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Theses

Méthodes analytiques pour le Risque des Portefeuilles Financiers

Abstract : In this thesis, we propose several analytical or numerical VaR and ES methods for linear or quadratic financial portfolios. We also introduce the notions of "quadratic portfolio" of equities.
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https://tel.archives-ouvertes.fr/tel-00009187
Contributor : Jules Sadefo Kamdem <>
Submitted on : Thursday, May 5, 2005 - 12:54:33 AM
Last modification on : Thursday, January 30, 2020 - 3:54:04 PM
Long-term archiving on: : Friday, April 2, 2010 - 9:30:25 PM

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  • HAL Id : tel-00009187, version 1

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Jules Sadefo Kamdem. Méthodes analytiques pour le Risque des Portefeuilles Financiers. Mathématiques [math]. Université de Reims - Champagne Ardenne, 2004. Français. ⟨tel-00009187⟩

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