Fabrice Barthélémy

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 4

Top Topics

Pure Nash Equilibria

Calculation Method

Top Venues

Ann. Oper. Res.

Soc. Choice Welf.

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)
Fabrice Barthélémy, Dominique Lepelley, Mathieu Martin
On the likelihood of dummy players in weighted majority games. Soc. Choice Welf. 41 (2) (2013)