3
Publications
106
Citations
3
H-Index
2014
Active since
Affiliations
Capital Fund Management (France)(Current)
Trung-Tu Nguyen is an author at Capital Fund Management (France) specializing in asset pricing, tail risk, and financial risk management.
Top concepts
FinanceBusinessTail RiskManagementStatisticsMutual FundsAsset PricingFinancial RiskAsset AllocationEmpirical Finance
Publications per year
2014–2023
3
3
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
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
Rows per page
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