Dependence structure and risk measure T Ane, C Kharoubi The journal of business 76 (3), 411-438, 2003 | 265 | 2003 |
WTI crude oil futures in portfolio diversification: The time-to-maturity effect H Geman, C Kharoubi Journal of Banking & Finance 32 (12), 2553-2559, 2008 | 156 | 2008 |
Hedge funds revisited: distributional characteristics, dependence structure and diversification H Geman, C Kharoubi HAL Post-Print, 2003 | 51 | 2003 |
Management accounting systems in institutional complexity: Hysteresis and boundaries of practices in social housing A Laguecir, A Kern, C Kharoubi Management Accounting Research 49, 100715, 2020 | 46 | 2020 |
Analyse du risque de crédit: banque & marchés C Kharoubi, P Thomas, P Thomas RB édition, 2016 | 43 | 2016 |
Non-Gaussian diversification: When size matters F Desmoulins-Lebeault, C Kharoubi-Rakotomalala Journal of Banking & Finance 36 (7), 1987-1996, 2012 | 19 | 2012 |
Les fonctions copules en finance C Kharoubi-Rakotomalala Publications de la Sorbonne, 2008 | 14 | 2008 |
Copulas in finance ten years later C Kharoubi-Rakotomalala, F Maurer Journal of Applied Business Research 29 (5), 1555, 2013 | 13 | 2013 |
Hedge funds: a copula approach for risk management H Geman, C Kharoubi HAL Post-Print, 2004 | 4 | 2004 |
International and temporal diversifications: the best of both worlds? J Fouquau, C Kharoubi, P Spieser Journal of Risk, 2018 | 2 | 2018 |
Impact du cadre légal sur le revenu des actionnaires: preuve par la non-normalité C Kharoubi-Rakotomalala, C Moussu Revue Finance Contrô le Straté gie 11 (1), 185-223, 2008 | 1 | 2008 |
The term structure of equity factor diversification J Fouquau, C Kharoubi The Journal of Risk Finance 21 (1), 23-35, 2020 | | 2020 |
Distortion risk measures for hedge funds H Geman, C Kharoubi-Rakotomalala Journal of Risk Management in Financial Institutions 4 (3), 286-300, 2011 | | 2011 |
Correlations and the pricing of risks H Geman, C Kharoubi Annals of Finance 32 (12), 2553-2559, 2008 | | 2008 |
Electricity futures: analysis of the french market and impact of the empirical dependance structure on diversification R Gillet, S Dubreuille, C Kharoubi Bankers, Markets & Investors (ex Banque et Marchés), 2007 | | 2007 |
Electricity futures: analysis of the french market and impact of the empirical dependance structure on diversification S Dubreuille, R Gillet, C Kharoubi RB Bankers, markets, investors 90, 44-51, 2007 | | 2007 |
Futures sur électricité: analyse du marché français et impact de la structure de dépendance empirique en matière de diversification S Dubreuille, R Gillet, C Kharoubi ULB Institutional Repository, 2007 | | 2007 |
Au delà de la corrélation: une mesure alternative des co-mouvements des marchés financiers C Kharoubi Paris 9, 2003 | | 2003 |
Dependance Structure and Risk Measure C Kharoubi, T Ané Journal of Business 76 (3), -, 2003 | | 2003 |
Hedge Funds Revisited: Distributional Characteristics, Dependence Structure and Diversification C Kharoubi, H Geman | | 2003 |