Details about Ludovic Calès

Access statistics for papers by Ludovic Calès.

Last updated 2020-02-07. Update your information in the RePEc Author Service.

Short-id: pca540

Working Papers

2019

1. On the cross-sectional distribution of portfolio returns
   Working Papers, Joint Research Centre, European Commission (Ispra site)
2. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
   European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission
   Also in Working Papers, Joint Research Centre, European Commission (Ispra site) (2017) View citations (5)
3. The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels
   European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission

2018

4. Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Papers, arXiv.org (2018)

2013

5. Long-Term Portfolio Management with a Structural Macroeconomic Model
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2012

6. Cross-Sectional Analysis through Rank-based Dynamic
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

2010

7. A Cross-Sectional Performance Measure for Portfolio Management
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
8. A performance measure of Zero-dollar Long/Short equally weighted portfolios
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

2009

9. Portfolio Symmetry and Momentum
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
   Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) View citations (4)
   See also Journal Article in European Journal of Operational Research (2011)

Journal Articles

2019

1. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273

2011

2. Portfolio symmetry and momentum
   European Journal of Operational Research, 2011, 214, (3), 759-767 View citations (6)
   See also Working Paper (2009)