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Jules Sadefo Kamdem

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This is information that was supplied by Jules Sadefo Kamdem in registering through RePEc. If you are Jules Sadefo Kamdem , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jules
Middle Name:
Last Name: Sadefo Kamdem
Suffix:

RePEc Short-ID: psa158

Email:
Homepage:
Postal Address: LAMETA (UMR 5474) Site Richter : Faculté de Sciences Economiques Avenue de la Mer - Site de Richter C.S. 79606 34960 MONTPELLIER CEDEX 2
Phone: (0033) 6 03 54 41 96

Affiliation

LAboratoire Montpelliérain d'Économie Théorique et Appliquée (LAMETA)
Faculté de sciences économiques
Université de Montpellier I
Location: Montpellier, France
Homepage: http://www.lameta.univ-montp1.fr/
Email:
Phone: +33-467-158-568
Fax: +33-467-158-467
Postal: Avenue Raymond Dugrand, CS 79606, 34960 Montpellier Cedex 2
Handle: RePEc:edi:lamplfr (more details at EDIRC)

Works

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Working papers

  1. Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universtiy of Montpellier, revised Sep 2012.
  2. Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Arnold F. Shapiro & Michel Terraza, 2012. "Capital asset pricing model with fuzzy returns and hypothesis testing," Working Papers 12-33, LAMETA, Universtiy of Montpellier, revised Sep 2012.
  3. Christian Tassak & Jules SADEFO KAMDEM & Louis Aimé Fono, 2012. "Dominances on fuzzy variables based on credibility measure," Working Papers hal-00796215, HAL.
  4. Louis Aimé Fono & Jules Sadefo Kamdem & Christian Tassak, 2011. "Moments and Semi-Moments for fuzzy portfolios selection," Working Papers hal-00567012, HAL.
  5. Jules Sadefo Kamdem, 2011. "Downside Risk And Kappa Index Of Non-Gaussian Portfolio With Lpm," Working Papers hal-00733043, HAL.
  6. Jules Sadefo Kamdem, 2011. "Integral Transforms With The Homotopy Perturbation Method And Some Applications," Working Papers hal-00580023, HAL.
  7. Stéphane Mussard & Jules Sadefo Kamdem & Françoise Seyte & Michel Terraza, 2010. "Quadratic Pen's Parade and the Computation of the Gini index," Cahiers de recherche 10-18, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  8. Raymond BRUMMELHUIS & Jules Sadefo-Kamdem, 2009. "Var For Quadratic Portfolio'S With Generalized Laplace Distributed Returns," Working Papers 09-06, LAMETA, Universtiy of Montpellier, revised Jun 2009.
  9. Jules SADEFO KAMDEM, 2004. "Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors," Computing in Economics and Finance 2004 12, Society for Computational Economics.

Articles

  1. Sadefo Kamdem, Jules, 2012. "A nice estimation of Gini index and power Pen's parade," Economic Modelling, Elsevier, vol. 29(4), pages 1299-1304.
  2. Sadefo Kamdem, Jules & Tassak Deffo, Christian & Fono, Louis Aimé, 2012. "Moments and semi-moments for fuzzy portfolio selection," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 517-530.
  3. Jules Sadefo Kamdem, 2012. "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Annals of Finance, Springer, vol. 8(1), pages 123-150, February.
  4. Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012. "Fuzzy risk adjusted performance measures: Application to hedge funds," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 702-712.
  5. Sadefo Kamdem, 2011. "Businesses Risks Aggregation with Copula," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(2), pages 58-72, July.
  6. Stéphane Mussard & J. Sadefo Kamdem & Françoise Seyte & Michel Terraza, 2011. "Quadratic Pen'S Parade And The Computation Of The Gini Index," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 57(3), pages 583-587, 09.
  7. Sadefo Kamdem, J., 2010. "Sharp estimates for the CDF of quadratic forms of MPE random vectors," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1755-1771, September.
  8. Sadefo Kamdem, J., 2009. "[Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 325-336, June.
  9. Sadefo Kamdem, J. & Genz, A., 2008. "Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3389-3407, March.
  10. Jules Sadefo Kamdem, 2005. "Value-At-Risk And Expected Shortfall For Linear Portfolios With Elliptically Distributed Risk Factors," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(05), pages 537-551.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2009-06-10 2012-10-27. Author is listed
  2. NEP-RMG: Risk Management (2) 2009-06-10 2012-10-20. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2012-10-20

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