Communications dans une conférence
Année
2023
KRATZ, M., HAMBUCKERS, J. et USSEGLIO-CARLEVE, A. (2023). Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk. Dans: 2023 JAFEE-ISM International Symposium. Tokyo.
Essec\Faculty\Model\Contribution {#2205 #_index: "academ_contributions" #_id: "14371" #_source: array:26 [ "id" => "14371" "slug" => "efficient-estimation-in-extreme-value-regression-models-of-hedge-fund-tail-risk" "yearMonth" => "2023-08" "year" => "2023" "title" => "Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk" "description" => "KRATZ, M., HAMBUCKERS, J. et USSEGLIO-CARLEVE, A. (2023). Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk. Dans: 2023 JAFEE-ISM International Symposium. Tokyo." "authors" => array:3 [ 0 => array:3 [ "name" => "KRATZ Marie" "bid" => "B00072305" "slug" => "kratz-marie" ] 1 => array:1 [ "name" => "HAMBUCKERS Julien" ] 2 => array:1 [ "name" => "USSEGLIO-CARLEVE A" ] ] "ouvrage" => "2023 JAFEE-ISM International Symposium" "keywords" => [] "updatedAt" => "2023-09-27 01:00:43" "publicationUrl" => null "publicationInfo" => array:3 [ "pages" => "" "volume" => "" "number" => "" ] "type" => array:2 [ "fr" => "Communications dans une conférence" "en" => "Presentations at an Academic or Professional conference" ] "support_type" => array:2 [ "fr" => null "en" => null ] "countries" => array:2 [ "fr" => null "en" => null ] "abstract" => array:2 [ "fr" => "" "en" => "" ] "authors_fields" => array:2 [ "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques" "en" => "Information Systems, Decision Sciences and Statistics" ] "indexedAt" => "2024-05-11T09:21:47.000Z" "docTitle" => "Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk" "docSurtitle" => "Communications dans une conférence" "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, HAMBUCKERS Julien, USSEGLIO-CARLEVE A" "docDescription" => "<span class="document-property-authors">KRATZ Marie, HAMBUCKERS Julien, USSEGLIO-CARLEVE A</span><br><span class="document-property-authors_fields">Systèmes d’Information, Sciences de la Décision et Statistiques</span> | <span class="document-property-year">2023</span>" "keywordList" => "" "docPreview" => "<b>Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk</b><br><span>2023-08 | Communications dans une conférence </span>" "docType" => "research" "publicationLink" => "<a href="#" target="_blank">Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risk</a>" ] +lang: "fr" +"_type": "_doc" +"_score": 8.751221 +"parent": null }