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Nicolas Gaussel
Institutions:
Institut des sciences juridique et philosophique de la Sorbonne,
Université Paris 1 Panthéon-Sorbonne
Observed institutions:
Institut des sciences juridique et philosophique de la Sorbonne,
Université Paris 1 Panthéon-Sorbonne
ORCID:
0000-0003-3691-5643
Observed ORCID:
0000-0003-3691-5643
OpenAlex ID:
A5068428589
Regularization of Portfolio Allocation
2013
·
Benjamin Bruder
, Nicolas Gaussel
, et al.
·
SSRN Electronic Journal
·
36
Investigating Dynamic Dependence Using Copulae
2001
·
Mark Salmon
, Nicolas Gaussel
, et al.
·
RePEc: Research Papers in Economics
·
28
Risk-Return Analysis of Dynamic Investment Strategies
2014
·
Benjamin Bruder
, Nicolas Gaussel
·
SSRN Electronic Journal
·
21
Investing Dynamic Dependence Using Copulae
2008
·
Eric Bouyé
, Mark Howard Salmon
, et al.
·
SSRN Electronic Journal
·
11
ESG Risk Rating of Alternative Portfolios
2020
·
Nicolas Gaussel
, Laurent Le Saint
·
SSRN Electronic Journal
·
4
How Can Asset Allocation Benefit from a Complex Piece of Information?
2010
·
Fabrice Baudoin
, Nicolas Gaussel
·
SSRN Electronic Journal
·
1
Black-Scholes: What’s Next?
2010
·
Nicolas Gaussel
, Jerome Legras
·
SSRN Electronic Journal
·
1
Measuring the Alpha of a Convexity-creating Fund: A Two-factor Approach
2020
·
Mouhamadou Diouf
, Nicolas Gaussel
, et al.
·
SSRN Electronic Journal
Generation of Option-Like Investment Profiles in Open-Ended Funds
2020
·
Nicolas Gaussel
, Benjamin Bruder
·
SSRN Electronic Journal
The Martingale Property of Prices When Arbitrage Opportunities Exist
2010
·
Nicolas Gaussel
·
SSRN Electronic Journal
Conditioning Information for Well Behaved Tactical Assets Allocation Programs
2010
·
Nicolas Gaussel
·
SSRN Electronic Journal
Portfolio Optimization: How Jumps Modify the Standard Merton Message?
2010
·
Nicolas Gaussel
, Grégoire Deyirmendjian
·
SSRN Electronic Journal
Options on Funds: Bridging the Gap between Financial and Actuarial Pricing
2010
·
Nicolas Gaussel
, Marie-Pascale Leonardi
·
SSRN Electronic Journal
Valuation of Mortgage Backed Securities: From Optimality to Reality
2010
·
Nicolas Gaussel
, Julien Tamine
·
SSRN Electronic Journal
Valuation of Mortgage Backed Securities: from Optimality to Reality
2005
·
Nicolas Gaussel
, Julien Tamine
·
Springer eBooks
Options on Funds: Bridging the Gap Between Financial and Actuarial Pricing
2003
·
Nicolas Gaussel
, Marie-Pascale Leonardi
·
SSRN Electronic Journal
Badly Arbitraged Markets and Negative Martingale Measures
2001
·
Fabrice Baudoin
, Nicolas Gaussel
·
SSRN Electronic Journal
Problèmes choisis sur l'intégration et la transmission d'information par les marchés financiers
2001
·
Nicolas Gaussel
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Works count:
20
Citation count:
102
H-index:
4
I10-index:
4
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