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Selected publications (click on the title to access paper)

Working papers

  • “Kernel estimation of the density of a change-point”, with Hugo Peltier.
  • “ Hansen-Jagannathan distance with many assets ”, with Cheikh Nokho.
  • “ Score-type tests for normal mixtures ”, with Dante Amengual, Xinyue Bei, and Enrique Sentana.
  • “Theoretical Comparison of the Functional Principal Component Analysis and Functional Partial Least Squares”, with Idriss Tsafack.
  •  “Optimal Portfolio Selection Using Regularization”, with Nérée Noumon.

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