Nicolas Gaussel is an author at Capital University specializing in copulas, statistics, and engineering.
Top concepts
CopulasBusinessStatisticsEngineeringDynamic AnalysisMultivariate AnalysisStatistical InferenceFunctional Data Analysis
Publications per year
2001–2013
4
4
Regularization of Portfolio Allocation
Benjamin Bruder, Nicolas Gaussel, Jean-Charles Richard et al. · SSRN Electronic Journal · 2013 · 31 citations · Full text
Risk-Return Analysis of Dynamic Investment Strategies
Benjamin Bruder, Nicolas Gaussel · SSRN Electronic Journal · 2011 · 23 citations · Full text
Investing Dynamic Dependence Using Copulae
Éric Bouyé, Mark Salmon, Nicolas Gaussel · SSRN Electronic Journal · 2008 · 10 citations · Full text
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