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Fabrice Barthélémy
(Fabrice Barthelemy)

Personal Details

First Name:Fabrice
Middle Name:
Last Name:Barthelemy
Suffix:
RePEc Short-ID:pba408
https://econpapers.repec.org/RAS/pba408.htm

Affiliation

(50%) Unité Mixte de Recherche Internationale Soutenabilité et Résilience (UMI SOURCE)
Graduate School of Economics and Management
Université Paris-Saclay

Saint-Aubin, France
http://www.umi-source.uvsq.fr/
RePEc:edi:cevsqfr (more details at EDIRC)

(50%) Théorie Économique, Modélisation, Application (THEMA)
Université de Cergy-Pontoise

Cergy-Pontoise, France
https://thema.u-cergy.fr/
RePEc:edi:themafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021. "Dummy Players and the Quota in Weighted Voting Games," Post-Print hal-03797495, HAL.
  2. Fabrice Barthelemy & Mathieu Martin, 2020. "Dummy players and the quota in weighted voting games: Some further results," THEMA Working Papers 2020-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2018. "An index to forecast housing returns," ERES eres2018_42, European Real Estate Society (ERES).
  4. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2018. "Mixed-asset portfolio allocation under mean-reverting asset returns," Post-Print hal-01955220, HAL.
  5. Fabrice Barthélémy & Mathieu Martin & Ashley Piggins, 2017. "Trump’s victory like Harrison, not Hayes and Bush," THEMA Working Papers 2017-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  6. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  7. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2017. "A changing model for Real Estate Returns: a factorial approach," ERES eres2017_167, European Real Estate Society (ERES).
  8. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  9. Charles-Olivier Amedee-Manesme & Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2016. "Segmenting the Paris residential market using a Principal Component Analysis," ERES eres2016_158, European Real Estate Society (ERES).
  10. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  11. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
  12. Fabrice Barthélémy, 2014. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," THEMA Working Papers 2014-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  13. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.
  14. Fabrice Barthélémy & Francois Des Rosiers & Michel Baroni & Charles-Olivier Amedee-Manesme, 2014. "Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006," ERES eres2014_106, European Real Estate Society (ERES).
  15. Fabrice Barthélémy, 2014. "The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account," THEMA Working Papers 2014-30, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  16. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013. "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES eres2013_79, European Real Estate Society (ERES).
  17. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Cornish-Fisher expansion for real estate value at risk," ERES eres2012_044, European Real Estate Society (ERES).
  18. Charles-Olivier Amedee-Manesme & Fabrice Barthélémy, 2012. "Value-at-risk: A specific real estate model," ERES eres2012_045, European Real Estate Society (ERES).
  19. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.
  20. Fabrice Barthelemy & Mathieu Martin & Bertrand Tchantcho, 2011. "Some conjectures on the two main power indices," THEMA Working Papers 2011-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  21. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin, 2011. "On the Likelihood of Dummy players in Weighted Majority Games," THEMA Working Papers 2011-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  22. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  23. Fabrice Barthelemy & Mathieu Martin & Ashley Piggins, 2011. "U.S Presidential Elections and the Referendum Paradox," THEMA Working Papers 2011-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  24. Fabrice Barthelemy & Gabriele Esposito & Mathieu Martin & Vincent Merlin, 2011. "Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented?," THEMA Working Papers 2011-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  25. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School.
  26. BARTHELEMY Fabrice & BERAUD Alain & MARTIN Mathieu, 2009. "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," THEMA Working Papers 2009-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  27. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2009. "Forecasting Real Estate Prices From a PCA Repeat Sales Index," ERES eres2009_193, European Real Estate Society (ERES).
  28. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2009. "Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes," ERES eres2009_236, European Real Estate Society (ERES).
  29. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "A Repeat Sales Index Robust To Small Transactions Volume," ERES eres2008_105, European Real Estate Society (ERES).
