Advanced Search
MyIDEAS: Login to follow this author

Ludovic Cales

Contents:

This is information that was supplied by Ludovic Cales in registering through RePEc. If you are Ludovic Cales , 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: Ludovic
Middle Name:
Last Name: Cales
Suffix:

RePEc Short-ID: pca540

Email:
Homepage: https://www.sites.google.com/site/calesludovic/
Postal Address:
Phone:

Affiliation

(25%) Maison des Sciences Économiques
Université Paris 1 (Panthéon-Sorbonne)
Location: Paris, France
Homepage: http://mse.univ-paris1.fr/
Email:
Phone: 01 44 07 81 00
Fax: 01 44 07 81 09
Postal: 106 - 112 boulevard de l'Hôpital, 75647 Paris cedex 13
Handle: RePEc:edi:msep1fr (more details at EDIRC)
(25%) Paris School of Economics
Location: Paris, France
Homepage: http://www.parisschoolofeconomics.eu/
Email:
Phone: 01 43 13 63 49
Fax: 01 43 13 63 55
Postal: 48 boulevard Jourdan - 75014 Paris
Handle: RePEc:edi:eeparfr (more details at EDIRC)
(25%) Dipartimento di Economia
Università Ca' Foscari Venezia
Location: Venezia, Italy
Homepage: http://www.unive.it/dip.economia
Email:
Phone: +39-0412349621
Fax: +39-0412349176
Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
Handle: RePEc:edi:dsvenit (more details at EDIRC)
(25%) École des Hautes Études Commerciales (HEC)
Université de Lausanne
Location: Lausanne, Switzerland
Homepage: http://www.hec.unil.ch/
Email:
Phone:
Fax:
Postal: Internef, CH-1015 Lausanne
Handle: RePEc:edi:heclsch (more details at EDIRC)

Works

as in new window

Working papers

  1. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic," Documents de travail du Centre d'Economie de la Sorbonne 12036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707430, HAL.
  3. Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Cross-Sectional Performance Measure for Portfolio Management," Documents de travail du Centre d'Economie de la Sorbonne 10070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.

    RePEc:hal:journl:halshs-00363383 is not listed on IDEAS

Articles

  1. Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011. "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, vol. 214(3), pages 759-767, November.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CSE: Economics of Strategic Management (1) 2010-10-30
  2. NEP-RMG: Risk Management (1) 2010-10-30

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ludovic Cales 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.