Y. Lemp\'eri\`ere

Identifiers

• name variant Y. Lemp\'eri\`ere 0.60 · backfill

Papers (4)

1. Black was right: Price is within a factor 2 of Value q-fin.PM · 2017 · author #3
2. Deconstructing the Low-Vol Anomaly q-fin.PM · 2015 · author #2
3. Risk Premia: Asymmetric Tail Risks and Excess Returns q-fin.GN · 2014 · author #1
4. Two centuries of trend following q-fin.PM · 2014 · author #1

Mentions

• 1510.01679 #2 · backfill · confidence 0.70 Y. Lemp\'eri\`ere
• 1409.7720 #1 · backfill · confidence 0.70 Y. Lemp\'eri\`ere
• 1404.3274 #1 · backfill · confidence 0.70 Y. Lemp\'eri\`ere

Frequent Coauthors

• J. P. Bouchaud 4 shared papers
• M. Potters 3 shared papers
• P. Seager 3 shared papers
• C. Deremble 2 shared papers
• S. Ciliberti 2 shared papers
• A. Beveratos 1 shared papers
• A. Majewski 1 shared papers
• G. Simon 1 shared papers
• K. Sin Ronia 1 shared papers
• L. Laloux 1 shared papers
• T. T. Nguyen 1 shared papers