Browsing by Promotor : Hambuckers, Julien

Showing results 1 to 12 of 12
Access icon Analysis of mutual fund performance before and after financial crisis using false discoveries methodRajniaková, Veronika2020Hambuckers, Julien ULiège
Access icon How does the risk extremes of advanced countries' currencies differ from the risk of extremes of emerging countries' currencies : an extreme value theory approachGreif, Orlane2020Hambuckers, Julien ULiège
Access icon How the GARCH structure of the GBP has changed after the EU referendum and did the releases of Brexit news impacted the volatility of the GBP?Scivoletto, Alexandre2019Hambuckers, Julien ULiège
Access icon Implementation of an operational risk management system at the level of the management company and at the level of investment fundsVanderheyden, Romain2020Hambuckers, Julien ULiège
Access icon Is the filtered historical simulation method adequate to forecast the expected shortfall ? An assessment based on the risk mapWattiez, Phi-Khanh2019Hambuckers, Julien ULiège
Access icon Les déterminants du risque de crédit : comparaison entre le modèle logistique à l'aide du lasso et le réseau des neurones au sein d'une microfinance au Burkina FasoBalima, Hassana2020Hambuckers, Julien ULiège
Access icon Modeling systemic risk in the banking industry via a network of extremal dependencies - An approach based on Generalized Pareto regression and the LASSONikkels, Mirko2020Hambuckers, Julien ULiège
Access icon Research-Thesis, COLLÉGIALITÉMoukah, Mehdi2020Hambuckers, Julien ULiège
Access icon Research-Thesis, COLLÉGIALITÉDister, Maxence2020Hambuckers, Julien ULiège
Access icon Study about European domestic mutual funds performance persistenceLeclercq, Thomas2020Hambuckers, Julien ULiège
Access icon Sustainable investing : how to take into account ESGs criteria in order to value an asset ?De Vogelaer, Yannick2020Hambuckers, Julien ULiège
Access icon What drives the distribution of mutual funds ? An analysis based on the investment styleOhnmacht, Simon2020Hambuckers, Julien ULiège