Systematic risk analysis: first steps towards a new definition of beta
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- Michel Fliess & C'edric Join, 2009. "A mathematical proof of the existence of trends in financial time series," Papers 0901.1945, arXiv.org.
- Michel Fliess & Cédric Join, 2009. "A mathematical proof of the existence of trends in financial time series," Post-Print inria-00352834, HAL.
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Cited by:
- Michel Fliess & Cédric Join & Frédéric Hatt, 2011. "Is a probabilistic modeling really useful in financial engineering? [A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?]," Post-Print hal-00585152, HAL.
- Michel Fliess & C'edric Join, 2010. "Delta Hedging in Financial Engineering: Towards a Model-Free Approach," Papers 1005.0194, arXiv.org.
- Michel Fliess & C'edric Join & Fr'ed'eric Hatt, 2011. "Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un mod\`ele probabiliste en ing\'enierie financi\`ere ?," Papers 1104.2124, arXiv.org, revised May 2011.
- Michel Fliess & Cédric Join, 2010. "Delta Hedging in Financial Engineering: Towards a Model-Free Approach," Post-Print inria-00479824, HAL.
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Keywords
nonstandard analysis; Quantitative finance; risk analysis; beta; alpha; trends; technical analysis; estimation techniques; forecasting; abrupt changes; nonstandard analysis.;All these keywords.
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