Fabrice Barthélémy

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Optimal Time to Sell in Real Estate Portfolio Management

J. Prigent, Fabrice Barthélémy, 2009 .

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion

Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, 2020, Annals of Operations Research.

Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach

François Des Rosiers, Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, 2017 .

Market heterogeneity, investment risk and portfolio allocation: Applying quantile regression to the Paris apartment market

F. D. Rosiers, Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, 2017 .

Cornish-Fisher Expansion for Commercial Real Estate Value at Risk

D. Keenan, Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, 2015 .

Using rents and price dynamics in real estate portfolio valuation

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2007 .

The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio

Fabrice Barthélémy, M. Mokrane, Charles-Olivier Amédée-Manesme, 2015 .

Thema Working Paper n ° 2011-13 Université de Cergy Pontoise , France A comparison between the methods of apportionment using power indices : the case of the U . S . presidential elections

Fabrice Barthélémy, Mathieu Martin, 2010 .

Configurations study for the Banzhaf and the Shapley-Shubik indices of power

Fabrice Barthélémy, Mathieu Martin, 2007 .

Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR

Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, Didier Maillard, 2018, Annals of Operations Research.

Mixed-asset portfolio allocation under mean-reverting asset returns

J. Prigent, Fabrice Barthélémy, P. Bertrand, 2018, Annals of Operations Research.

Properties of the ADF Unit Root Test for Models with Trends and Cycles

M. Lubrano, Fabrice Barthélémy, 1996 .

On the likelihood of dummy players in weighted majority games

Fabrice Barthélémy, D. Lepelley, Mathieu Martin, 2012, Social Choice and Welfare.

Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR

Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, Didier Maillard, 2019, Ann. Oper. Res..

Dummy Players and the Quota in Weighted Voting Games

Fabrice Barthélémy, D. Lepelley, H. Smaoui, 2020 .

Dummy Players and the Quota in Weighted Voting Games

Mathieu Martin, Fabrice Barthélémy, Fabrice Barthélémy, 2020, Group Decision and Negotiation.

A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the us Presidential Elections

Fabrice Barthélémy, Mathieu Martin, Fabrice Barthélémy, 2011 .

A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election

Fabrice Barthélémy, Mathieu Martin, Thema, 2007 .

Real Estate Portfolio Management: Optimization under Risk Aversion

J. Prigent, Fabrice Barthélémy, 2011 .

Real estate investment: Market volatility and optimal holding period under risk aversion

J. Prigent, Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, 2016 .

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, Michel Baroni, 2012 .

Some conjectures on the two main power indices

Fabrice Barthélémy, Mathieu Martin, B. Tchantcho, 2011 .

Italian Senate apportionment: is the 2007 proposal fair?

Fabrice Barthélémy, Mathieu Martin, Gabriele Esposito, 2008 .

On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates

V. Merlin, Fabrice Barthélémy, Mathieu Martin, 2007 .

Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion

Donald C. Keenan, D. Keenan, J. Prigent, 2017 .

A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)

Fabrice Barthélémy, Michel Baroni, Mahdi Mokrane, 2005 .

Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2006 .

Physical Real Estate. A Paris Repeat Sales Residential Index

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2004 .

A repeat sales index robust to small datasets

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2011 .

A PCA Factor Repeat Sales Index for Apartment Prices in Paris

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2007 .

The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001

Fabrice Barthélémy, M. Mokrane, Michel Baroni, 2004 .

What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data

Timothy C. G. Fisher, Fabrice Barthélémy, J. Martel, 2008 .

Mixed-asset portfolio allocation under mean-reverting asset returns

Jean-Luc Prigent, Fabrice Barthélémy, Philippe Bertrand, 2019, Ann. Oper. Res..

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

Fabrice Barthélémy, Charles-Olivier Amédée-Manesme, Michel Baroni, 2012 .

U.S. Presidential Elections and the referendum paradox

Ashley Piggins, Fabrice Barthélémy, Mathieu Martin, 2011 .