Volume 20, issue 6, October 2019

Special Issue: The 12th Financial Risks International Forum of the Louis Bachelier Institute, Paris

6 articles in this issue

Invited Editorial “The challenges imposed by low interest rates”

Authors (first, second and last of 6)
- Jean-Michel Beacco
- Catherine Lubochinsky
- Sylvain Benoît
- Content type: Invited Editorial
- Published: 06 June 2019
- Pages: 413 - 420
Revisiting private equity performance computation for multi-asset investors

Authors
- Edouard Nouvellon
- Hugues Pirotte
- Content type: Original Article
- Published: 25 September 2019
- Pages: 421 - 432
The analytics of momentum

Authors
- Oh Kang Kwon
- Stephen Satchell
- Content type: Original Article
- Published: 29 August 2019
- Pages: 433 - 441
Trends everywhere? The case of hedge fund styles

Authors
- Charles Chevalier
- Serge Darolles
- Content type: Original Article
- Published: 28 October 2019
- Pages: 442 - 468
A convergence-speed-dependent data quantity definition and its effect on risk estimation

Authors
- Jakob Krause
- Content type: Original Article
- Published: 05 October 2019
- Pages: 469 - 475
Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment

Authors (first, second and last of 4)
- Christina Atanasova
- Mingxin Li
- Mehrdad Rastan
- Content type: Original Article
- Published: 16 August 2019
- Pages: 476 - 492