-
3
-
-
85069246827
-
-
Ph.D. Thesis, IEP, Paris
-
3. Ch. Walter, Les structures du hasard en économie: Efficience des marchés, lois stables et processus fractals (The structure of chance in economics: Market efficiency, stable laws and fractal processes), Ph.D. Thesis, IEP, Paris (1994).
-
(1994)
Les Structures du Hasard en Économie: Efficience des Marchés, Lois Stables et Processus Fractals (The Structure of Chance in Economics: Market Efficiency, Stable Laws and Fractal Processes)
-
-
Walter, C.1
-
4
-
-
0000881396
-
Efficient capital markets and martingales
-
December
-
4. S.F. LeRoy, Efficient capital markets and martingales, J. of Economic Literature 27, 1583-1621 (December 1989).
-
(1989)
J. of Economic Literature
, vol.27
, pp. 1583-1621
-
-
LeRoy, S.F.1
-
5
-
-
0004279519
-
-
Nouvelle Bibliothèque Scientifique, Flammarion, Paris
-
5. B. Mandelbrot, Les Objets Fractals: Forme, Hasard, et Dimension, Third edition, Nouvelle Bibliothèque Scientifique, Flammarion, Paris, (1975, 1989).
-
(1975)
Les Objets Fractals: Forme, Hasard, et Dimension, Third Edition
-
-
Mandelbrot, B.1
-
7
-
-
0345640038
-
Les risques de marché et les distributions de lévy (Market risks and Lévy distributions)
-
7. Ch. Walter, Les risques de marché et les distributions de Lévy (Market risks and Lévy distributions), Analyse Financière 78, 40-50 (1989).
-
(1989)
Analyse Financière
, vol.78
, pp. 40-50
-
-
Walter, C.1
-
8
-
-
0009573113
-
L'utilisation des lois lévy-stables en finance: Une solution possible au problème posé par les discontinuités des trajectories boursières
-
4-23 October and January
-
8. Ch. Walter, L'utilisation des lois Lévy-stables en finance: Une solution possible au problème posé par les discontinuités des trajectories boursières (The use of Lévy-stable laws in finance: A possible solution to the stock motion discontinuity problem), Bull. de l'IAF 349/350, 3-32, 4-23 (October 1990 and January 1991).
-
(1990)
Bull. de l'IAF
, vol.349-350
, pp. 3-32
-
-
Walter, C.1
-
9
-
-
0242311953
-
The matching of assets to liabilities
-
9. A.J. Wise, The matching of assets to liabilities, Journal of the Institute of Actuaries 111 (3(451)), 445-501 (1984).
-
(1984)
Journal of the Institute of Actuaries
, vol.111
, Issue.3-451
, pp. 445-501
-
-
Wise, A.J.1
-
10
-
-
0242343437
-
Portfolio selection in the presence of fixed liabilities: A comment on "the matching of assets to liabilities"
-
10. A.D. Wilkie, Portfolio selection in the presence of fixed liabilities: A comment on "the matching of assets to liabilities", Journal of the Institute of Actuaries 112 (2(451)), 229-277 (1985).
-
(1985)
Journal of the Institute of Actuaries
, vol.112
, Issue.2-451
, pp. 229-277
-
-
Wilkie, A.D.1
-
11
-
-
85069248874
-
Mesure de performance corrigée du risque: Une synthèse des méthodes existantes
-
rd AFIR International Colloquium, Volume 1, pp. 267-333, (1993).
-
(1993)
rd AFIR International Colloquium
, vol.1
, pp. 267-333
-
-
Walter, C.1
-
12
-
-
0003588120
-
One-dimensional stable distributions
-
American Mathematical Society, Providence, RI
-
12. V.M. Zolotarev, One-dimensional stable distributions, In Translations of Mathematical Monographs, American Mathematical Society, Providence, RI, (1989).
-
(1989)
Translations of Mathematical Monographs
-
-
Zolotarev, V.M.1
-
13
-
-
85069238871
-
-
Birkhäuser
-
13. S. Cambanis, G. Samorodnitsky and M.S. Taqqu, Editors, Stable Process and Related Topics, Volume 25 of Progress in Probability, Birkhäuser, (1991).
-
(1991)
Stable Process and Related Topics, Volume 25 of Progress in Probability
, vol.25
-
-
Cambanis, S.1
Samorodnitsky, G.2
Taqqu, M.S.3
-
14
-
-
0344777373
-
Lévy-stables distributions and fractal structure on the paris market: An empirical examination
-
Paris, April
-
st AFIR International Colloquium, Paris, April 1990, Volume 3, pp. 241-259.
-
(1990)
st AFIR International Colloquium
, vol.3
, pp. 241-259
-
-
Walter, C.1
-
16
-
-
84893895320
-
Regression-type estimation of the parameters of stable laws
-
16. I.A. Koutrouvélis, Regression-type estimation of the parameters of stable laws, J. Am. Statist. Assoc. 75, 918-928 (1980).
-
(1980)
J. Am. Statist. Assoc.
, vol.75
, pp. 918-928
-
-
Koutrouvélis, I.A.1
-
17
-
-
0001390701
-
Portfolio analysis in a stable paretian market
-
January
-
17. E. Fama, Portfolio analysis in a stable paretian market, Management Science 11, 404-419 (January 1965).
-
(1965)
Management Science
, vol.11
, pp. 404-419
-
-
Fama, E.1
-
18
-
-
0002709036
-
Self-similar probability distributions
-
18. Sinaï, Self-similar probability distributions, Theory of Probability and Its Applications 21(1), 64-80 (1976).
-
(1976)
Theory of Probability and Its Applications
, vol.21
, Issue.1
, pp. 64-80
-
-
Sinaï1
|