Details about Ludovic Calès
Access statistics for papers by Ludovic Calès.
Last updated 2022-06-21. Update your information in the RePEc Author Service.
Short-id: pca540
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Working Papers
2019
- On the cross-sectional distribution of portfolio returns
Working Papers, Joint Research Centre, European Commission View citations (1)
- 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 View citations (18)
Also in Working Papers, Joint Research Centre, European Commission (2017) View citations (21)
- 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 View citations (2)
2018
- 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 View citations (2)
Also in Post-Print, HAL (2018) View citations (2) Papers, arXiv.org (2018)
2015
- A Rank-based Approach to Cross-Sectional Analysis
Post-Print, HAL
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015)
2013
- Long-Term Portfolio Management with a Structural Macroeconomic Model
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2012
- 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
- Cross-Sectional Analysis through Rank-based Dynamic Portfolios
Post-Print, HAL 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
2011
- A Cross-Sectional Score for the Relative Performance of an Allocation
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
Also in Post-Print, HAL (2011) View citations (8) PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (8)
- Portfolio Symmetry and Momentum
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
Also in Post-Print, HAL (2009)  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) View citations (4) Post-Print, HAL (2011) View citations (6) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)  Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)  PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (6)
See also Journal Article in European Journal of Operational Research (2011)
2010
- A Cross-Sectional Performance Measure for Portfolio Management
Post-Print, HAL 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)  Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
- A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios
Post-Print, HAL 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)  Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
Journal Articles
2021
- COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks
Quarterly Report on the Euro Area (QREA), 2021, 20, (3), 17-28
2020
- The sovereign-bank nexus in the euro area: financial and real channel
Quarterly Report on the Euro Area (QREA), 2020, 19, (1), 45-65 View citations (2)
2019
- Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
Economic Modelling, 2019, 81, (C), 242-273 View citations (3)
2011
- Portfolio symmetry and momentum
European Journal of Operational Research, 2011, 214, (3), 759-767 View citations (7)
See also Working Paper (2011)
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