Ludovic Calès

According to our database, Ludovic Calès authored at least 4 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

Comput. Geom., 2023

2021

The cross-sectional distribution of portfolio returns and applications.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris

CoRR, 2021

2018

Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises.

Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos

Proceedings of the 34th International Symposium on Computational Geometry, 2018

2011

Portfolio symmetry and momentum.

Monica Billio, Ludovic Calès, Dominique Guégan

Eur. J. Oper. Res., 2011