Coën Alain

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Main Referenced Co-authors

Bodson, Laurent (3)

Hübner, Georges (3)

Main Referenced Keywords

errors-in-variables (1); hedge funds (1); higher moment estimators (1); Kalman filter (1); Mean-Modified VaR (1);

Main Referenced Disciplines

Finance (3)

Publications (total 3)

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The most downloaded

21 downloads

Bodson, L., Coën, A., & Hübner, G. (2008). How Stable are the Major Performance Measures? Journal of Performance Measurement, (Fall), 21-30. https://hdl.handle.net/2268/2606

Bodson, L., Coën, A., & Hübner, G. (2008). How Stable are the Major Performance Measures? Journal of Performance Measurement, (Fall), 21-30.

https://hdl.handle.net/2268/2606

Peer Reviewed verified by ORBi

Bodson, L., Coën, A., & Hübner, G. (July 2008). Dynamic Hedge Fund Style Analysis with Errors-in-Variables [Paper presentation]. Multinational Finance Society, Orlando, United States.

https://hdl.handle.net/2268/2669

Bodson, L., Coën, A., & Hübner, G. (2008). A Comparison between Optimal Allocations Based on the Modified VaR and on a Utility-Based Risk Measure. In G. N. Gregoriou, The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management Book. McGraw-Hill Companies, Inc.

https://hdl.handle.net/2268/2608