Ludovic Calès
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Ludovic |
| last: |
Calès |
Identifer
Contact
Affiliations
-
European Commission
/ Joint Research Centre
Research profile
author of:
- Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises (RePEc:arx:papers:1803.05861)
by Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos - Long-Term Portfolio Management with a Structural Macroeconomic Model (RePEc:chf:rpseri:rp1345)
by Ludovic Cales & Eric Jondeau & Michael Rockinger - Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model (RePEc:eee:ecmode:v:81:y:2019:i:c:p:242-273)
by Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal - Portfolio symmetry and momentum (RePEc:eee:ejores:v:214:y:2011:i:3:p:759-767)
by Billio, Monica & Calès, Ludovic & Guégan, Dominique - The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries (RePEc:euf:dispap:102)
by Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer - The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels (RePEc:euf:dispap:122)
by Mario Bellia & Ludovic Calès & Lorenzo Frattarolo & Andreea Maerean & Daniel P. Monteiro & Marco Petracco Guidici & Lukas Vogel - The sovereign-bank nexus in the euro area: financial and real channel (RePEc:euf:qreuro:0191-03)
by Mario Bellia & Ludovic Cales & Lorenzo Frattarolo & Andreea Maerean & Daniel Monteiro & Marco Petracco Giudici & Lukas Vogel - COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks (RePEc:euf:qreuro:0203-02)
by Mario Bellia & Ludovic Calès & Lorenzo Frattarolo & Daniel Monteiro & Marco Petracco Giudic - Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises (RePEc:hal:cesptp:hal-01897265)
by Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos - Portfolio Symmetry and Momentum (RePEc:hal:cesptp:halshs-00363383)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios (RePEc:hal:cesptp:halshs-00476038)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Performance Measure for Portfolio Management (RePEc:hal:cesptp:halshs-00523466)
by Monica Billio & Ludovic Calès & Dominique Guegan - Portfolio Symmetry and Momentum (RePEc:hal:cesptp:halshs-00645814)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Score for the Relative Performance of an Allocation (RePEc:hal:cesptp:halshs-00646070)
by Dominique Guegan & Ludovic Calès & Monica Billio - A Rank-based Approach to Cross-Sectional Analysis (RePEc:hal:cesptp:halshs-00646073)
by Dominique Guegan & Monica Billio & Ludovic Calès - Cross-Sectional Analysis through Rank-based Dynamic Portfolios (RePEc:hal:cesptp:halshs-00707430)
by Monica Billio & Ludovic Calès & Dominique Guegan - Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises (RePEc:hal:journl:hal-01897265)
by Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos - Portfolio Symmetry and Momentum (RePEc:hal:journl:halshs-00363383)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios (RePEc:hal:journl:halshs-00476038)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Performance Measure for Portfolio Management (RePEc:hal:journl:halshs-00523466)
by Monica Billio & Ludovic Calès & Dominique Guegan - Portfolio Symmetry and Momentum (RePEc:hal:journl:halshs-00645814)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Score for the Relative Performance of an Allocation (RePEc:hal:journl:halshs-00646070)
by Dominique Guegan & Ludovic Calès & Monica Billio - A Rank-based Approach to Cross-Sectional Analysis (RePEc:hal:journl:halshs-00646073)
by Dominique Guegan & Monica Billio & Ludovic Calès - Cross-Sectional Analysis through Rank-based Dynamic Portfolios (RePEc:hal:journl:halshs-00707430)
by Monica Billio & Ludovic Calès & Dominique Guegan - Portfolio Symmetry and Momentum (RePEc:hal:pseptp:halshs-00645814)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Score for the Relative Performance of an Allocation (RePEc:hal:pseptp:halshs-00646070)
by Dominique Guegan & Ludovic Calès & Monica Billio - Quantitative analysis on selected deposits insurance issues for purposes of impact assessment (RePEc:ipt:iptwpa:jrc132364)
by BELLIA Mario & CALÈS Ludovic & DI GIROLAMO Francesca & JOOSSENS Elisabeth & PETRACCO GIUDICI Marco - The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries (RePEc:jrs:wpaper:201710)
by Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat - On the cross-sectional distribution of portfolio returns (RePEc:jrs:wpaper:201911)
by Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z. - Bank profitability and central bank digital currency (RePEc:jrs:wpaper:202306)
by Bellia, Mario & Calès, Ludovic - Portfolio Symmetry and Momentum (RePEc:mse:cesdoc:09003)
by Monica Billio & Ludovic Calès & Dominique Guegan - A performance measure of Zero-dollar Long/Short equally weighted portfolios (RePEc:mse:cesdoc:10030)
by Monica Billio & Ludovic Calès & Dominique Guegan - A Cross-Sectional Performance Measure for Portfolio Management (RePEc:mse:cesdoc:10070)
by Monica Billio & Ludovic Calès & Dominique Guegan - Cross-Sectional Analysis through Rank-based Dynamic (RePEc:mse:cesdoc:12036)
by Monica Billio & Ludovic Calès & Dominique Guegan - Portfolio Symmetry and Momentum (RePEc:ven:wpaper:2009_05)
by Monica Billio & Ludovic Cal�s & Dominique Gu�gan