  30. Fabrice BARTHELEMY & Alain BERAUD & Mathieu MARTIN, 2008. "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration : une analyse en termes de pouvoir," THEMA Working Papers 2008-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  31. Fabrice Barthélémy & Jean-Luc Prigent, 2008. "Optimal Time to Sell in Real Estate Portfolio Management," THEMA Working Papers 2008-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  32. Fabrice BARTHELEMY & Gabriele ESPOSITO & Mathieu MARTIN, 2008. "Italian Senate apportionment: is the 2007 proposal fair?," THEMA Working Papers 2008-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  33. Fabrice Barthélémy & Alessandra Michelange Trannoy, 2007. "The Carrez Law: a Law to Fight Against the Round Numbers?," ERES eres2007_405, European Real Estate Society (ERES).
  34. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "May we Build Derivatives on the Paris Residential Market?," ERES eres2007_321, European Real Estate Society (ERES).
  35. Fabrice Barthélémy & Mathieu MARTIN & Vincent MERLIN, 2007. "On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates," THEMA Working Papers 2007-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  36. Fabrice Barthélémy & Mathieu MARTIN, 2007. "A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election," THEMA Working Papers 2007-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  37. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "Paris Repeat Sales Commercial Property Indices," ERES eres2007_376, European Real Estate Society (ERES).
  38. Fabrice Barthélémy & Mathieu Martin, 2007. "Configurations study for the Banzhaf and the Shapley-Shubik indices of power," THEMA Working Papers 2007-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  39. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  40. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
  41. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.
  42. Fabrice Barthélémy & Timothy C.G. Fisher & Jocelyn Martel, 2006. "What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data," THEMA Working Papers 2006-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  43. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006. "Optimal holding period In Real Estate Portfolio," THEMA Working Papers 2006-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  44. Fabrice Barthélémy & Mathieu Martin, 2006. "Analyse spatiale du pouvoir de vote : application au cas de l'intercommunalité dans le département du Val d'Oise," THEMA Working Papers 2006-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  45. F. Barthélémy & M. Martin, 2005. "Répartition des sièges au sein des structures intercommunales du Val d’Oise," THEMA Working Papers 2005-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  46. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.
  47. Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2004. "Do building and street matter?," ERES eres2004_517, European Real Estate Society (ERES).
  48. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.
  49. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School.
  50. F. Barthelemy & T. C.G. Fisher & J. Martel, 2004. "Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions," THEMA Working Papers 2004-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  51. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004. "A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris," ERES eres2004_104, European Real Estate Society (ERES).
  52. F. Barthélémy & A. Michelangeli & A. Trannoy, 2004. "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," THEMA Working Papers 2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  53. Michel Baroni & Barthelemy Fabrice & Mokrane Mahdi, 2003. "Which Capital Growth for the Paris Residential Market?," ERES eres2003_111, European Real Estate Society (ERES).
  54. Fabrice Barthélémy & Michelangeli Alessandra & Trannoy Alain, 2003. "A Hybrid Housing Price Index for Paris," ERES eres2003_113, European Real Estate Society (ERES).
  55. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
  56. F. Barthélémy, 2002. "Sequential Multiple Unit Root Test : New Evidence," THEMA Working Papers 2002-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  57. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002. "A Repeat Sales Index for Paris," ERES eres2002_129, European Real Estate Society (ERES).
  58. M. Baroni & F. Barthélémy & M. Mokrane, 2001. "Indices de l'immobilier physique et facteurs systématiques de risque," THEMA Working Papers 2001-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  59. Mahdi Mokrane & Fabrice Barthélémy & Michel Baroni, 2001. "Analysing the real estate investment risk : The case of Paris," ERES eres2001_237, European Real Estate Society (ERES).
  60. F. Barthelemy & M. Mokrane & J-L Prigent, 2000. "Strategies optimales d'allocation de portefeuilles internationaux avec contraintes," THEMA Working Papers 2000-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  61. F. Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," THEMA Working Papers 97-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  62. Barthelemy, F. & Lubrano, M., 1996. "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M. 96a13, Universite Aix-Marseille III.
  63. Barthelemy, F. & Lubrano, M., 1996. "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M. 96a01, Universite Aix-Marseille III.
    repec:iep:wpidep:00601 is not listed on IDEAS
    repec:iep:wpidep:00607 is not listed on IDEAS
    repec:iep:wpidep:00502 is not listed on IDEAS

