Ludovic Cales | DeepAI

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Featured Co-authors

Ioannis Z. Emiris
9 publications
Apostolos Chalkis
6 publications
Vissarion Fisikopoulos
3 publications

research

∙ 05/13/2021

The cross-sectional distribution of portfolio returns and applications

This paper aims to develop new mathematical and computational tools for ...

0 Ludovic Cales, et al. ∙

research

∙ 03/15/2018

Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises

We examine volume computation of general-dimensional polytopes and more ...

0 Ludovic Cales, et al. ∙