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Details about Pierre Clauss

E-mail:
Homepage:http://www.ensai.com/pierre_clauss
Workplace:École Nationale de la Statistique et de l'Analyse de l'Information (ENSAI) (National School of Statistics and Information Analysis), Institut National de la Statistique et des Études Économiques (INSEE) (National Institute of Statistics and Economic Studies), Government of France, (more information at EDIRC)

Access statistics for papers by Pierre Clauss.

Last updated 2012-03-17. Update your information in the RePEc Author Service.

Short-id: pcl89


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Working Papers

2011

  1. Hedge funds performance ratios adjusted to market liquidity risk1
    Post-Print, HAL

2010

  1. Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier
    Post-Print, HAL

2009

  1. Risk Management Lessons from Madoff Fraud
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2011

  1. Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
    Journal of Financial Transformation, 2011, 31, 133-139
 
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