Journal of Empirical Finance
Total = 2
Refereed Journal Articles
Candelon, Bertrand; Hurlin, Christophe and Tokpavi, Sessi (2012) « Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios », Journal of Empirical Finance, vol. 19, pp. 511-527.
Coudert, Virginie and Gex, Mathieu (2008) « Does Risk Aversion Drive Financial Crises? testing the Predictive Power of Empirical Indicators », Journal of Empirical Finance, vol. 15.