Articles

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
  2. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021. "Dummy Players and the Quota in Weighted Voting Games," Group Decision and Negotiation, Springer, vol. 30(1), pages 43-61, February.
  3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2020. "Un nouveau paradigme de la dynamique des rendements immobiliers parisiens," Revue économique, Presses de Sciences-Po, vol. 71(4), pages 751-765.
  4. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019. "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.
  5. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019. "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, vol. 281(1), pages 423-453, October.
  6. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2018. "Ex-ante real estate Value at Risk calculation method," Annals of Operations Research, Springer, vol. 262(2), pages 257-285, March.
  7. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & François Des Rosiers, 2017. "Market heterogeneity, investment risk and portfolio allocation," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(5), pages 641-661, October.
  8. Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016. "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, vol. 58(C), pages 543-555.
  9. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan, 2015. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 439-464, May.
  10. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
  11. Fabrice Barthélémy & Dominique Lepelley & Mathieu Martin, 2013. "On the likelihood of dummy players in weighted majority games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(2), pages 263-279, July.
  12. Charles‐Olivier Amédée‐Manesme & Fabrice Barthélémy & Michel Baroni & Etienne Dupuy, 2013. "Combining Monte Carlo simulations and options to manage the risk of real estate portfolios," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 360-389, July.
  13. Fabrice Barthelemy & Mathieu Martin, 2011. "A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections," Annals of Economics and Statistics, GENES, issue 101-102, pages 87-106.
  14. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2011. "A repeat sales index robust to small datasets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(1), pages 35-48, February.
  15. Barthlmy, Fabrice & Fisher, Timothy C.G. & Martel, Jocelyn, 2009. "What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data," International Review of Law and Economics, Elsevier, vol. 29(1), pages 67-72, March.
  16. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2009. "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," Revue économique, Presses de Sciences-Po, vol. 60(6), pages 1469-1481.
  17. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
  18. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Un nouvel indice de risque immobilier pour le marché résidentiel parisien," Revue économique, Presses de Sciences-Po, vol. 59(1), pages 99-118.
  19. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
  20. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2008. "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration : une analyse en termes de pouvoir," Revue d'économie politique, Dalloz, vol. 118(3), pages 299-315.
  21. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158.
  22. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
  23. Fabrice Barthélémy & Mathieu Martin, 2007. "Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-d'Oise," Revue économique, Presses de Sciences-Po, vol. 58(2), pages 399-425.
  24. Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, vol. 180(4), pages 107-126.
  25. Fabrice Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, vol. 48(3), pages 673-683.
  26. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February.

Chapters

  1. Fabrice Barthélémy & Mathieu Martin, 2021. "Dummy Players and the Quota in Weighted Voting Games: Some Further Results," Studies in Choice and Welfare, in: Mostapha Diss & Vincent Merlin (ed.), Evaluating Voting Systems with Probability Models, pages 299-315, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2018. "Mixed-asset portfolio allocation under mean-reverting asset returns," Post-Print hal-01955220, HAL.

    Cited by:

    1. Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022. "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, vol. 313(2), pages 1357-1371, June.
    2. Harvey J. Stein & Jacob Pozharny, 2022. "Modeling Momentum and Reversals," Risks, MDPI, vol. 10(10), pages 1-10, October.

  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Bavaud, François, 2023. "Exact first moments of the RV coefficient by invariant orthogonal integration," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
    3. Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
    4. Theo Berger & Christina Uffmann, 2021. "Assessing liquidity‐adjusted risk forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1179-1189, November.
    5. León, Ángel & Ñíguez, Trino-Manuel, 2021. "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 323-349.
    6. Zhang, Ning & Su, Xiaoman & Qi, Shuyuan, 2023. "An empirical investigation of multiperiod tail risk forecasting models," International Review of Financial Analysis, Elsevier, vol. 86(C).

  3. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).

    Cited by:

    1. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.

  4. Fabrice Barthélémy, 2014. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," THEMA Working Papers 2014-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
    3. Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
    4. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    5. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017. "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," THEMA Working Papers 2017-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    6. Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023. "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 178-189.

  5. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    2. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
    3. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  6. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013. "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES eres2013_79, European Real Estate Society (ERES).

    Cited by:

    1. Wilhelmsson, Mats, 2019. "Energy Performance certificates and its capitalization in housing values in Sweden," Working Paper Series 19/3, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    2. Ismail, Muhammad & Warsame, Abukar & Wilhelmsson, Mats, 2020. "Measuring Gentrification with Getis-Ord Statistics and Its Effect on Housing Prices in Neighboring Areas: The Case of Stockholm," Working Paper Series 20/19, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    3. Usman Hamza & Lizam Mohd & Adekunle Muhammad Usman, 2020. "Property Price Modelling, Market Segmentation and Submarket Classifications: A Review," Real Estate Management and Valuation, Sciendo, vol. 28(3), pages 24-35, September.

