Concepedia

Bertrand Maillet

BM

18

Publications

601

Citations

14

H-Index

2000

Active since

Affiliations

École de management de Lyon(Current)

Centre National de la Recherche Scientifique

Université Paris 1 Panthéon-Sorbonne

University of Padua

ESCP Business School

Bertrand Maillet is an author at École de management de Lyon specializing in finance, business, and management.

Top concepts

FinanceBusinessEconomicsManagementAsset PricingFinancial EconomicsStatisticsFinancial CrisisData ScienceEconometrics

Publications per year

2000–2021

18

Publications

18

Multi-moment Asset Allocation and Pricing Models

Bertrand Maillet, Emmanuel Jurczenko · HAL (Le Centre pour la Communication Scientifique Directe) · 2006 · 95 citations

Economics, Portfolio Optimization, Financial Economics +14

Risk model-at-risk

Christophe M. Boucher, Jón Danı́elsson, Patrick Kouontchou et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2014 · 93 citations

A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES

Massimiliano Caporin, Gregory Mathieu Jannin, Francesco Lisi et al. · Journal of Economic Surveys · 2013 · 70 citations

Empirical Finance, Sharpe Ratio, Applied Econometrics +18

X-SOM and L-SOM: A double classification approach for missing value imputation

Paul Merlin, Antti Sorjamaa, Bertrand Maillet et al. · Neurocomputing · 2010 · 46 citations

Classification Method, Engineering, Machine Learning +11

Further insights on the puzzle of technical analysis profitability

Bertrand Maillet, Thierry Michel · European Journal of Finance · 2000 · 37 citations

Rows per page

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