FR, Mont Saint-Aignan
Unternehmen: Rouen Business School
Prof. Dr. Hayette Gatfaoui
Expertentyp:
Muttersprache: Französisch
Fremdsprachen: Englisch, Deutsch
Aufrufe seit 02/2009: 1657 | letzte 30 Tage: 3
1 Rue du Maréchal Juin - BP215
76825 Mont Saint-Aignan
Frankreich
Telefon: +3-323-282-5821
Telefax: +3-323-282-5834
A CORRECTION FOR CLASSIC PERFORMANCE MEASURES
Autor: Prof. Dr. Hayette Gatfaoui
Non normality in asset returns is now a common feature of financial markets. However, many practitioners as...
Beitrag: 2009
Aufrufe letzte 30 Tage: 1
ARE CREDIT DEFAULT SWAP SPREADS MARKET DRIVEN?
Autor: Prof. Dr. Hayette Gatfaoui
We focus on the link prevailing between credit default swap spreads and the U.S. financial market. We...
Beitrag: 2007
Aufrufe letzte 30 Tage: 1
Encyclopedia article
Autor: Prof. Dr. Hayette Gatfaoui
The seminal theory proposed by William Sharpe (1963, 1964) with the Capital Asset Pricing Model (CAPM)...
Beitrag: 2009
Aufrufe letzte 30 Tage: 1
Credit Risk and Market Risk: Analysing US Credit Spreads
Autor: Prof. Dr. Hayette Gatfaoui
We attempt to disentangle US credit spreads' evolution into a part resulting from market risk influence and...
Beitrag: 2008
Aufrufe letzte 30 Tage: 1
From Fault Tree to Credit Risk Assessment: A Case Study
Autor: Prof. Dr. Hayette Gatfaoui
Reliability has been largely applied to industrial systems in order to study the various possibilities of...
Beitrag: 2008
Aufrufe letzte 30 Tage: 1
From Fault Tree to Credit Risk Assessment: An Empirical Attempt
Autor: Prof. Dr. Hayette Gatfaoui
Since the 1980s, the fault tree theory has been known as a great development in the industrial systems'...
Beitrag: 2006
Aufrufe letzte 30 Tage: 1
How Does Systematic Risk Impact US Credit Spreads? A Copula Study.
Autor: Prof. Dr. Hayette Gatfaoui
It is well known that some relationship between systematic risk and credit risk prevails in financial...
Beitrag: 2005
Aufrufe letzte 30 Tage: 1
Is Corporate Bond Market Performance Connected with Stock Market Performance?
Autor: Prof. Dr. Hayette Gatfaoui
Stock markets and bond markets are known to interact. Specifically, the common stock market trend (i.e.,...
Beitrag: 2008
Aufrufe letzte 30 Tage: 1
Autor: Prof. Dr. Hayette Gatfaoui
We focus here on the specific management style of a French insurance company SMA BTP. The employed...
Beitrag: 2006
Aufrufe letzte 30 Tage: 1
Rôle et Impact de la Volatilité dans le Pricing d'Options et de Produits Dérivés
Autor: Prof. Dr. Hayette Gatfaoui
Résumé : La théorie du pricing d’option a été formulée en...
Buch: 2004
Aufrufe letzte 30 Tage: 1
6th International Conference on Applied Financial Economics (AFE), Kongress / Tagung
Referent: Prof. Dr. Hayette Gatfaoui
The AFE Conference has run annually for the past five years, and continuing the tradition will seek to...
Aufrufe letzte 30 Tage: 1
EASTERN FINANCE ASSOCIATION, Kongress / Tagung
Referent: Prof. Dr. Hayette Gatfaoui
Conference is held from 29 April 2009 to 2 May 2009 in WASHINGTON, D.C.
Aufrufe letzte 30 Tage: 2