Charles-Olivier Amédée-Manesme

According to our database, Charles-Olivier Amédée-Manesme authored at least 4 papers between 2018 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2022

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy

Ann. Oper. Res., 2022

2019

Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard

Ann. Oper. Res., 2019

Mixed-asset portfolio allocation under mean-reverting asset returns.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent

Ann. Oper. Res., 2019

2018

Ex-ante real estate Value at Risk calculation method.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy

Ann. Oper. Res., 2018