Jules SADEFO KAMDEM
Names
| first: |
Jules |
| last: |
SADEFO KAMDEM |
Identifer
Contact
| phone: |
0434432528 |
| postal address: |
Faculté d'économie (Université de Montpellier)
Avenue Raymond Dugrand
Site de Richter
34000 Montpellier cedex 2 |
Affiliations
-
Université de Montpellier
/ Montpellier Recherche en Économie (MRE)
Research profile
author of:
- Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors (RePEc:arx:papers:math/0309211)
by Jules Sadefo Kamdem - Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options (RePEc:arx:papers:math/0309276)
by Jules Sadefo Kamdem & Alan Genz - VaR and ES for linear portfolios with mixture of elliptic distributed Risk Factors (RePEc:arx:papers:math/0402456)
by Jules Sadefo Kamdem - Quadratic Pen'S Parade And The Computation Of The Gini Index (RePEc:bla:revinw:v:57:y:2011:i:3:p:583-587)
by Stéphane Mussard & J. Sadefo Kamdem & Françoise Seyte & Michel Terraza - Uncertain Outcomes and Climate Change Policy Using an Expo-Power Utility Function (RePEc:bpj:bejtec:v:22:y:2022:i:1:p:17-50:n:3)
by Sadefo Kamdem Jules & Akame David - Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets (RePEc:ebl:ecbull:eb-19-00933)
by Willy Kamdem & Jules Sadefo Kamdem & David Kamdem & Louis aimé Fono - Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities (RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306111)
by Sadefo Kamdem, Jules & Bandolo Essomba, Rose & Njong Berinyuy, James - Local and implied volatilities with the mixed-modified-fractional-Dupire model (RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006822)
by Djeutcha, Eric & Kamdem, Jules Sadefo - Decomposition method for the Camassa–Holm equation (RePEc:eee:chsofr:v:31:y:2007:i:2:p:437-447)
by Kamdem, J. Sadefo & Qiao, Zhijun - Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (RePEc:eee:csdana:v:52:y:2008:i:7:p:3389-3407)
by Sadefo Kamdem, J. & Genz, A. - A nice estimation of Gini index and power Pen's parade (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1299-1304)
by Sadefo Kamdem, Jules - The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 (RePEc:eee:ecmode:v:35:y:2013:i:c:p:944-963)
by Mornet, Pauline & Zoli, Claudio & Mussard, Stéphane & Sadefo-Kamdem, Jules & Seyte, Françoise & Terraza, Michel - Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns (RePEc:eee:ecmode:v:39:y:2014:i:c:p:247-256)
by Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Terraza, M. - [Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC (RePEc:eee:insuma:v:44:y:2009:i:3:p:325-336)
by Sadefo Kamdem, J. - Moments and semi-moments for fuzzy portfolio selection (RePEc:eee:insuma:v:51:y:2012:i:3:p:517-530)
by Sadefo Kamdem, Jules & Tassak Deffo, Christian & Fono, Louis Aimé - Fuzzy risk adjusted performance measures: Application to hedge funds (RePEc:eee:insuma:v:51:y:2012:i:3:p:702-712)
by Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M. - CAPM with fuzzy returns and hypothesis testing (RePEc:eee:insuma:v:55:y:2014:i:c:p:40-57)
by Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Shapiro, A.F. & Terraza, M. - Sharp estimates for the CDF of quadratic forms of MPE random vectors (RePEc:eee:jmvana:v:101:y:2010:i:8:p:1755-1771)
by Sadefo Kamdem, J. - Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump (RePEc:hal:journl:hal-02417401)
by Nyassoke Titi Gaston Clément & Jules Sadefo-Kamdem & Louis Aimé Fono - S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes (RePEc:hal:journl:hal-02901595)
by Jules Sadefo-Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou - Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario (RePEc:hal:journl:hal-02901631)
by Wilna Lesperance & Jules Sadefo-Kamdem & Laurent Linguet & Tommy Albarelo - Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns (RePEc:hal:journl:hal-02901704)
by Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono & Nicolas Gabriel Andjiga - Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets (RePEc:hal:journl:hal-02901719)
