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La gestion collective dans un marché agité : la dynamique des styles à partir des cartes de Kohonen

Author

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  • Catherine Aaron
  • Sébastien Galanti
  • Yamina Tadjeddine

Abstract

Asset management in turbulent marketsanalyzing investment styles dynamics The aim of this paper is to observe the group dynamic of fund managers during an interesting period: January 99- July 02 that includes many financial events as financial cracks, high speculation on new technologies,... We defined a strategy as the sensitivity to French stock market indexes. We projected strategies on a Kohonen Map. We propose a new approach to analyse the group dynamic by studying moving on this map.

Suggested Citation

  • Catherine Aaron & Sébastien Galanti & Yamina Tadjeddine, 2004. "La gestion collective dans un marché agité : la dynamique des styles à partir des cartes de Kohonen," Revue d'économie politique, Dalloz, vol. 114(4), pages 507-526.
  • Handle: RePEc:cai:repdal:redp_144_0507
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    Cited by:

    1. Claude DUPUY (GREThA UMR CNRS 5113) & Matthieu MONTALBAN (GREThA UMR CNRS 5113) & Sylvain MOURA (GREThA UMR CNRS 5113), 2009. "Finance and Industrial Dynamics (In French)," Cahiers du GREThA 2009-24, Groupe de Recherche en Economie Théorique et Appliquée.
    2. Olivier Godechot, 2016. "Back in the bazaar: taking Pierre Bourdieu to a trading room," Post-Print hal-01295776, HAL.
    3. Olivier Godechot, 2016. "Back in the bazaar: taking Pierre Bourdieu to a trading room," Sciences Po publications info:hdl:2441/36r82bk74h9, Sciences Po.

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