Concepedia

Jules Sadefo Kamdem

JS

Statistics

Publications

13

Citations

365

H-Index

11

Active since

2003

Affiliations

Université de Montpellier(Current)

Centre National de la Recherche Scientifique

Laboratoire Montpelliérain d’Economie Théorique et Appliquée

Laboratoire de Mathématiques Blaise Pascal

Montpellier Recherche en Economie

Jules Sadefo Kamdem is an author at Université de Montpellier specializing in finance, financial economics, and risk-return analysis.

Publications per year

2003–2023

13

Publications

13

Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities

Jules Sadefo Kamdem, Rose Bandolo Essomba, James Njong Berinyuy · Chaos Solitons & Fractals · 2020 · 72 citations · Full text

Business, Economics, Finance +16

Moments and semi-moments for fuzzy portfolio selection

Jules Sadefo Kamdem, Christian Tassak Deffo, Louis Aimé Fono · Insurance Mathematics and Economics · 2012 · 50 citations

Business, Business Economics, Finance +12

VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS

Jules Sadefo Kamdem · HAL (Le Centre pour la Communication Scientifique Directe) · 2003 · 48 citations · Full text

Management, Finance, Risk Management +16

Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series

Frédy Pokou, Jules Sadefo Kamdem, François Benhmad · Computational Economics · 2023 · 38 citations

Business, Finance, Mathematics +14

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Alfred Mbairadjim Moussa, Jules Sadefo Kamdem, Michel Terraza · Economic Modelling · 2014 · 37 citations

Management, Finance, Financial Management +14

1–5 of 13