  7. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Philipp Bejol & Nicola Livingstone, 2018. "Revisiting currency swaps: hedging real estate investments in global city markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 36(2), pages 191-209, March.
    2. Charles-Olivier Amédée-Manesme & Francois Des Rosiers & Philippe Grégoire, 2017. "Commercial leases, terms and options in the light of game theory," ERES eres2017_175, European Real Estate Society (ERES).
    3. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    4. Werner Gleißner & Tobias Just & Endre Kamarás, 2017. "Simulationsbasierter Ertragswert als Ergänzung zum Verkehrswert [Simulation-based earnings value as a supplement to the market value]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 3(1), pages 21-48, April.
    5. Amédée-Manesme, Charles-Olivier & des Rosiers, François & Grégoire, Philippe, 2015. "The pricing of embedded lease options," Finance Research Letters, Elsevier, vol. 15(C), pages 215-220.
    6. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.

  8. Fabrice Barthelemy & Mathieu Martin & Bertrand Tchantcho, 2011. "Some conjectures on the two main power indices," THEMA Working Papers 2011-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021. "Dummy Players and the Quota in Weighted Voting Games," Group Decision and Negotiation, Springer, vol. 30(1), pages 43-61, February.
    2. Boratyn, Daria & Kirsch, Werner & Słomczyński, Wojciech & Stolicki, Dariusz & Życzkowski, Karol, 2020. "Average weights and power in weighted voting games," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 90-99.
    3. Fabrice Barthélémy & Mathieu Martin, 2021. "Dummy Players and the Quota in Weighted Voting Games: Some Further Results," Studies in Choice and Welfare, in: Mostapha Diss & Vincent Merlin (ed.), Evaluating Voting Systems with Probability Models, pages 299-315, Springer.

  9. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin, 2011. "On the Likelihood of Dummy players in Weighted Majority Games," THEMA Working Papers 2011-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Sylvain Béal & Marc Deschamps & Issofa Moyouwou & Mostapha Diss, 2021. "Inconsistent weighting in weighted voting games," Working Papers hal-04229250, HAL.
    2. Zineb Abidi & Matthieu Leprince & Vincent Merlin, 2020. "Power Inequality in Inter-communal Structures: The Simulated Impact of a Reform in the Case of the Municipalities in Western France," Post-Print halshs-02996998, HAL.
    3. Dominique Lepelley & Vincent Merlin & Jean-Louis Rouet & Laurent Vidu, 2014. "Referendum paradox in a federal union with unequal populations: the three state case," Post-Print halshs-01102577, HAL.
    4. Fabrice Barthelemy & Dominique Lepelley & Mathieu Martin & Hatem Smaoui, 2021. "Dummy Players and the Quota in Weighted Voting Games," Group Decision and Negotiation, Springer, vol. 30(1), pages 43-61, February.
    5. Boratyn, Daria & Kirsch, Werner & Słomczyński, Wojciech & Stolicki, Dariusz & Życzkowski, Karol, 2020. "Average weights and power in weighted voting games," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 90-99.
    6. Fabrice Barthélémy & Mathieu Martin, 2021. "Dummy Players and the Quota in Weighted Voting Games: Some Further Results," Studies in Choice and Welfare, in: Mostapha Diss & Vincent Merlin (ed.), Evaluating Voting Systems with Probability Models, pages 299-315, Springer.

  10. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.

  11. BARTHELEMY Fabrice & BERAUD Alain & MARTIN Mathieu, 2009. "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," THEMA Working Papers 2009-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Ibrahima Dia & Eric Kamwa, 2020. "The Voting Power in the Inter-communal Council of Martinique and Guadeloupe [Le Pouvoir de Vote dans les Etablissements Publics de Coopération Intercommunale de la Martinique et de la Guadeloupe]," Post-Print hal-01631190, HAL.

