École Nationale de la Statistique et de l'Analyse de l'Information (ENSAI) Rennes, France
Institut National de la Statistique et des Études Économiques (INSEE)
Government of France
Campus de Ker Lann, rue Blaise Pascal, BP37203, 35172 BRUZ CEDEX
RePEc:edi:ensaifr (more details at EDIRC)
Research outputJump to: Working papers Articles
- Pierre Clauss, 2011. "Hedge funds performance ratios adjusted to market liquidity risk1," Post-Print halshs-00601467, HAL.
- Pierre Clauss, 2010. "Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier," Post-Print halshs-00601469, HAL.
- Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.
- 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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