La Bête du Gévaudan : un mystère français éclairé par les statistiques
Entre 1764 et 1767, le Gévaudan focalise l'attention du Royaume de France. Pendant trois ans, une bête sévit dans cette région reculée, laissant derrière elle de nombreuses victimes.
Loyalty, Voice, Exit. A new perspective on Hirschman’s legacy
With regard to Hirschman’s “Exit, Voice & Loyalty” triptych, this paper shows how it has turned ethical conduct into a protocol of actions by replacing individual values with pragmatic behavior for whistleblowers.
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets
The objective of this study is to create optimal two-asset portfolios consisting of stocks from Western Europe, the United States, and the BRICS (Brazil, China, India, Russia, and South Africa), as well as sixteen commodity types during the BREXIT period.
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
This study investigates the potential benefits of using the Conditional Value at Risk (CVaR) portfolio optimization
approach with a GARCH model, Extreme Value Theory (EVT), and Vine Copula to obtain the optimal allocation
Should brands foster their Instagram account followers’ fear of missing out by posting ephemeral content?
Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails
This paper describes the extremal and tail dependence between G7 stock market returns (USA, Canada, UK, Japan, Germany, France, Italy) and cryptocurrency returns (Bitcoin, Ethereum, Dash, Monero, Ripple) on the basis of the bivariate extremal dependence model (Padoan and Stupfler, 2022) and the b
Télétravail à domicile : comment immuniser les salariés face à la cyber épidémie?
With the generalized containment set up to face the covid-19 epidemic, within the framework
of continuity plans, companies have been forced to organize telework at home without any
particular anticipation. The perpetuation of telework introduces into organizations risks