Ex-ante real estate Value at Risk calculation method. - Charles-Olivier Amédée-Manesme; Fabrice Barthélémy (Ann. Oper. Res., 2018)

Mixed-asset portfolio allocation under mean-reverting asset returns. - Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Philippe Bertrand; Jean-Luc Prigent (Ann. Oper. Res., 2019)

Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR. - Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Didier Maillard (Ann. Oper. Res., 2019)

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. - Charles-Olivier Amédée-Manesme; Fabrice Barthélémy (Ann. Oper. Res., 2022)