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Ludovic Calès

Orcid: 0000-0002-0729-0288

According to our database1, Ludovic Calès authored at least 4 papers between 2011 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2023
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises.
[BibTeX]
[DOI]
Ludovic Calès
,
Apostolos Chalkis
,
Ioannis Z. Emiris
,
Vissarion Fisikopoulos
Comput. Geom., 2023

2021
The cross-sectional distribution of portfolio returns and applications.
[BibTeX]
[DOI]
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.
[BibTeX]
[DOI]
Ludovic Calès
,
Apostolos Chalkis
,
Ioannis Z. Emiris
,
Vissarion Fisikopoulos
Proceedings of the 34th International Symposium on Computational Geometry, 2018

2011
Portfolio symmetry and momentum.
[BibTeX]
[DOI]
Monica Billio
,
Ludovic Calès
,
Dominique Guégan
Eur. J. Oper. Res., 2011


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