598

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

From fault tree to credit risk assessment : a case study

Gatfaoui, Hayette - 2004 - This draft: September 2004

Reliability has been largely applied to industrial systems in order to study the various possibilities of systems’ failure. The goal is to establish the chain of events leading to any system’s failure, namely the top event. Looking for the minimal paths leading to any system’s fault allows...

Persistent link: https://www.econbiz.de/10011513074