Nalpas, Nicolas, Simar, Léopold
and Vanhems, Anne
(2016)
Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm.
TSE Working Paper, n. 16-648, Toulouse
Germain, Laurent, Nalpas, Nicolas
and Vanhems, Anne
(2012)
Non Parametric Hedge Fund Performance Appraisal : a directional robust application.
In: Hedge Fund Replication
Palgrave Macmillan, Hampshire.
Chapter 7.
pp. 90-105.
ISBN 978-0-230-33681-0
Germain, Laurent, Nalpas, Nicolas
and Vanhems, Anne
(2010)
Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets.
Gregoriou, Greg N. (ed.)
McGraw-Hill USA