Biblio

Found 3 results
Filters: Author is Fabrice Barthélémy  [Clear All Filters]
2019
Mixed-asset portfolio allocation under mean-reverting asset returnsJournal articleCharles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand and Jean-Luc Prigent, Annals of Operations Research, Volume 281, Issue 1-2, pp. 65-98, 2019
2007
La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilierJournal articleFabrice Barthélémy, Alessandra Michelangeli and Alain Trannoy, Économie & Prévision, Volume 180, Issue 4, pp. 107-126, 2007
1996
Unit roots tests and SARIMA modelsJournal articleMichel Lubrano and Fabrice Barthélémy, Economics Letters, Volume 50, Issue 2, pp. 147-154, 1996