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Details about SADEFO KAMDEM Jules

E-mail:
Phone:0694438600
Postal address:Université de Guyane DFR SJE Bât. E (Site de Troubiran) BP 792 2091 Route de Baduel 97337 Cayenne cedex Guyane Française
Workplace:Université de Guyane
Montpellier Recherche en Économie (MRE), Université de Montpellier (University of Montpellier), (more information at EDIRC)

Access statistics for papers by SADEFO KAMDEM Jules.

Last updated 2019-08-31. Update your information in the RePEc Author Service.

Short-id: psa158


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Working Papers

2015

  1. Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie
    Working Papers, LAMETA, Universtiy of Montpellier Downloads

2013

  1. Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone
    Working Papers, LAMETA, Universtiy of Montpellier Downloads

2012

  1. Capital asset pricing model with fuzzy returns and hypothesis testing
    Working Papers, LAMETA, Universtiy of Montpellier Downloads View citations (1)
  2. Dominances on fuzzy variables based on credibility measure
    Working Papers, HAL Downloads
  3. Fuzzy risk adjusted performance measures: application to Hedge funds
    Working Papers, LAMETA, Universtiy of Montpellier Downloads View citations (2)
    See also Journal Article in Insurance: Mathematics and Economics (2012)

2011

  1. DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM
    Working Papers, HAL Downloads View citations (1)
  2. INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS
    Working Papers, HAL Downloads
  3. Moments and Semi-Moments for fuzzy portfolios selection
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2012)

2010

  1. Quadratic Pen's Parade and the Computation of the Gini index
    Cahiers de recherche, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke Downloads
    See also Journal Article in Review of Income and Wealth (2011)

2009

  1. VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS
    Working Papers, LAMETA, Universtiy of Montpellier Downloads View citations (1)

2004

  1. Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (7)

Journal Articles

2017

  1. Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
    Journal of the Operational Research Society, 2017, 68, (12), 1491-1502 Downloads

2014

  1. CAPM with fuzzy returns and hypothesis testing
    Insurance: Mathematics and Economics, 2014, 55, (C), 40-57 Downloads View citations (4)
  2. Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
    Economic Modelling, 2014, 39, (C), 247-256 Downloads View citations (2)

2013

  1. The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005
    Economic Modelling, 2013, 35, (C), 944-963 Downloads View citations (5)

2012

  1. A nice estimation of Gini index and power Pen's parade
    Economic Modelling, 2012, 29, (4), 1299-1304 Downloads View citations (2)
  2. Fuzzy risk adjusted performance measures: Application to hedge funds
    Insurance: Mathematics and Economics, 2012, 51, (3), 702-712 Downloads View citations (2)
    See also Working Paper (2012)
  3. Moments and semi-moments for fuzzy portfolio selection
    Insurance: Mathematics and Economics, 2012, 51, (3), 517-530 Downloads View citations (8)
    See also Working Paper (2011)
  4. VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors
    Annals of Finance, 2012, 8, (1), 123-150 Downloads View citations (1)

2011

  1. Businesses Risks Aggregation with Copula
    Journal of Quantitative Economics, 2011, 9, (2), 58-72 Downloads View citations (1)
  2. QUADRATIC PEN'S PARADE AND THE COMPUTATION OF THE GINI INDEX
    Review of Income and Wealth, 2011, 57, (3), 583-587 View citations (2)
    See also Working Paper (2010)

2010

  1. Sharp estimates for the CDF of quadratic forms of MPE random vectors
    Journal of Multivariate Analysis, 2010, 101, (8), 1755-1771 Downloads View citations (1)

2009

  1. [Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
    Insurance: Mathematics and Economics, 2009, 44, (3), 325-336 Downloads View citations (3)

2008

  1. Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
    Computational Statistics & Data Analysis, 2008, 52, (7), 3389-3407 Downloads View citations (7)

2005

  1. VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (05), 537-551 Downloads View citations (9)
 
Page updated 2019-10-11