Details about Pierre Clauss
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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Journal Articles
Working Papers
2011
- Hedge funds performance ratios adjusted to market liquidity risk1
Post-Print, HAL
2010
- Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier
Post-Print, HAL
2009
- Risk Management Lessons from Madoff Fraud
MPRA Paper, University Library of Munich, Germany
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Journal Articles
2011
- Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
Journal of Financial Transformation, 2011, 31, 133-139