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Coqueret, Guillaume

Author ID: coqueret.guillaume Recent zbMATH articles by "Coqueret, Guillaume"
Published as: Coqueret, Guillaume
External Links: ORCID
Documents Indexed: 14 Publications since 2012, including 2 Books
Co-Authors: 4 Co-Authors with 6 Joint Publications

Publications by Year

Citations contained in zbMATH Open

7 Publications have been cited 24 times in 24 Documents Cited by Year
An investigation of model risk in a market with jumps and stochastic volatility. Zbl 1346.91263
Coqueret, Guillaume; Tavin, Bertrand
11
2016
Diversified minimum-variance portfolios. Zbl 1315.91057
Coqueret, Guillaume
6
2015
Second order risk aggregation with the Bernstein copula. Zbl 1304.62128
Coqueret, Guillaume
2
2014
On the supremum of the spectrally negative stable process with drift. Zbl 1356.60078
Coqueret, Guillaume
2
2015
Empirical properties of a heterogeneous agent model in large dimensions. Zbl 1401.91458
Coqueret, Guillaume
1
2017
Machine learning for factor investing. R version. Zbl 1471.91006
Coqueret, Guillaume; Guida, Tony
1
2021
Lookback option prices under a spectrally negative tempered-stable model. Zbl 1269.91085
Coqueret, Guillaume
1
2013
Machine learning for factor investing. R version. Zbl 1471.91006
Coqueret, Guillaume; Guida, Tony
1
2021
Empirical properties of a heterogeneous agent model in large dimensions. Zbl 1401.91458
Coqueret, Guillaume
1
2017
An investigation of model risk in a market with jumps and stochastic volatility. Zbl 1346.91263
Coqueret, Guillaume; Tavin, Bertrand
11
2016
Diversified minimum-variance portfolios. Zbl 1315.91057
Coqueret, Guillaume
6
2015
On the supremum of the spectrally negative stable process with drift. Zbl 1356.60078
Coqueret, Guillaume
2
2015
Second order risk aggregation with the Bernstein copula. Zbl 1304.62128
Coqueret, Guillaume
2
2014
Lookback option prices under a spectrally negative tempered-stable model. Zbl 1269.91085
Coqueret, Guillaume
1
2013

Citations by Year