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Details about Ludovic Calès

E-mail:
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

Access statistics for papers by Ludovic Calès.

Last updated 2020-07-09. Update your information in the RePEc Author Service.

Short-id: pca540


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Working Papers

2019

  1. On the cross-sectional distribution of portfolio returns
    Working Papers, Joint Research Centre, European Commission (Ispra site) Downloads
  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 Downloads View citations (1)
    Also in Working Papers, Joint Research Centre, European Commission (Ispra site) (2017) Downloads View citations (6)
  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 Downloads

2018

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

2015

  1. 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

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

2012

  1. 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 Downloads
  2. Cross-Sectional Analysis through Rank-based Dynamic Portfolios
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads

2011

  1. A Cross-Sectional Score for the Relative Performance of an Allocation
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (3)
    Post-Print, HAL (2011) View citations (3)
  2. Portfolio Symmetry and Momentum
    Post-Print, HAL Downloads View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) Downloads View citations (6)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
    Post-Print, HAL (2009) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) Downloads View citations (4)

    See also Journal Article in European Journal of Operational Research (2011)

2010

  1. 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 Downloads
    Also in Post-Print, HAL (2010) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads
  2. A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Post-Print, HAL (2010) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) Downloads

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 Downloads

2011

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