IDEAS home Printed from https://ideas.repec.org/e/pcl89.html
   My authors  Follow this author

Pierre Clauss

Personal Details

First Name:Pierre
Middle Name:
Last Name:Clauss
Suffix:
RePEc Short-ID:pcl89
http://www.ensai.com/pierre_clauss

Affiliation

École Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Institut National de la Statistique et des Études Économiques (INSEE)
Government of France

Rennes, France
http://www.ensai.fr/
RePEc:edi:ensaifr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pierre Clauss, 2011. "Hedge funds performance ratios adjusted to market liquidity risk1," Post-Print halshs-00601467, HAL.
  2. Pierre Clauss, 2010. "Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier," Post-Print halshs-00601469, HAL.
  3. Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.

Articles

  1. Clauss, Pierre, 2011. "Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk," Journal of Financial Transformation, Capco Institute, vol. 31, pages 133-139.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.

    Cited by:

    1. Philippe Bernard & Najat El Mekkaoui de Freitas & Bertrand Maillet, 2022. "A Financial Fraud Detection Indicator for Investors: An IDeA," Post-Print hal-02312401, HAL.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Pierre Clauss should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.