Prof. Dr. Hayette Gatfaoui
Prof. Dr. Hayette Gatfaoui

Prof. Dr. Hayette Gatfaoui

FR, Mont Saint-Aignan


Unternehmen: Rouen Business School


Prof. Dr. Hayette Gatfaoui

Expertentyp:

Muttersprache: Französisch

Fremdsprachen: Englisch, Deutsch

Aufrufe seit 02/2009: 1654 | letzte 30 Tage: 1

Kontakt

1 Rue du Maréchal Juin - BP215

76825 Mont Saint-Aignan

Frankreich

Telefon: +3-323-282-5821

Telefax: +3-323-282-5834

Kontaktanfrage

Derzeit ist kein Profiltext hinterlegt

Kompetenzen von Prof. Dr. Hayette Gatfaoui

Fachkompetenzen

Publikationen von Prof. Dr. Hayette Gatfaoui

A CORRECTION FOR CLASSIC PERFORMANCE MEASURES

A CORRECTION FOR CLASSIC PERFORMANCE MEASURES

Autor: Prof. Dr. Hayette Gatfaoui

Non normality in asset returns is now a common feature of financial markets. However, many practitioners as...

Beitrag: 2009

Aufrufe letzte 30 Tage: 1

ARE CREDIT DEFAULT SWAP SPREADS MARKET DRIVEN?

ARE CREDIT DEFAULT SWAP SPREADS MARKET DRIVEN?

Autor: Prof. Dr. Hayette Gatfaoui

We focus on the link prevailing between credit default swap spreads and the U.S. financial market. We...

Beitrag: 2007

Aufrufe letzte 30 Tage: 1

Capital Asset Pricing Model

Capital Asset Pricing Model

Encyclopedia article

Autor: Prof. Dr. Hayette Gatfaoui

The seminal theory proposed by William Sharpe (1963, 1964) with the Capital Asset Pricing Model (CAPM)...

Beitrag: 2009

Aufrufe letzte 30 Tage: 2

Credit Risk and Market Risk: Analysing US Credit Spreads

Credit Risk and Market Risk: Analysing US Credit Spreads

Autor: Prof. Dr. Hayette Gatfaoui

We attempt to disentangle US credit spreads' evolution into a part resulting from market risk influence and...

Beitrag: 2008

Aufrufe letzte 30 Tage: 1

From Fault Tree to Credit Risk Assessment: A Case Study

From Fault Tree to Credit Risk Assessment: A Case Study

Autor: Prof. Dr. Hayette Gatfaoui

Reliability has been largely applied to industrial systems in order to study the various possibilities of...

Beitrag: 2008

Aufrufe letzte 30 Tage: 1

From Fault Tree to Credit Risk Assessment: An Empirical Attempt

From Fault Tree to Credit Risk Assessment: An Empirical Attempt

Autor: Prof. Dr. Hayette Gatfaoui

Since the 1980s, the fault tree theory has been known as a great development in the industrial systems'...

Beitrag: 2006

Aufrufe letzte 30 Tage: 1

How Does Systematic Risk Impact US Credit Spreads? A Copula Study.

How Does Systematic Risk Impact US Credit Spreads? A Copula Study.

Autor: Prof. Dr. Hayette Gatfaoui

It is well known that some relationship between systematic risk and credit risk prevails in financial...

Beitrag: 2005

Aufrufe letzte 30 Tage: 1

Is Corporate Bond Market Performance Connected with Stock Market Performance?

Is Corporate Bond Market Performance Connected with Stock Market Performance?

Autor: Prof. Dr. Hayette Gatfaoui

Stock markets and bond markets are known to interact. Specifically, the common stock market trend (i.e.,...

Beitrag: 2008

Aufrufe letzte 30 Tage: 1

Less Can Be More!

Less Can Be More!

Autor: Prof. Dr. Hayette Gatfaoui

We focus here on the specific management style of a French insurance company SMA BTP. The employed...

Beitrag: 2006

Aufrufe letzte 30 Tage: 1

Rôle et Impact de la Volatilité dans le Pricing d'Options et de Produits Dérivés

Rôle et Impact de la Volatilité dans le Pricing d'Options et de Produits Dérivés

Autor: Prof. Dr. Hayette Gatfaoui

Résumé : La théorie du pricing d’option a été formulée en...

Buch: 2004

Aufrufe letzte 30 Tage: 1

1 - 10 von 11 Publikationen

Veranstaltungen von Prof. Dr. Hayette Gatfaoui

6th International Conference on Applied Financial Economics (AFE)

6th International Conference on Applied Financial Economics (AFE), Kongress / Tagung

Referent: Prof. Dr. Hayette Gatfaoui

The AFE Conference has run annually for the past five years, and continuing the tradition will seek to...

Aufrufe letzte 30 Tage: 1

EASTERN FINANCE ASSOCIATION

EASTERN FINANCE ASSOCIATION, Kongress / Tagung

Referent: Prof. Dr. Hayette Gatfaoui

Conference is held from 29 April 2009 to 2 May 2009 in WASHINGTON, D.C.

Aufrufe letzte 30 Tage: 2