Didier Maillard

A User’s Guide to the Cornish Fisher Expansion

Didier Maillard · SSRN Electronic Journal · 2012 · 48 citations · Full text

Business, Finance, Insurance +16

Geodetic measurements of convergence across the New Hebrides Subduction Zone

Stéphane Calmant, Pierre Lebellegard, Michael Bevis et al. · Geophysical Research Letters · 1995 · 23 citations

Natural Sciences, Earth Sciences, Geophysics +16

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

PORTFOLIO OPTIMIZATION UNDER TRACKING ERROR AND WEIGHTS CONSTRAINTS

Isabelle Bajeux‐Besnainou, Riadh Belhaj, Didier Maillard et al. · The Journal of Financial Research · 2011 · 18 citations

Business, Finance, Financial Management +16

Interseismic and coseismic motions in GPS series related to the Ms 7.3 July 13, 1994, Malekula Earthquake, Central New Hebrides Subduction Zone

Stéphane Calmant, Bernard Pelletier, R. Pillet et al. · Geophysical Research Letters · 1997 · 14 citations · Full text

Natural Sciences, Earth Sciences, Geophysics +16