Publication |
Année de publication |
Type de publication |
GEORGE TZAGKARAKIS, G., F. MAURER, J. JOHN P. NOLAN, "Taming impulsive high-frequency data using optimal sampling periods", Annals of Operations Research, 2024, vol. 333, pp. 393-415 |
2024 |
Article |
MAURER, F., FINANCIAL RISK MANAGEMENT: From Metrics to Human Conduct, John Wiley & Sons, Inc., 2024 |
2024 |
Livre |
TZAGKARAKIS, G., F. MAURER, "Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets", Computational Economics, 2023, vol. 62, pp. 1251-1286 |
2023 |
Article |
MASSET, P., F. MAURER, "Mitigating downside risk of portfolio diversification: Wine versus other tangible assets", Economic Modelling, 2021, vol. 102, pp. 105579 |
2021 |
Article |
TZAGKARAKIS, G., F. MAURER, "An energy-based measure for long-run horizon risk quantification", Annals of Operations Research, 2020, vol. 289, pp. 363-390 |
2020 |
Article |
MAURER, F., J.-M. CARDEBAT, L. JIAO, "Looking Beyond the Wine Risk-Adjusted Performance", Journal of Wine Economics, 2020, vol. 15, no. 2, pp. 229-259 |
2020 |
Article |
MAURER, F., P.POURQUERY, "Improving Banks’ Organisational Culture. A Sustainable Approach to Behavioral Change" dans To Catch A Tief. The Evolution of the Chief Control Officer., Ed., Armstrong Wolfe, pp. 219-233, 2019 |
2019 |
Chapitre |
HAMET, J., F. MAURER, "VALEUR INTRINSÈQUE ET VALEUR TEMPS DE LA RECHERCHE EN SCIENCES DE GESTION", Revue Française de Gestion, 2019, vol. 7, pp. 103-123 |
2019 |
Article |
MAURER, F., "Entreprise Risk Management (ERM) et création de valeur dans les PME/ETI" dans Variations autour des PME et entreprises de taille intermédiaire., Ed., Editions EMS, pp. 63-71, 2018 |
2018 |
Chapitre |
HAMET, J., F.MAURER, "Is management research visible outside the academic community?", M@n@gement, 2017, vol. 20, no. 5, pp. 492-516 |
2017 |
Article |
LOURME, A., F.MAURER, "Testing the gaussian and student's t copulas in a risk management framework", Economic Modelling, 2017, vol. 67, pp. 203-214 |
2017 |
Article |