| Value-at-risk and expected shortfall for linear portfolios with elliptically distributed risk factors JS Kamdem International Journal of Theoretical and Applied Finance 8 (05), 537-551, 2005 | 68 | 2005 |
| Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities JS Kamdem, RB Essomba, JN Berinyuy Chaos, Solitons & Fractals 140, 110215, 2020 | 59 | 2020 |
| Moments and semi-moments for fuzzy portfolio selection JS Kamdem, CT Deffo, LA Fono Insurance: mathematics and economics 51 (3), 517-530, 2012 | 54 | 2012 |
| Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns AM Moussa, JS Kamdem, M Terraza Economic Modelling 39, 247-256, 2014 | 44 | 2014 |
| Time-frequency analysis of the relationship between EUA and CER carbon markets J Sadefo Kamdem, A Nsouadi, M Terraza Environmental Modeling & Assessment 21, 279-289, 2016 | 26 | 2016 |
| Decomposition method for the Camassa–Holm equation JS Kamdem, Z Qiao Chaos, Solitons & Fractals 31 (2), 437-447, 2007 | 25 | 2007 |
| The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 P Mornet, C Zoli, S Mussard, J Sadefo-Kamdem, F Seyte, M Terraza Economic Modelling 35, 944-963, 2013 | 19 | 2013 |
| Fuzzy risk adjusted performance measures: Application to hedge funds JS Kamdem, AM Moussa, M Terraza Insurance: Mathematics and Economics 51 (3), 702-712, 2012 | 19 | 2012 |
| CAPM with fuzzy returns and hypothesis testing AM Moussa, JS Kamdem, AF Shapiro, M Terraza Insurance: Mathematics and Economics 55, 40-57, 2014 | 17 | 2014 |
| Bandolo Essomba R, Njong Berinyuy J. Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities J Sadefo Kamdem Chaos Solitons Fractals 140, 110215, 2020 | 16 | 2020 |
| Δ-VaR and Δ-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC JS Kamdem Insurance: Mathematics and Economics 44 (3), 325-336, 2009 | 15 | 2009 |
| VaR and ES for linear portfolios with mixture of elliptic distributions risk factors JS Kamdem Computing and Visualization in Science 10 (4), 197-210, 2007 | 13 | 2007 |
| Méthodes analytiques pour le Risque des Portefeuilles Financiers J Sadefo Kamdem Reims, 2004 | 12 | 2004 |
| Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns CD Tassak, J Sadefo Kamdem, LA Fono, NG Andjiga Journal of the Operational Research society 68, 1491-1502, 2017 | 10 | 2017 |
| [Delta]-VaR and [Delta]-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC J Sadefo Kamdem Insurance: Mathematics and Economics 44 (3), 325-336, 2009 | 10 | 2009 |
| Value-at-risk and expected shortfall for quadratic portfolio of securities with mixture of elliptic distributed risk factors JS Kamdem arXiv preprint cs/0310043, 2003 | 8 | 2003 |
| Value-at-Risk and Expected Shortfall for quadratic portfolio of securities with mixture of elliptic distributed risk factors J Sadefo Kamdem arXiv e-prints, cs/0310043, 2003 | 8 | 2003 |
| On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return J Dzuche, CD Tassak, J Sadefo Kamdem, LA Fono Annals of Operations Research 300, 355-368, 2021 | 7 | 2021 |
| Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario W Lesperance, JS Kamdem, L Linguet, T Albarelo 2018 2nd International Conference on Smart Grid and Smart Cities (ICSGSC …, 2018 | 7 | 2018 |
| Downside Risk and Kappa index of non-gaussian portfolio with LPM J Sadefo-Kamdem | 7 | 2011 |
Louis Aime FONOProfesseur de Mathématiques Appliquées - Université de Douala - CameroonVerified email at univ-douala.com
