Charles-Olivier Amédée-Manesme

Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard · Annals of Operations Research · 2018 · 23 citations

Public Health, Biostatistics, Uncertainty Quantification +6

Heterogeneity and fine wine prices: application of the quantile regression approach

Charles-Olivier Amédée-Manesme, Benoît Faye, Éric Le Fur · Applied Economics · 2019 · 22 citations

Business, Business Economics, Economics +14

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthélémy et al. · SSRN Electronic Journal · 2012 · 17 citations · Full text

Business, Real Estate, Risk Management +17

Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach

Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthélémy et al. · Urban Studies · 2016 · 15 citations

Social Sciences, Economics, Urban Planning +17

Combining Monte Carlo simulations and options to manage the risk of real estate portfolios

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Michel Baroni et al. · Journal of Property Investment and Finance · 2013 · 15 citations

Business, Real Estate, Risk Management +17