| Risk models-at-risk CM Boucher, J Daníelsson, PS Kouontchou, BB Maillet Journal of Banking & Finance 44, 72-92, 2014 | 144 | 2014 |
| A survey on the four families of performance measures M Caporin, GM Jannin, F Lisi, BB Maillet Journal of Economic Surveys 28 (5), 917-942, 2014 | 105 | 2014 |
| Hedge Fund Portfolio Selection with Higher‐order Moments: A Nonparametric Mean–Variance–Skewness–Kurtosis Efficient Frontier E Jurczenko, B Maillet, P Merlin Multi‐moment Asset Allocation and Pricing Models, 51-66, 2012 | 93 | 2012 |
| Multi-moment asset allocation and pricing models E Jurczenko, B Maillet John Wiley & Sons, 2006 | 77 | 2006 |
| The three-moment CAPM: theoretical foundations and an asset pricing models comparison in an unified framework E Jurczenko, B Maillet Developments in Forecast Combination and Portfolio Choice, 239-273, 2001 | 64 | 2001 |
| Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach B Maillet, S Tokpavi, B Vaucher European Journal of Operational Research 244 (1), 289-299, 2015 | 62 | 2015 |
| An index of market shocks based on multiscale analysis B Maillet, T Michel Quantitative Finance 3 (2), 88, 2003 | 62 | 2003 |
| X-SOM and L-SOM: a double classification approach for missing value imputation P Merlin, A Sorjamaa, B Maillet, A Lendasse Neurocomputing 73 (7-9), 1103-1108, 2010 | 59 | 2010 |
| The impact of the 9/11 events on the American and French stock markets BB Maillet, TL Michel Review of International Economics 13 (3), 597-611, 2005 | 59 | 2005 |
| Further insights on the puzzle of technical analysis profitability B Maillet, T Michel The European Journal of Finance 6 (2), 196-224, 2000 | 56 | 2000 |
| A dynamic autoregressive expectile for time-invariant portfolio protection strategies B Hamidi, B Maillet, JL Prigent Journal of Economic Dynamics and Control 46, 1-29, 2014 | 55 | 2014 |
| A note on skewness and kurtosis adjusted option pricing models under the martingale restriction E Jurczenko, B Maillet*, B Negréa Quantitative Finance 4 (5), 479-488, 2004 | 49 | 2004 |
| The four‐moment capital asset pricing model: between asset pricing and asset allocation E Jurczenko, B Maillet Multi‐moment Asset Allocation and Pricing Models, 113-163, 2012 | 46 | 2012 |
| Theoretical Foundations of Asset Allocation and Pricing Models with Higher‐order Moments E Jurczenko, B Maillet Multi‐moment Asset Allocation and Pricing Models, 1-36, 2012 | 34 | 2012 |
| The four-moment capital asset pricing model: some basic results E Jurczenko, B Maillet Chambre de Commerce et d'Industrie de Paris, 2003 | 28 | 2003 |
| Multi-moment approximate option pricing models: A general comparison (part 1) E Jurczenko, BB Maillet, B Negrea Available at SSRN 3175801, 2002 | 28 | 2002 |
| A caviar modelling for a simple time-varying proportion portfolio insurance strategy B Hamidi, E Jurczenko, B Maillet Bankers, Markets & Investors 102, 4-21, 2009 | 26 | 2009 |
| A risk management approach for portfolio insurance strategies B Hamidi, BB Maillet, JL Prigent Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009 | 25 | 2009 |
| Understanding and reducing variability of SOM neighbourhood structure P Rousset, C Guinot, B Maillet Neural Networks 19 (6-7), 838-846, 2006 | 23 | 2006 |
| Le canal de Marius et les dynamiques littorales du golfe de Fos C Vella, P Leveau, M Provansal, JM Gassend, B Maillet, M Sciallano Gallia, 131-139, 1999 | 23 | 1999 |
Amaury LendasseUniversity of HoustonAdresse e-mail validée de central.uh.edu