  12. Fabrice BARTHELEMY & Alain BERAUD & Mathieu MARTIN, 2008. "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration : une analyse en termes de pouvoir," THEMA Working Papers 2008-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Pezzoni, Michele & Sterzi, Valerio & Lissoni, Francesco, 2012. "Career progress in centralized academic systems: Social capital and institutions in France and Italy," Research Policy, Elsevier, vol. 41(4), pages 704-719.
    2. Ibrahima Dia & Eric Kamwa, 2020. "The Voting Power in the Inter-communal Council of Martinique and Guadeloupe [Le Pouvoir de Vote dans les Etablissements Publics de Coopération Intercommunale de la Martinique et de la Guadeloupe]," Post-Print hal-01631190, HAL.

  13. Fabrice Barthélémy & Jean-Luc Prigent, 2008. "Optimal Time to Sell in Real Estate Portfolio Management," THEMA Working Papers 2008-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.
    2. Brent W. Ambrose & Eva Steiner, 2022. "Economic Fundamentals, Capital Expenditures and Asset Dispositions," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 361-378, April.
    3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.
    4. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    5. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    6. Jing-Tang Tsay & Che-Chun Lin & Jerry T. Yang, 2018. "Pricing Mortgage-Backed Securities-First Hitting Time Approach," International Real Estate Review, Global Social Science Institute, vol. 21(4), pages 419-446.

  14. Fabrice Barthélémy & Mathieu MARTIN & Vincent MERLIN, 2007. "On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates," THEMA Working Papers 2007-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Fabrice Barthelemy & Mathieu Martin, 2011. "A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections," THEMA Working Papers 2011-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  15. Fabrice Barthélémy & Mathieu MARTIN, 2007. "A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election," THEMA Working Papers 2007-26, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Vincent Merlin & Marc Fleurbaey & Dominique Lepelley, 2012. "Introduction to the special issue on new developments in social choice and welfare theories," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 39(2), pages 253-257, July.
    2. Kóczy, László Á., 2012. "Beyond Lisbon: Demographic trends and voting power in the European Union Council of Ministers," Mathematical Social Sciences, Elsevier, vol. 63(2), pages 152-158.
    3. Zineb Abidi & Matthieu Leprince & Vincent Merlin, 2020. "Power Inequality in Inter-communal Structures: The Simulated Impact of a Reform in the Case of the Municipalities in Western France," Post-Print halshs-02996998, HAL.
    4. Weber, Matthias, 2016. "Two-tier voting: Measuring inequality and specifying the inverse power problem," Mathematical Social Sciences, Elsevier, vol. 79(C), pages 40-45.
    5. Ibrahima Dia & Eric Kamwa, 2020. "The Voting Power in the Inter-communal Council of Martinique and Guadeloupe [Le Pouvoir de Vote dans les Etablissements Publics de Coopération Intercommunale de la Martinique et de la Guadeloupe]," Post-Print hal-01631190, HAL.

  16. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
    2. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2020. "A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 121-145, Fall.
    3. Sebastian, Steffen P. & Steininger, Bertram I., 2021. "Real estate ETNs in strategic asset allocation," Working Paper Series 21/8, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    4. DeForest McDuff, 2012. "Home Price Risk, Local Market Shocks, and Index Hedging," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 212-237, June.

  17. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.
    3. Paul M Anglin & Yanmin Gao, 2011. "Integrating Illiquid Assets into the Portfolio Decision Process," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 277-311, June.
    4. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    5. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  18. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    2. Serhat Basdogan & Hilde Remøy & Ruud Binnekamp, 2018. "Valuation Construction Permit Uncertainties in Real Estate Development Projects with Stochastic Decision Tree Analysis," ERES eres2018_265, European Real Estate Society (ERES).
    3. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  19. Fabrice Barthélémy & Timothy C.G. Fisher & Jocelyn Martel, 2006. "What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data," THEMA Working Papers 2006-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Cepec, Jaka & Grajzl, Peter, 2020. "Debt-to-equity conversion in bankruptcy reorganization and post-bankruptcy firm survival," International Review of Law and Economics, Elsevier, vol. 61(C).

  20. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006. "Optimal holding period In Real Estate Portfolio," THEMA Working Papers 2006-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.

