lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. - Emmanuelle Jay; Patrick Duvaut; Serge Darolles; Christian Gouriéroux (CAMSAP, 2011)

Multifactor Models. - Emmanuelle Jay; Patrick Duvaut; Serge Darolles; Arnaud Chrétien (IEEE Signal Process. Mag., 2011)

The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme. - Serge Darolles; Christian Gouriéroux (TES, 2014)

The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme. - Serge Darolles; Christian Gouriéroux (TES, 2014)

Performance fees and hedge fund return dynamics. - Serge Darolles; Christian Gouriéroux (Int. J. Approx. Reason., 2015)

The Dynamics of Hedge Fund Performance. - Serge Darolles; Christian Gouriéroux; Jérome Teiletche (Econometrics of Risk, 2015)

Bivariate integer-autoregressive process with an application to mutual fund flows. - Serge Darolles; Gaëlle Le Fol; Yang Lu; Ran Sun (J. Multivar. Anal., 2019)