5
Publications
241
Citations
5
H-Index
2011
Active since
Affiliations
Capital Fund Management (France)(Current)
Yves Lempérière is an author at Capital Fund Management (France) specializing in financial economics, asset pricing, and finance.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsManagementEmpirical FinancePhysicsCosmologyEconomicsModernity
Publications per year
2011–2017
5
5
Two centuries of trend following
Yves Lempérière, Cyril Deremble, Philip Seager et al. · The Journal of Investment Strategies · 2014 · 87 citations
Risk premia: asymmetric tail risks and excess returns
Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen et al. · Quantitative Finance · 2016 · 76 citations · Full text
Empirical Finance, Financial Risk Management, Sharpe Ratio +16
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
Bence Tóth, Yves Lempérière, Cyril Deremble et al. · SSRN Electronic Journal · 2011 · 42 citations · Full text
Deconstructing the Low-Vol Anomaly
Alexios Beveratos, Jean‐Philippe Bouchaud, Stefano Ciliberti et al. · The Journal of Portfolio Management · 2017 · 22 citations
Risk Premia: Asymmetric Tail Risks and Excess Returns
Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen et al. · SSRN Electronic Journal · 2014 · 14 citations · Full text
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