Charles-Olivier Amédée-Manesme

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 4

Top Topics

Marine Power Plant

Top Venues

Ann. Oper. Res.

Publications

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy
Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Ann. Oper. Res. 313 (2) (2022)
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard
Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR. Ann. Oper. Res. 281 (1-2) (2019)
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent
Mixed-asset portfolio allocation under mean-reverting asset returns. Ann. Oper. Res. 281 (1-2) (2019)
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy
Ex-ante real estate Value at Risk calculation method. Ann. Oper. Res. 262 (2) (2018)