Serge Darolles

Discipline

Gestion et management (44) Economies et finances (29)

Discipline

Economies et finances (1)

Type de document

Articles (41) Colloques et conférences (27) Livres et chapitres d'ouvrages (18) Prépublication (3) Autres (2)

Type de document

Mémoires, Thèses et HDR (4)

Co-auteur

Auteur

Date

Date

Source

Source

Mot-clé

Example (45) papier (43) Paper (43) Finance (42) modèle (41) Models (40) Management (39) Risk (37) Administration (36) risque (35) haie (34) abords (agglomération) (34) State, The (34) administration (32) marché (32) Political science (32) Administrative law (32) Administration of estates (32) Administration (32) Finance (31) Investments (29) analyse (26) Analysis (26) Securities (23) spectacle (22) investissement (22) Markets (22) Hedge funds (21) effet (20) Time (20)

Mot-clé

Administration (4) Estado (4) Administration (4) vie administrative (4) Testing (3) Sports records (3) Risk (3) Athletic ability (3) Performance (3) Performance-art (3) Performance (sports) (3) Performances (3) Risque (3) Essais (3) Deterioration (2) Costs (2) Strategy (2) Land tenure (2) Investments (2) Impact (2) Equity (2) Corporations (2) Business enterprises (2) Management (2) Empresas (2) Estrategia (2) Inversiones (2) Gestion (2) Stratégie (2) Dissertation (2)

Documents écrit par Serge Darolles (91) | parle de Serge Darolles (4)

Robust portfolio allocation with systematic risk contribution restrictions
Serge Darolles et al. (21 mars 2024)
Who can better push firms to go "green"? A look at ESG effects on stock returns
Serge Darolles et al. (16 févr. 2024)
Managing hedge fund liquidity risks
Serge Darolles et al.
Who can better push firms to go "green"? A look at ESG effects on stock returns
Serge Darolles et al. (5 juin 2023)
Is destiny worth the Distance? On Private Equity in Emerging Markets
Sara Ain Tommar et al. (1 mars 2023)
Timing the Size Risk Premia
Serge Darolles et al. (26 janv. 2022)
Timing the Size Risk Premia
Serge Darolles et al. (2022)
Timing the Size Risk Premia
Serge Darolles et al. (2022)
A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk
Gaëlle Le Fol et al. (15 oct. 2021)
Forecasting Intra-daily Liquidity in Large Panels
Gaëlle Le Fol et al. (15 oct. 2021)
Forecasting Intra-daily Liquidity in Large Panels
Christian Brownlees et al. (15 oct. 2021)
A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk
Serge Darolles et al. (15 oct. 2021)
A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk
Serge Darolles et al. (2 oct. 2021)
A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk
Serge Darolles et al. (1 oct. 2021)
Trends everywhere? The case of hedge fund styles
Charles Chevalier et al. (2019)
Bivariate integer-autoregressive process with an application to mutual fund flows
Serge Darolles et al. (2019)
Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas
Serge Darolles et al.
Is destiny worth the Distance? On Private Equity in Emerging Markets
Sara Ain Tommar et al. (23 nov. 2018)
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Serge Darolles et al.
Managing hedge fund liquidity risks
Serge Darolles et al.
Managing hedge fund liquidity risks
Serge Darolles et al.
Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows
Serge Darolles et al. (2017)
Diversification at a reasonable price
Serge Darolles et al. (2017)
Introduction to the special issue on recent developments in Financial Econometrics
Serge Darolles et al.
Managing hedge fund liquidity risks
Serge Darolles et al.

next
Trois essais sur la gestion d'actifs quantitative
Hector Chan (24 juin 2022)
Trois essais sur les stratégies de suivi de tendance
Charles Chevalier (17 déc. 2019)
Trois Essais en Private Equity
Sara Ain Tommar (11 déc. 2018)
Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité
Anmar Al Wakil (11 déc. 2017)