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Cecile Kharoubi
Cecile Kharoubi
Professor of Finance, Escp EUROPE
Verified email at escpeurope.eu
Title
Cited by
Cited by
Year
Dependence structure and risk measure
T Ane, C Kharoubi
The journal of business 76 (3), 411-438, 2003
2652003
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
1562008
Hedge funds revisited: distributional characteristics, dependence structure and diversification
H Geman, C Kharoubi
HAL Post-Print, 2003
512003
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
462020
Analyse du risque de crédit: banque & marchés
C Kharoubi, P Thomas, P Thomas
RB édition, 2016
432016
Non-Gaussian diversification: When size matters
F Desmoulins-Lebeault, C Kharoubi-Rakotomalala
Journal of Banking & Finance 36 (7), 1987-1996, 2012
192012
Les fonctions copules en finance
C Kharoubi-Rakotomalala
Publications de la Sorbonne, 2008
142008
Copulas in finance ten years later
C Kharoubi-Rakotomalala, F Maurer
Journal of Applied Business Research 29 (5), 1555, 2013
132013
Hedge funds: a copula approach for risk management
H Geman, C Kharoubi
HAL Post-Print, 2004
42004
International and temporal diversifications: the best of both worlds?
J Fouquau, C Kharoubi, P Spieser
Journal of Risk, 2018
22018
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
12008
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
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