2010

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

2012

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

2016

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