Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors - Jules Sadefo Kamdem (CoRR, 2003)

Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. - Jules Sadefo Kamdem; Alan Genz (Comput. Stat. Data Anal., 2008)

Sharp estimates for the CDF of quadratic forms of MPE random vectors. - Jules Sadefo Kamdem (J. Multivar. Anal., 2010)

Generalized Integral Transforms with the Homotopy Perturbation Method. - Jules Sadefo Kamdem (J. Math. Model. Algorithms Oper. Res., 2014)

Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns. - Christian Deffo Tassak; Jules Sadefo Kamdem; Louis Aimé Fono; Nicolas Gabriel Andjiga (J. Oper. Res. Soc., 2017)

The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection. - Justin Dzuche; Christian Deffo Tassak; Jules Sadefo Kamdem; Louis Aimé Fono (New Math. Nat. Comput., 2020)

On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return. - Justin Dzuche; Christian Deffo Tassak; Jules Sadefo Kamdem; Louis Aimé Fono (Ann. Oper. Res., 2021)

S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes. - Jules Sadefo Kamdem; Babel Raïssa Guemdjo Kamdem; Carlos Ougouyandjou (New Math. Nat. Comput., 2021)

A fuzzy multifactor asset pricing model. - Alfred Mbairadjim Moussa; Jules Sadefo Kamdem (Ann. Oper. Res., 2022)

Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach. - Gaston Clément Nyassoke Titi; Jules Sadefo Kamdem; Louis Aimé Fono (Math. Methods Oper. Res., 2022)

Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. - Eric Djeutcha; Jules Sadefo Kamdem (Ann. Oper. Res., 2024)

Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models. - Frédy Pokou; Jules Sadefo Kamdem; François Benhmad (CoRR, 2025)