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Benjamin Hamidi

ABN AMRO

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Publication

Featured researches published by Benjamin Hamidi.

Journal of Economic Dynamics and Control | 2014

A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies

Benjamin Hamidi; Bertrand Maillet; Jean-Luc Prigent

The Finance | 2015

A DARE for VaR

Benjamin Hamidi; Christophe Hurlin; Patrick Kouontchou; Bertrand Maillet

Archive | 2008

Towards a Well-diversified Risk Measure: A DARE Approach

Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Post-Print | 2014

A dynamic autoregressive expectile for time-invariant portfolio protection strategies

Benjamin Hamidi; Bertrand Maillet; Jean-Luc Prigent

Revue économique | 2012

Risques et marchés: Une évaluation économique du risque de modèle pour les investisseurs de long terme

Christophe Boucher; Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Revue économique | 2012

An Economic Evaluation of the Model Risk for Long-Term Investors

Christophe Boucher; Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Revue économique | 2012

Une évaluation économique du risque de modèle pour les investisseurs de long terme

Christophe Boucher; Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Post-Print | 2012

Une évaluation économique du risque de modèle pour les investisseurs de long-terme

Christophe Boucher; Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Archive | 2012

Une evaluation economique du risque de modele pour les investisseurs de long terme. (An Economic Evaluation of the Model Risk for Long-Term Investors. With English summary.)

Christophe Boucher; Benjamin Hamidi; Patrick Kouontchou; Bertrand Maillet

Archive | 2011

A Robust Time-varying Style Analysis for Hedge Funds based on Dynamic Quantiles ∗

Benjamin Hamidi; Bertrand Maillet; Paul Merlin

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Collaboration

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Bertrand Maillet

University of Paris

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Patrick Kouontchou

University of Paris

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Christophe Boucher

ABN AMRO

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Jean-Luc Prigent

Cergy-Pontoise University

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Christophe Hurlin

University of Orléans

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