Author/Creator: Ribatet, Mathieu - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Ribatet, Mathieu

1. A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier. (2018)

Authors:: Salah, Hanene Ben; Gannoun, Ali; Ribatet, Mathieu
Journal:: International journal of portfolio analysis & management
Issue:: Volume 2:Number 2(2018)
Page Start:: 169
Record Type:: Journal Article
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2. Conditional mean-variance and mean-semivariance models in portfolio optimization. Issue 8 (16th November 2020)

Authors:: Salah, Hanene Ben; Gannoun, Ali; Ribatet, Mathieu
Journal:: Journal of statistics & management systems
Issue:: Volume 23:Issue 8(2020)
Page Start:: 1333
Record Type:: Journal Article
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3. Full likelihood inference for max‐stable data. Issue 1 (28th January 2019)

Authors:: Huser, Raphaël; Dombry, Clément; Ribatet, Mathieu; Genton, Marc G.
Journal:: Stat
Issue:: Volume 8:Issue 1 (2019)
Page Start:: n/a
Record Type:: Journal Article
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4. Global sensitivity analysis for assessing the parameters importance and setting a stopping criterion in a biomedical inverse problem. (5th April 2021)

Authors:: Rapadamnaba, Robert; Ribatet, Mathieu; Mohammadi, Bijan
Journal:: International journal for numerical methods in biomedical engineering
Issue:: Volume 37:Number 6(2021)
Page Start:: n/a
Record Type:: Journal Article
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5. Probabilities of Concurrent Extremes. Issue 524 (2nd October 2018)

Authors:: Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian
Journal:: Journal of the American Statistical Association
Issue:: Volume 113:Issue 524(2018)
Page Start:: 1565
Record Type:: Journal Article
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