Jules Sadefo Kamdem

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 7

Top Topics

Portfolio Selection

Autoregressive Moving Average

Top Venues

Ann. Oper. Res.

New Math. Nat. Comput.

J. Math. Model. Algorithms Oper. Res.

Math. Methods Oper. Res.

Publications

Eric Djeutcha, Jules Sadefo Kamdem
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. Ann. Oper. Res. 334 (1) (2024)
Alfred Mbairadjim Moussa, Jules Sadefo Kamdem
A fuzzy multifactor asset pricing model. Ann. Oper. Res. 313 (2) (2022)
Gaston Clément Nyassoke Titi, Jules Sadefo Kamdem, Louis Aimé Fono
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach. Math. Methods Oper. Res. 95 (2) (2022)
Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return. Ann. Oper. Res. 300 (2) (2021)
Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes. New Math. Nat. Comput. 17 (1) (2021)
Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection. New Math. Nat. Comput. 16 (2) (2020)
Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono, Nicolas Gabriel Andjiga
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns. J. Oper. Res. Soc. 68 (12) (2017)
Jules Sadefo Kamdem
Generalized Integral Transforms with the Homotopy Perturbation Method. J. Math. Model. Algorithms Oper. Res. 13 (2) (2014)
Jules Sadefo Kamdem
Sharp estimates for the CDF of quadratic forms of MPE random vectors. J. Multivar. Anal. 101 (8) (2010)
Jules Sadefo Kamdem, Alan Genz
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Comput. Stat. Data Anal. 52 (7) (2008)
Jules Sadefo Kamdem
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors CoRR (2003)