papers
Publications (3)
q-fin.PM2017
Black was right: Price is within a factor 2 of Value
J. P. Bouchaud, S. Ciliberti, Y. Lempérière +3
q-fin.GN2015
Risk Premia: Asymmetric Tail Risks and Excess Returns
Y. Lempérière, C. Deremble, T. T. Nguyen +3
q-fin.PM2014
Two centuries of trend following
Y. Lempérière, C. Deremble, P. Seager +2