Emmanuelle Jay

Discipline

Gestion et management (11) Economies et finances (3)

Type de document

Livres et chapitres d'ouvrages (13) Articles (3) Autres (2) Colloques et conférences (2)

Co-auteur

Date

Source

Mot-clé

Selection (10) Models (10) Manufacturers' agents (9) Commission merchants (9) haie (8) Management (8) Finance (8) Finance (8) Pricing (7) Gifts (7) administration (6) norme (6) modèle (6) marché (6) littérature (6) investissement (6) filtre (6) béton (6) abords (agglomération) (6) State, The (6) Securities (6) Political science (6) Literature (6) Investments (6) Example (6) Deals (6) Concrete (6) Authors (6) Administrative law (6) Administration of estates (6)

Documents écrit par Emmanuelle Jay (20) | parle de Emmanuelle Jay (0)

Robust portfolio allocation with systematic risk contribution restrictions
Serge Darolles et al. (21 mars 2024)
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay et al. (15 mars 2020)
Le montage : Technique et esthétique : fiction, documentaire, série, nouvelles écritures
Emmanuelle Jay (2020)
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay et al. (oct. 2019)
Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets
Emmanuelle Jay et al. (oct. 2019)
Robust portfolio allocation with systematic risk contribution restrictions
Serge Darolles et al. (2015)
Factor Selection
Serge Darolles et al. (17 juin 2014)
A Regularized Kalman Filter (rgKF) for Spiky Data
Serge Darolles et al. (17 juin 2014)
Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: A Geometrical Perspective
Serge Darolles et al. (17 juin 2014)
Factor Models and General Definition
Serge Darolles et al. (17 juin 2014)
Multi-factor models and signal processing techniques: application to quantitative finance
Serge Darolles et al. (17 juin 2014)
Factor Selection
Serge Darolles et al. (2013)
Factor Models and General Definition
Serge Darolles et al. (2013)
Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: A Geometrical Perspective
Serge Darolles et al. (2013)
A Regularized Kalman Filter (rgKF) for Spiky Data
Serge Darolles et al. (2013)
Multi-factor models and signal processing techniques: application to quantitative finance
Serge Darolles et al. (2013)
Multifactor Models : Examining the potential of signal processing techniques
Emmanuelle Jay et al. (2 mai 2012)
lq-regularization of the Kalman filter for exogenous outlier removal: application to hedge funds analysis
Serge Darolles et al. (13 mars 2012)
lq-regularization of the Kalman filter for exogenous outlier removal: application to hedge funds analysis
Serge Darolles et al. (12 mars 2012)
Multifactor Models: Examining the potential of signal processing techniques
Emmanuelle Jay et al. (1 sept. 2011)