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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/

: 33.(0)2.99.05.32.32
33.(0)2.99.05.32.05
Campus de Ker Lann, rue Blaise Pascal, BP37203, 35172 BRUZ CEDEX
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.

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