by Jules Sadefo-Kamdem & Ange Nsouadi & Michel Terraza - CAPM with fuzzy returns and hypothesis testing (RePEc:hal:journl:hal-02901727)
by A. Mbairadjim Moussa & J. Sadefo Kamdem & A.F. Shapiro & M. Terraza - Generalized Integral Transforms with the Homotopy Perturbation Method (RePEc:hal:journl:hal-02901783)
by Jules Sadefo-Kamdem - Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns (RePEc:hal:journl:hal-02901791)
by A. Mbairadjim Moussa & J. Sadefo Kamdem & M. Terraza - The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 (RePEc:hal:journl:hal-02901811)
by Pauline Mornet & Claudio Zoli & Stéphane Mussard & Jules Sadefo-Kamdem & Françoise Seyte & Michel Terraza - Fuzzy risk adjusted performance measures: Application to hedge funds (RePEc:hal:journl:hal-02901867)
by J. Sadefo Kamdem & A. Mbairadjim Moussa & M. Terraza - A nice estimation of Gini index and power Pen's parade (RePEc:hal:journl:hal-02901877)
by Jules Sadefo-Kamdem - VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (RePEc:hal:journl:hal-02901914)
by Jules Sadefo-Kamdem - Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty (RePEc:hal:journl:hal-02920323)
by Jules Sadefo-Kamdem & Zoulkiflou Moumouni - The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection (RePEc:hal:journl:hal-02920346)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono - Economic Growth, Energy Consumption, And Transition In Morocco (RePEc:hal:journl:hal-02920459)
by Mehdi Jamaï Mouhtadi & Jules Sadefo-Kamdem - Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities (RePEc:hal:journl:hal-02921304)
by Jules Sadefo-Kamdem & Rose Bandolo Essomba & James Njong Berinyuy - The Implications of oil market volatility on the credit risk of some oil-exporting countries (RePEc:hal:journl:hal-02922834)
by Ibrahima Bah & Jules Sadefo-Kamdem & Abdou Salam Diallo - Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets (RePEc:hal:journl:hal-02922890)
by Willy Kamdem & David Kamdem & Jules Sadefo-Kamdem & Louis Aimé Fono - Unknown item RePEc:hal:journl:hal-02922958 (paper)
- The Co-Evolution of Energy Intensity and Carbon Emissions in Morocco (RePEc:hal:journl:hal-02922967)
by Mehdi Jamaï Mouhtadi & Jules Sadefo-Kamdem - Sharp estimates for the CDF of quadratic forms of MPE random vectors (RePEc:hal:journl:hal-02935500)
by J. Sadefo Kamdem - Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach (RePEc:hal:journl:hal-02938057)
by Jules Sadefo-Kamdem - Expected value and variance of a fuzzy variable based on a new fuzzy measure (RePEc:hal:journl:hal-02938085)
by Jules Sadefo-Kamdem & Justin Dzuche & Christian Deffo Tassak - Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation (RePEc:hal:journl:hal-02938114)
by Jules Sadefo-Kamdem - VaR and ES for linear portfolios with mixture of elliptic distributions risk factors (RePEc:hal:journl:hal-02938574)
by Jules Sadefo Kamdem - Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (RePEc:hal:journl:hal-02938579)
by J. Sadefo Kamdem & A. Genz - Decomposition method for the Camassa–Holm equation (RePEc:hal:journl:hal-02938583)
by J. Sadefo Kamdem & Zhijun Qiao - Value-At-Risk And Expected Shortfall For Linear Portfolios With Elliptically Distributed Risk Factors (RePEc:hal:journl:hal-02938594)
by Jules Sadefo Kamdem - Decomposition method for the b-balanced shallow water equation (RePEc:hal:journl:hal-02938637)
by Zhijun Qiao & Jules Sadefo Kamdem - Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (RePEc:hal:journl:hal-02938642)
by J. Sadefo Kamdem & A. Genz - Decomposition method for the b-balanced shallow water equation (RePEc:hal:journl:hal-02938668)
by Zhijun Qiao & Jules Sadefo Kamdem - Value-At-Risk And Expected Shortfall For Linear Portfolios With Elliptically Distributed Risk Factors (RePEc:hal:journl:hal-02938680)
by Jules Sadefo Kamdem - Optimal harvesting of a regime-switching stochastic growing renewable resource: a utility theory approach (RePEc:hal:journl:hal-02938706)
by Jules Sadefo-Kamdem - La rente hydroélectrique en Afrique : une évaluation avec taxation et optimisation des coûts totaux de production (RePEc:hal:journl:hal-02938738)
