René Garcia

Available identifiers

Publication	Date of Publication	Type
A family of complex Kleinian split solvable groups	2022-10-31	Paper
Smooth knot limit sets of the complex hyperbolic plane	2022-08-04	Paper
Nonparametric assessment of hedge fund performance	2020-02-11	Paper
Assessing misspecified asset pricing models with empirical likelihood estimators	2017-05-12	Paper
Estimation of stable distributions by indirect inference	2016-08-10	Paper
Estimation of objective and risk-neutral distributions based on moments of integrated volatility	2016-08-10	Paper
Asymptotic properties of Monte Carlo estimators of diffusion processes	2016-05-02	Paper
The long and the short of the risk-return trade-off	2015-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q2880924	2012-04-17	Paper
Asymptotic Properties of Monte Carlo Estimators of Derivatives	2012-02-21	Paper
Proper Conditioning for Coherent VaR in Portfolio Management	2012-02-21	Paper
The option CAPM and the performance of hedge funds	2012-01-26	Paper
Representation formulas for Malliavin derivatives of diffusion processes	2006-05-24	Paper
Empirical assessment of an intertemporal option pricing model with latent variables.	2003-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q2771103	2003-03-16	Paper
Pricing and hedging derivative securities with neural networks and a homogeneity hint	2000-08-21	Paper
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models	1998-10-07	Paper
Disequilibrium Econometrics for Business Loans	1977-01-01	Paper

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