Yves Lemp\'eri\`ere

Identifiers

No identifiers captured yet.

Papers (4)

1. Trends and Risk Premia: Update and Additional Plots q-fin.PM · 2017 · author #3
2. The "Size Premium" in Equity Markets: Where is the Risk? q-fin.PM · 2017 · author #4
3. Agnostic Risk Parity: Taming Known and Unknown-Unknowns q-fin.PM · 2016 · author #2
4. Tail protection for long investors: Trend convexity at work q-fin.GN · 2016 · author #4

Mentions

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Frequent Coauthors

• Jean-Philippe Bouchaud 4 shared papers
• Emmanuel S\'eri\'e 2 shared papers
• Marc Potters 2 shared papers
• Philip Seager 2 shared papers
• Trung-Tu Nguyen 2 shared papers
• Tung-Lam Dao 2 shared papers
• Cyril Deremble 1 shared papers
• Daniel Hoehener 1 shared papers
• Guillaume Simon 1 shared papers
• Julien Kockelkoren 1 shared papers
• Raphael Benichou 1 shared papers
• Stefano Ciliberti 1 shared papers