by Yris Fondja Wandji & Jules Sadefo-Kamdem - Real option approach for optimal fishery harvesting with jumps in stock dynamics (RePEc:hal:journl:hal-02938746)
by Jules Sadefo-Kamdem & Jules Sadefo Kamdem - Expected value and variance of a fuzzy variable based on a new fuzzy measure (RePEc:hal:journl:hal-02938751)
by Jules Sadefo-Kamdem - Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation (RePEc:hal:journl:hal-02938768)
by Jules Sadefo-Kamdem - Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs (RePEc:hal:journl:hal-02938781)
by Alfred Mbairadjim Moussa & Jules Sadefo-Kamdem & Michel Terraza - Real Option Approach For Optimal Fishery Harvesting With Jumps In Stock Dynamics (RePEc:hal:journl:hal-02938801)
by Jules Sadefo-Kamdem - Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs (RePEc:hal:journl:hal-02938832)
by Alfred Mbairadjim Moussa & Jules Sadefo-Kamdem & Michel Terraza - Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization (RePEc:hal:journl:hal-02938876)
by Alfred Mbairadjim Moussa & Jules Sadefo-Kamdem & Michel Terraza - Kurtosis And Semi-Kurtosis For Portfolio Selection With Fuzzy Returns (RePEc:hal:journl:hal-02938898)
by Louis Aimé Fono & Jules Sadefo-Kamdem & Christian Deffo Tassak - Option pricing with Levy process using Mellin Transform (RePEc:hal:journl:hal-02939009)
by Jules Sadefo Kamdem - Time Series Analysis Intervals and Energy Economics Forecast
[Analyse des séries temporelles intervalles et prévision en économie de l'énergie] (RePEc:hal:journl:hal-02939136)
by Hervé Tchouamani & Jules Sadefo-Kamdem - Businesses Risks Aggregation with Copula (RePEc:hal:journl:hal-02942988)
by Jules Sadefo-Kamdem - Uncertain outcomes and climate change policy using Expo-Power Utility Function (RePEc:hal:journl:hal-02945750)
by Jules Sadefo-Kamdem & David Akame - On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return (RePEc:hal:journl:hal-03010279)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono - Hydropower rent in Africa : An evaluation by optimization of the total costs of production
[La rente hydroélectrique en Afrique : une évaluation avec taxation et optimisation des coûts totaux de pr (RePEc:hal:journl:hal-03024772)
by Yris Fondja Wandji & Jules Sadefo-Kamdem - Criteria for choosing the method of leasing finances in Small and Medium Enterprises (SMEs) in Cameroon
[Critères de choix du mode de financement par crédit-bail dans les Petites et Moyennes Entrep (RePEc:hal:journl:hal-03131640)
by Thierry Kamga Tadie & Claude Essomba Ambassa & Louis Aimé Fono & Jules Sadefo-Kamdem - Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach (RePEc:hal:journl:hal-03169348)
by Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono - Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index (RePEc:hal:journl:hal-03282991)
by Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem - Local and implied volatilities with the Mixed-Modified-Fractional-Dupire Model (RePEc:hal:journl:hal-03324320)
by Eric Djeutcha & Jules Sadefo-Kamdem - A fuzzy multifactor asset pricing model (RePEc:hal:journl:hal-03325600)
by Jules Sadefo-Kamdem & Alfred Mbairadjim Moussa - Bull Spread Option pricing using a mixed modified fractional process with stochastic volatility and interest rates (RePEc:hal:journl:hal-03327512)
by Eric Djeutcha & Jules Sadefo-Kamdem - Learning models for forecasting COVID-19 spread in Africa (RePEc:hal:journl:hal-03329535)
by Jules Sadefo-Kamdem & Salomey Osei & Berthine Nyunga Mpinda - Multiscale Agricultural Commodities Forecasting using Wavelet-SARIMA Process (RePEc:hal:journl:hal-03416349)
by Mamadou-Diéne Diop & Jules Sadefo Kamdem - Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (RePEc:hal:journl:hal-03675886)
by Eric Djeutcha & Jules Sadefo Kamdem - A root mean square fuzzy pay-off approach for real options valuation of energy projects (RePEc:hal:journl:hal-03675936)
by Wilna Lesperance & Laurent Linguet & Jules Sadefo Kamdem - Economic Analysis of a Grid-Connected PV Plant : A Case Study in French Guiana (RePEc:hal:journl:hal-03702381)
