Pierre Clauss
Personal Details
First Name: | Pierre |
Middle Name: | |
Last Name: | Clauss |
Suffix: | |
RePEc Short-ID: | pcl89 |
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http://www.ensai.com/pierre_clauss | |
Affiliation
École Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Institut National de la Statistique et des Études Économiques (INSEE)
Government of France
Rennes, Francehttp://www.ensai.fr/
RePEc:edi:ensaifr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Pierre Clauss, 2011. "Hedge funds performance ratios adjusted to market liquidity risk1," Post-Print halshs-00601467, HAL.
- Pierre Clauss, 2010. "Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier," Post-Print halshs-00601469, HAL.
- Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.
Articles
- Clauss, Pierre, 2011. "Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk," Journal of Financial Transformation, Capco Institute, vol. 31, pages 133-139.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009.
"Risk Management Lessons from Madoff Fraud,"
MPRA Paper
36754, University Library of Munich, Germany.
Cited by:
- Philippe Bernard & Najat El Mekkaoui de Freitas & Bertrand Maillet, 2022.
"A Financial Fraud Detection Indicator for Investors: An IDeA,"
Post-Print
hal-02312401, HAL.
- Philippe Bernard & Najat El Mekkaoui De Freitas & Bertrand B. Maillet, 2022. "A financial fraud detection indicator for investors: an IDeA," Annals of Operations Research, Springer, vol. 313(2), pages 809-832, June.
- Philippe Bernard & Najat El Mekkaoui de Freitas & Bertrand Maillet, 2022.
"A Financial Fraud Detection Indicator for Investors: An IDeA,"
Post-Print
hal-02312401, HAL.
Articles
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Sorry, no citations of articles recorded.
More information
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Co-authorship network on CollEc
Corrections
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