Journal Article

2007

DUBREUILLE, S., R. GILLET, C. KHAROUBI

Futures sur électricité : analyse du marché français et impact de la structure de dépendance empirique en matière de diversification

BANQUE & MARCHES, September 2007, vol. n° 90, pp. pp 44-51 8 p.

Journal Article

2004

KHAROUBI, C.

Analyse non linéaire des risques

BANQUE & MARCHES, 2004, pp. pp 18-26 9p

Chapter

2004

KHAROUBI, C., H. GEMAN

Hedge Funds: A Copula Approach for Risk Management

in New Risk measures for the 21th century., SZEGÖ G. (ed.), John Wiley, pp. pp 302-320 19 p, 2004

PhD Dissertation

2003

KHAROUBI, C.

Au-delà de la corrélation

2003, Université Paris 9 - Dauphine, France

Journal Article

2003

ANE, T., C. KHAROUBI

Dependence Structure and Risk Measure

JOURNAL OF BUSINESS (THE), July 2003, vol. vol. 76, issue 3, pp. pp 411-438 28 p

Journal Article

2003

GEMAN, H., C. KHAROUBI

Hedge Funds Revisited: Distributional Characteristics, Dependence Structure and Diversification

JOURNAL OF RISK, Summer 2003, vol. Vol. 5, Issue 4, pp. pp. 55-73 19p.

Best teaching award

2016

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