Bertrand Maillet

EM Lyon Business School

11
Articles

About

EM Lyon (CEFRA) and Variances. Correspondence: EM Lyon Business School - Campus de Paris, 15 boulevard Diderot, 75012 Paris, France.

Latest publication

Journal article

From the CAPM with systemic risk to the designation of the systemically important financial institutions

In Revue économique (2018/3 Vol. 69)


Most viewed articles

Journal article

From the CAPM with systemic risk to the designation of the systemically important financial institutions

In Revue économique (2018/3 Vol. 69)

Journal article

When Unity Makes Strenght: A Systemic Risk Index

In Revue économique (2017/HS2 Vol. 68)

Journal article

On the Risk of Systemic Risk Measures

In Revue économique (2016/2 Vol. 67)

Journal article

An Index of Detection of Anomalies for Investors

In Revue économique (2016/5 Vol. 67)


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Articles

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Journal article

From the CAPM with systemic risk to the designation of the systemically important financial institutions

In Revue économique (2018/3 Vol. 69)

Journal article

When Unity Makes Strenght: A Systemic Risk Index

In Revue économique (2017/HS2 Vol. 68)

Journal article

An Index of Detection of Anomalies for Investors

In Revue économique (2016/5 Vol. 67)

Journal article

On the Risk of Systemic Risk Measures

In Revue économique (2016/2 Vol. 67)

Journal article

Macroeconomics-at-risk

In Revue économique (2015/4 Vol. 66)

Journal article

A DARE for VaR

In Finance (2015/1 Vol.36)

Journal article

Forecasting without Persistence

In Revue économique (2012/3 Vol. 63)

Journal article

An Economic Evaluation of the Model Risk for Long-Term Investors

In Revue économique (2012/3 Vol. 63)

Journal article

A Time-Scale Analysis of Financial Cycles

In Revue économique (2011/3 Vol. 62)

Journal article

A DARE Approach for Diversified Extreme Risk Measure

In Revue économique (2010/3 Vol. 61)