  21. F. Barthélémy & M. Martin, 2005. "Répartition des sièges au sein des structures intercommunales du Val d’Oise," THEMA Working Papers 2005-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Fabrice Barthélémy & Mathieu Martin, 2006. "Analyse spatiale du pouvoir de vote : application au cas de l'intercommunalité dans le département du Val d'Oise," THEMA Working Papers 2006-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  22. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Cécile Renouard & Gaël Giraud, 2009. "Relational Capability : An Indicator of Collective Empowerment," Post-Print hal-00551842, HAL.
    2. Marie-Léandre Gomez & Isabelle Bouty, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," Post-Print hal-00553515, HAL.
    3. Marie-Léandre Gomez & Isabelle Bouty, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," Post-Print hal-00554745, HAL.
    4. Gomez, Marie-Léandre, 2009. "Knowledge Dynamics During Planning Practices," ESSEC Working Papers DR 09011, ESSEC Research Center, ESSEC Business School.
    5. GOMEZ, Marie-Léandre, 2007. "A Bourdieusian Perspective on Strategizing," ESSEC Working Papers DR 07024, ESSEC Research Center, ESSEC Business School.
    6. Claire Naiditch & Radu Vranceanu, 2011. "Remittances as a social status signaling device," Post-Print hal-03552430, HAL.
    7. Esposito Vinzi, Vincenzo & Ringle, Christian M. & Squillacciotti, Silvia & Trinchera, Laura, 2007. "Capturing and Treating Unobserved Heterogeneity by Response Based Segmentation in PLS Path Modeling. A Comparison of Alternative Methods by Computational Experiments," ESSEC Working Papers DR 07019, ESSEC Research Center, ESSEC Business School.
    8. Bouty, Isabelle & Gomez, Marie-Léandre, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," ESSEC Working Papers DR 09010, ESSEC Research Center, ESSEC Business School.
    9. Besancenot, Damien & Vranceanu, Radu, 2009. "Banks’ risk race: a signaling explanation," ESSEC Working Papers DR 09007, ESSEC Research Center, ESSEC Business School.
    10. Gaël Giraud & Cécile Renouard, 2011. "Is the Veil of Ignorance transparent?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00638756, HAL.
    11. Radu Vranceanu & Damien Besancenot & Kim Huynh, 2009. "Desk rejection in an academic publication market model with matching frictions," Post-Print hal-00554732, HAL.
    12. Marie-Léandre Gomez, 2009. "Knowledge Dynamics During Planning Practices," Post-Print hal-00554798, HAL.
    13. André Fourçans & Jonathan Benchimol, 2009. "Money in a DSGE framework with an application to the Euro Zone," Post-Print hal-00553495, HAL.
    14. Jacques Potin, 2009. "The selection effect of two-way trade in the Melitz model: an alternative approach," Post-Print hal-00554724, HAL.
    15. Bouty, Isabelle & Gomez, Marie-Léandre, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," ESSEC Working Papers DR 09009, ESSEC Research Center, ESSEC Business School.
    16. Akoka, Jacky & Comyn-wattiau, Isabelle & Prat, Nicolas, 2009. "Combining Objects with Rules to Represent Aggregation Knowledge in Data Warehouse and OLAP Systems," ESSEC Working Papers DR 09014, ESSEC Research Center, ESSEC Business School.
    17. Benchimol, Jonathan & Fourçans, André, 2010. "Money and Risk Aversion in a DSGE Framework: A Bayesian Application to the Euro Zone," ESSEC Working Papers DR 10005, ESSEC Research Center, ESSEC Business School.

  23. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Cécile Renouard & Gaël Giraud, 2009. "Relational Capability : An Indicator of Collective Empowerment," Post-Print hal-00551842, HAL.
    2. Marie-Léandre Gomez & Isabelle Bouty, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," Post-Print hal-00553515, HAL.
    3. Marie-Léandre Gomez & Isabelle Bouty, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," Post-Print hal-00554745, HAL.
    4. Claire Naiditch & Radu Vranceanu, 2011. "Remittances as a social status signaling device," Post-Print hal-03552430, HAL.
    5. Radu Vranceanu & Damien Besancenot & Kim Huynh, 2009. "Desk rejection in an academic publication market model with matching frictions," Post-Print hal-00554732, HAL.
    6. Marie-Léandre Gomez, 2009. "Knowledge Dynamics During Planning Practices," Post-Print hal-00554798, HAL.
    7. André Fourçans & Jonathan Benchimol, 2009. "Money in a DSGE framework with an application to the Euro Zone," Post-Print hal-00553495, HAL.
    8. Jacques Potin, 2009. "The selection effect of two-way trade in the Melitz model: an alternative approach," Post-Print hal-00554724, HAL.

