5
Publications
229
Citations
5
H-Index
2011
Active since
Affiliations
Capital Fund Management (France)(Current)
Cyril Deremble is an author at Capital Fund Management (France) specializing in finance, asset pricing, and management.
Top concepts
FinanceBusinessManagementAsset PricingEconomicsModernityStatisticsTrend AnalysisEmpirical FinanceFinancial Economics
Publications per year
2011–2016
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
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
Two centuries of trend following
Yves Lemp 'eri `ere, Cyril Deremble, Philip Seager et al. · RePEc: Research Papers in Economics · 2014 · 10 citations
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