by Wilna Lesperance & Jules Sadefo Kamdem & Laurent Linguet - Time-frequency analysis and machine learning models for carbon market forecasting (RePEc:hal:journl:hal-04134564)
by Jules Sadefo Kamdem & Passy Miano Mukami & James Njong - Energy supply, public debt, and economic growth: Causality analysis for a panel of OECD European countries (RePEc:hal:journl:hal-04134679)
by Mohamed Awada & Moustapha Badran & Imtynan Khalifeh & Jules Sadefo Kamdem - Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series (RePEc:hal:journl:hal-04312314)
by Frédy Valé Manuel Pokou & Jules Sadefo Kamdem & François Benhmad - Empirical Performance of an ESG Assets Portfolio from US Market (RePEc:hal:journl:hal-04312348)
by Frédy Valé Manuel Pokou & Jules Sadefo Kamdem & François Benhmad - Moments and Semi-Moments for fuzzy portfolios selection (RePEc:hal:wpaper:hal-00567012)
by Louis Aimé Fono & Jules Sadefo-Kamdem & Christian Tassak - Integral Transforms With The Homotopy Perturbation Method And Some Applications (RePEc:hal:wpaper:hal-00580023)
by Jules Sadefo-Kamdem - Gini Index and Polynomial Pen's Parade (RePEc:hal:wpaper:hal-00582625)
by Jules Sadefo-Kamdem - Coefficient of variation and Power Pen's parade computation (RePEc:hal:wpaper:hal-00586518)
by Jules Sadefo-Kamdem - Downside Risk And Kappa Index Of Non-Gaussian Portfolio With Lpm (RePEc:hal:wpaper:hal-00733043)
by Jules Sadefo-Kamdem - Dominances on fuzzy variables based on credibility measure (RePEc:hal:wpaper:hal-00796215)
by Christian Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono - New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies (RePEc:hal:wpaper:hal-02417459)
by Zoulkiflou Moumouni & Jules Sadefo-Kamdem - La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production (RePEc:hal:wpaper:hal-02433369)
by Yris Fondja Wandji & Jules Sadefo Kamdem - Fishery Management in a Regime Switching Environment: Utility Based Approach (RePEc:hal:wpaper:hal-02433395)
by Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono - Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement (RePEc:hal:wpaper:hal-02433422)
by Christian Deffo Tassak & Louis Aimé Fono & Jules Sadefo-Kamdem - On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return (RePEc:hal:wpaper:hal-02433438)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono - On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns (RePEc:hal:wpaper:hal-02433463)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono - Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics (RePEc:hal:wpaper:hal-02465046)
by Zoulkiflou Moumouni & Jules Sadefo-Kamdem - Willingness To Pay Of An Expo-Power Utility Decision Maker To Limit Climate Change (RePEc:hal:wpaper:hal-02465195)
by Jules Sadefo-Kamdem & David Akame - On Random Extended Intervals and their ARMA Processes (RePEc:hal:wpaper:hal-03169516)
by Babel Raïssa Guemdjo Kamdem & Jules Sadefo-Kamdem & Carlos Ougouyandjou - An Abelian Group way to study Random Extended Intervals and their ARMA Processes (RePEc:hal:wpaper:hal-03174631)
by Babel Raïssa Guemdjo Kamdem & Jules Sadefo-Kamdem & Carlos Ogouyandjou - Accuracies of Model Risks in Finance using Machine Learning (RePEc:hal:wpaper:hal-03191437)
by Berthine Nyunga Mpinda & Jules Sadefo-Kamdem & Salomey Osei & Jeremiah Fadugba - Accuracies of some Learning or Scoring Models for Credit Risk Measurement (RePEc:hal:wpaper:hal-03194081)
by Salomey Osei & Berthine Nyunga Mpinda & Jules Sadefo-Kamdem & Jeremiah Fadugba - Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform (RePEc:hal:wpaper:hal-03330043)
by Eric Djeutcha & Jules Sadefo-Kamdem & Louis Aimé Fono - Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions (RePEc:hal:wpaper:hal-03814979)
by Jules Sadefo Kamdem & Danielle Selambi - Risk-Adjusted Performance And Semi-Moments Of Non-Gaussian Portfolio Returns Distributions (RePEc:hal:wpaper:hal-04134833)
by Jules Sadefo Kamdem - Businesses Risks Aggregation with Copula (RePEc:jqe:jqenew:v:9:y:2011:i:2:p:58-72)