  24. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Paul de Vries & Frank Vastman, 2011. "Towards an index for the rental sector: a model for the Flanders housing market," ERES eres2011_335, European Real Estate Society (ERES).
    2. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.
    3. de Vries, Paul & de Haan, Jan & van der Wal, Erna & Mariën, Gust, 2009. "A house price index based on the SPAR method," Journal of Housing Economics, Elsevier, vol. 18(3), pages 214-223, September.
    4. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
    5. S. Jansen & P. Vries & H. Coolen & C. Lamain & P. Boelhouwer, 2008. "Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 37(2), pages 163-186, August.
    6. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62.

  25. F. Barthelemy & T. C.G. Fisher & J. Martel, 2004. "Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions," THEMA Working Papers 2004-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Fabrice Barthélémy & Timothy C.G. Fisher & Jocelyn Martel, 2006. "What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data," THEMA Working Papers 2006-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  26. F. Barthélémy & A. Michelangeli & A. Trannoy, 2004. "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," THEMA Working Papers 2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Benjamin Bureau & Matthieu Glachant, 2010. "Évaluation de l'impact des politiques Quartiers verts et Quartiers tranquilles sur les prix de l'immobilier à Paris," Post-Print hal-00842148, HAL.
    2. Tuffery, Laetitia, 2017. "The recreational services value of the nearby periurban forest versus the regional forest environment," Journal of Forest Economics, Elsevier, vol. 28(C), pages 33-41.
    3. Marco Giovanni Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2011. "Equity in the City: On Measuring Urban (Ine)Quality of Life," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0101, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    4. Laetitia Tuffery, 2016. "The recreational services value of the nearest periurban forest versus the global forest environment," Documents de recherche 16-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.

  27. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002. "A Repeat Sales Index for Paris," ERES eres2002_129, European Real Estate Society (ERES).

    Cited by:

    1. M. Baroni & F. Barthélémy & M. Mokrane, 2004. "Which Capital Growth Index for the Paris Residential Market?," THEMA Working Papers 2004-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  28. F. Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," THEMA Working Papers 97-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Benoit Faye & Éric Le Fur, 2010. "L'étude du lien entre cycle et saisonnalité sur un marché immobilier résidentiel. Le cas de l'habitat ancien à Bordeaux," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 937-965.

  29. Barthelemy, F. & Lubrano, M., 1996. "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M. 96a13, Universite Aix-Marseille III.

    Cited by:

    1. Galbraith, JohnW. & Zinde-Walsh, Victoria, 1999. "On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components," Journal of Econometrics, Elsevier, vol. 93(1), pages 25-47, November.

Articles

  1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019. "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.
    See citations under working paper version above.
  2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2019. "Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR," Annals of Operations Research, Springer, vol. 281(1), pages 423-453, October.
    See citations under working paper version above.
  3. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2018. "Ex-ante real estate Value at Risk calculation method," Annals of Operations Research, Springer, vol. 262(2), pages 257-285, March.
    See citations under working paper version above.
  4. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan, 2015. "Cornish-Fisher Expansion for Commercial Real Estate Value at Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 439-464, May.
    See citations under working paper version above.
  5. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
    See citations under working paper version above.
  6. Fabrice Barthélémy & Dominique Lepelley & Mathieu Martin, 2013. "On the likelihood of dummy players in weighted majority games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(2), pages 263-279, July.
    See citations under working paper version above.
  7. Charles‐Olivier Amédée‐Manesme & Fabrice Barthélémy & Michel Baroni & Etienne Dupuy, 2013. "Combining Monte Carlo simulations and options to manage the risk of real estate portfolios," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 360-389, July.
    See citations under working paper version above.
  8. Fabrice Barthelemy & Mathieu Martin, 2011. "A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections," Annals of Economics and Statistics, GENES, issue 101-102, pages 87-106.
    See citations under working paper version above.
  9. Barthlmy, Fabrice & Fisher, Timothy C.G. & Martel, Jocelyn, 2009. "What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data," International Review of Law and Economics, Elsevier, vol. 29(1), pages 67-72, March.
    See citations under working paper version above.
  10. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2009. "La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?," Revue économique, Presses de Sciences-Po, vol. 60(6), pages 1469-1481.
    See citations under working paper version above.
  11. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    See citations under working paper version above.
  12. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Un nouvel indice de risque immobilier pour le marché résidentiel parisien," Revue économique, Presses de Sciences-Po, vol. 59(1), pages 99-118.

