Jean-Christophe Meyfredi

Jean-Christophe Meyfredi

EDHEC Business School (Université Côte d'Azur) - Roubaix / France
Business & Management / Business Administration
AD Scientific Index ID: 4951839
EDHEC Business School
person_outline Jean-Christophe Meyfredi's MOST POPULAR ARTICLES
1-) Passive hedge fund replication–Beyond the linear caseN Amenc, L Martellini, JC Meyfredi, V ZiemannEuropean Financial Management 16 (2), 191-210, 2010822010
2-) Passive hedge fund replication: A critical assessment of existing techniquesN Amenc, W Gehin, L Martellini, JC MeyfrediThe Journal of Alternative Investments 11 (2), 69-83, 2008482008
3-) A copula approach to Value-at-Risk estimation for fixed-income portfoliosL Martellini, JC MeyfrediThe Journal of Fixed Income 17 (1), 5-15, 2007212007
4-) History of the risk concept and risk modelingJC MeyfrediEDHEC–Risk Publications. Lille: EDHEC Risk and Asset Management Research …, 2004122004
5-) Performance of passive hedge fund replication strategiesN Amenc, L Martellini, JC Meyfredi, V ZiemannEDHEC Risk and Asset Management Research Centre, Research Paper, 2009112009