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Bertrand Bruno Maillet

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

RePEc Short-ID: pma1896

Email: [This author has chosen not to make the email address public]
Homepage: http://www.bertrand-maillet.net/
Postal Address:
Phone:

Affiliation

Centre d'Économie et de Management de l'Océan Indien (CEMOI)
Faculté de Droit et de Sciences Économiques et Politiques
Université de la Réunion
Location: St-Denis, R�union
Homepage: http://cemoi.univ-reunion.fr/
Email:
Phone: + (262) 93 84 72
Fax: + (262) 93 84 80
Postal: BP 7151, 97715 Saint-Denis Mess. Cedex 9
Handle: RePEc:edi:ceunire (more details at EDIRC)

Works

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Working papers

  1. Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers 2014-131, Department of Research, Ipag Business School.
  2. Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013. "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Working Papers halshs-00825303, HAL.
  3. Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
  4. Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013. "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers 2013-28, University of Paris West - Nanterre la Défense, EconomiX.
  5. Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Documents de travail du Centre d'Economie de la Sorbonne 12001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. Christophe Boucher & Bertrand Maillet, 2011. "Une analyse temps-fréquences des cycles financiers," Documents de travail du Centre d'Economie de la Sorbonne 11003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  7. Christophe Boucher & Bertrand Maillet, 2011. "The Riskiness of Risk Models," Documents de travail du Centre d'Economie de la Sorbonne 11020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  8. Christophe Boucher & Bertrand Maillet, 2011. "Detrending Persistent Predictors," Documents de travail du Centre d'Economie de la Sorbonne 11019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  9. Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  10. Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche DARE pour une mesure de risque diversifiée," Documents de travail du Centre d'Economie de la Sorbonne 10032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  11. Bertrand B. Maillet & Jean-Philippe R. Médecin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
  12. Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne 09033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  13. Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne 09034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  14. Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne 09054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  15. Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008. "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne bla08062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  16. Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea, 2002. "Revisited multi-moment approximate option pricing models: a general comparison (Part 1)," LSE Research Online Documents on Economics 24950, London School of Economics and Political Science, LSE Library.
  17. Thierry Michel & Bertrand Maillet, 2002. "How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks," FMG Discussion Papers dp417, Financial Markets Group.
  18. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Revisited Multi-moment Approximate Option," FMG Discussion Papers dp430, Financial Markets Group.
  19. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Skewness and Kurtosis Implied by Option Prices: A Second Comment," FMG Discussion Papers dp419, Financial Markets Group.
  20. Chauveau, T. & Maillet, B., 1998. "Flexible Least Squares Betas: The French Market Case," Papers 1998-03/fi, Caisse des Depots et Consignations - Cahiers de recherche.
    RePEc:hal:wpaper:halshs-00825337 is not listed on IDEAS
    RePEc:hal:cesptp:halshs-00825337 is not listed on IDEAS
    RePEc:hal:cesptp:halshs-00587775 is not listed on IDEAS
    RePEc:hal:cesptp:halshs-00662771 is not listed on IDEAS
    RePEc:hal:journl:halshs-00662771 is not listed on IDEAS
    RePEc:hal:journl:halshs-00425585 is not listed on IDEAS
    RePEc:hal:journl:hal-00308473 is not listed on IDEAS
    RePEc:hal:cesptp:halshs-00425585 is not listed on IDEAS
    RePEc:hal:journl:halshs-00389773 is not listed on IDEAS
    RePEc:hal:cesptp:halshs-00389789 is not listed on IDEAS
    RePEc:hal:cesptp:hal-00308473 is not listed on IDEAS
    RePEc:hal:journl:halshs-00389789 is not listed on IDEAS
    RePEc:hal:journl:halshs-00336475 is not listed on IDEAS

Articles

  1. Christophe Boucher & Gregory Jannin & Patrick Kouontchou & Bertrand Maillet, 2013. "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 475-491, 08.
  2. Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 591-600.
  3. Christophe Boucher & Bertrand Maillet, 2012. "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 581-590.
  4. Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
  5. Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010. "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, vol. 0(3), pages 635-643.
  6. Boucher, Christophe & Maillet, Bertrand & Michel, Thierry, 2008. "Do misalignments predict aggregated stock-market volatility?," Economics Letters, Elsevier, vol. 100(2), pages 317-320, August.
  7. Bertrand Maillet & Thierry Michel, 2005. "Technical analysis profitability when exchange rates are pegged: A note," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 463-470.
  8. Bertrand B. Maillet & Thierry L. Michel, 2005. "The Impact of the 9/11 Events on the American and French Stock Markets," Review of International Economics, Wiley Blackwell, vol. 13(3), pages 597-611, 08.
  9. Bertrand Maillet & Madalina Olteanu & Joseph Rynkiewicz, 2004. "Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)," Revue d'économie politique, Dalloz, vol. 0(4), pages 489-506.
  10. Hélène Raymond-Feingold & Bogdan Négréa & Christophe Moussu & Bertrand Maillet & Catherine Lubochinsky & Emmanuel Jurczenko & Jérôme Héricourt & Sylvain Friederich & Thierry Chauveau, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  11. Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea, 2004. "A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction," Quantitative Finance, Taylor & Francis Journals, vol. 4(5), pages 479-488.
  12. Bertrand Maillet & Thierry Michel, 2003. "An index of market shocks based on multiscale analysis," Quantitative Finance, Taylor & Francis Journals, vol. 3(2), pages 88-97.
  13. Thierry Michel & Bertrand Maillet, 2002. "Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences," Revue d'Économie Financière, Programme National Persée, vol. 67(3), pages 269-276.
  14. Capelle-Blancard, Gunther & Jurczenko, Emmanuel & Maillet, Bertrand, 2001. "The approximate option pricing model: performances and dynamic properties," Journal of Multinational Financial Management, Elsevier, vol. 11(4-5), pages 427-443, December.
  15. Bertrand Maillet & Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 196-224.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2011-04-30
  2. NEP-BAN: Banking (2) 2010-05-22 2011-04-30
  3. NEP-BEC: Business Economics (2) 2010-05-22 2011-02-19
  4. NEP-CBA: Central Banking (1) 2011-02-19
  5. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  6. NEP-ECM: Econometrics (4) 2009-06-17 2009-10-24 2010-05-22 2011-04-30
  7. NEP-EFF: Efficiency & Productivity (1) 2009-01-31
  8. NEP-ETS: Econometric Time Series (2) 2010-05-22 2011-04-30
  9. NEP-FMK: Financial Markets (4) 2009-06-03 2009-06-17 2009-10-31 2011-04-30
  10. NEP-FOR: Forecasting (1) 2011-04-30
  11. NEP-HRM: Human Capital & Human Resource Management (1) 2013-11-02
  12. NEP-IAS: Insurance Economics (4) 2009-06-03 2009-06-17 2009-06-17 2009-08-02
  13. NEP-MST: Market Microstructure (3) 2009-10-24 2009-10-31 2010-05-22
  14. NEP-RMG: Risk Management (12) 2009-06-03 2009-06-17 2009-06-17 2009-08-02 2009-10-24 2010-05-22 2011-01-30 2011-04-30 2013-06-09 2013-10-02 2013-11-02 2014-03-15. Author is listed
  15. NEP-UPT: Utility Models & Prospect Theory (2) 2011-04-30 2013-11-02

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