    Cited by:

    1. Leopoldo Sdino & Paolo Rosasco & Sara Magoni, 2018. "Real Estate Risk Analysis: The Case of Caserma Garibaldi in Milan," IJFS, MDPI, vol. 6(1), pages 1-13, January.
    2. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019. "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.

  13. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
    See citations under working paper version above.
  14. Fabrice Barthélémy & Alain Béraud & Mathieu Martin, 2008. "Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration : une analyse en termes de pouvoir," Revue d'économie politique, Dalloz, vol. 118(3), pages 299-315.
    See citations under working paper version above.
  15. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158.

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
    2. Mick Silver, 2016. "How to Better Measure Hedonic Residential Property Price Indexes," IMF Working Papers 2016/213, International Monetary Fund.
    3. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    4. Marc Francke, 2010. "Repeat Sales Index for Thin Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 24-52, July.
    5. Eric Thompson & David Rosenbaum & Benjamin Schmitz, 2011. "Property values on the plains: the impact of historic preservation," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 477-491, October.
    6. Constantinescu, Mihnea & Francke, Marc, 2013. "The historical development of the Swiss rental market – A new price index," Journal of Housing Economics, Elsevier, vol. 22(2), pages 135-145.

  16. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
    See citations under working paper version above.
  17. Fabrice Barthélémy & Mathieu Martin, 2007. "Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-d'Oise," Revue économique, Presses de Sciences-Po, vol. 58(2), pages 399-425.

    Cited by:

    1. Sylvain Béal & Marc Deschamps & Issofa Moyouwou & Mostapha Diss, 2021. "Inconsistent weighting in weighted voting games," Working Papers hal-04229250, HAL.
    2. Fabrice Barthelemy & Mathieu Martin, 2011. "A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections," THEMA Working Papers 2011-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  18. Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, vol. 180(4), pages 107-126.
    See citations under working paper version above.
  19. Fabrice Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, vol. 48(3), pages 673-683.
    See citations under working paper version above.
  20. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February.

    Cited by:

    1. Fabrice Barthélémy, 1997. "Tests de racines unitaires multiples et saisonnalité," Revue Économique, Programme National Persée, vol. 48(3), pages 673-683.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (16) 2004-08-23 2004-08-31 2006-03-11 2006-11-18 2006-12-01 2007-06-02 2007-11-10 2008-01-26 2008-04-12 2009-07-28 2011-08-09 2012-02-27 2014-08-02 2014-08-02 2018-05-21 2018-10-29. Author is listed
  2. NEP-GTH: Game Theory (9) 2006-11-18 2007-03-31 2007-11-10 2008-01-05 2011-08-09 2011-08-09 2012-03-08 2012-03-08 2020-03-16. Author is listed
  3. NEP-CDM: Collective Decision-Making (8) 2007-03-31 2007-11-10 2011-08-09 2011-08-09 2012-03-08 2012-03-08 2017-11-05 2020-03-16. Author is listed
  4. NEP-POL: Positive Political Economics (5) 2007-11-10 2008-01-05 2011-08-09 2011-08-09 2017-11-05. Author is listed
  5. NEP-RMG: Risk Management (3) 2015-09-18 2017-11-05 2017-11-05
  6. NEP-CMP: Computational Economics (2) 2006-03-11 2012-02-27
  7. NEP-ACC: Accounting and Auditing (1) 2004-08-23
  8. NEP-DES: Economic Design (1) 2020-03-16
  9. NEP-EEC: European Economics (1) 2007-11-10
  10. NEP-FIN: Finance (1) 2006-03-11
  11. NEP-GEO: Economic Geography (1) 2006-11-18
  12. NEP-MFD: Microfinance (1) 2003-11-03
  13. NEP-ORE: Operations Research (1) 2020-03-16
  14. NEP-REG: Regulation (1) 2006-11-18
  15. NEP-UPT: Utility Models and Prospect Theory (1) 2011-08-09

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