by Sadefo Kamdem - Dynamic optimal hedge ratio design when price and production are stochastic with jump (RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-022-00410-1)
by Nyassoke Titi Gaston Clément & Sadefo Kamdem Jules & Fono Louis Aimé - VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (RePEc:kap:annfin:v:8:y:2012:i:1:p:123-150)
by Jules Sadefo Kamdem - Var For Quadratic Portfolio'S With Generalized Laplace Distributed Returns (RePEc:lam:wpaper:09-06)
by Raymond BRUMMELHUIS & Jules Sadefo-Kamdem - Fuzzy risk adjusted performance measures: application to Hedge funds (RePEc:lam:wpaper:12-24)
by Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza - Capital asset pricing model with fuzzy returns and hypothesis testing (RePEc:lam:wpaper:12-33)
by Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Arnold F. Shapiro & Michel Terraza - Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone (RePEc:lam:wpaper:13-12)
by Ange Nsouadi & Jules Sadefo Kamdem & Michel Terraza - Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie (RePEc:lam:wpaper:15-08)
by Ange Nsouadi & Jules Sadefo Kamdem & Michel Terraza - Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns (RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-016-0164-5)
by Christian Deffo Tassak & Jules Sadefo Kamdem & Louis Aimé Fono & Nicolas Gabriel Andjiga - Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach (RePEc:pal:palchp:978-1-137-27361-1_4)
by Alfred M. Mbairadjim & Jules Sadefo Kamdem & Michel Terraza - Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors (RePEc:sce:scecf4:12)
by Jules SADEFO KAMDEM - Quadratic Pen's Parade and the Computation of the Gini index (RePEc:shr:wpaper:10-18)
by Stéphane Mussard & Jules Sadefo Kamdem & Françoise Seyte & Michel Terraza - On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return (RePEc:spr:annopr:v:300:y:2021:i:2:d:10.1007_s10479-020-03873-5)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo Kamdem & Louis Aimé Fono - A fuzzy multifactor asset pricing model (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04228-4)
by Alfred Mbairadjim Moussa & Jules Sadefo Kamdem - Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty (RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00206-y)
by Jules Sadefo Kamdem & Zoulkiflou Moumouni - Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process (RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00329-4)
by Mamadou-Diéne Diop & Jules Sadefo Kamdem - Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach (RePEc:spr:mathme:v:95:y:2022:i:2:d:10.1007_s00186-022-00782-0)
by Gaston Clément Nyassoke Titi & Jules Sadefo Kamdem & Louis Aimé Fono - Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index (RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7)
by Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem - La rente hydroélectrique en Afrique : Une évaluation avec taxation et optimisation des coûts totaux de production (RePEc:tou:journl:v:52:y:2020:p:147-170)
by Yris D. FONDJA WANDJI & Jules SADEFO KAMDEM - VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors (RePEc:wpa:wuwpge:0403003)
by SADEFO KAMDEM Jules - VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors (RePEc:wpa:wuwpge:0403004)
by SADEFO KAMDEM Jules - Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors (RePEc:wpa:wuwpri:0403001)
by SADEFO KAMDEM Jules - VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors (RePEc:wpa:wuwpri:0406001)
by SADEFO KAMDEM Jules - Value-At-Risk And Expected Shortfall For Linear Portfolios With Elliptically Distributed Risk Factors (RePEc:wsi:ijtafx:v:08:y:2005:i:05:n:s0219024905003104)
by Jules Sadefo Kamdem - The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection (RePEc:wsi:nmncxx:v:16:y:2020:i:02:n:s1793005720500167)
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo Kamdem & Louis Aimé Fono - S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes (RePEc:wsi:nmncxx:v:17:y:2021:i:01:n:s1793005721500101)
by Jules Sadefo Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou