Statistics
Publications
5
Citations
143
H-Index
5
Active since
2008
Lotfi Karoui is an author at Goldman Sachs (United States) specializing in finance, asset pricing empirics, and financial economics.
Publications per year
2008–2017
5
5
Nonlinear Kalman Filtering in Affine Term Structure Models
Peter Christoffersen, Christian Dorion, Kris Jacobs et al. · SSRN Electronic Journal · 2012 · 25 citations · Full text
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