Optimal Derivatives Design under Dynamic Risk Measures
Authors: Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Title: Affine long term yield curves: an application of the Ramsey rule with progressive ... 
Synchronization and optimality for multi-armed bandit problems in ...| Show results with: H-France Review Vol. 20 (June 2020), No. 101 Hakim El Karoui, L ...karaoui A few remarks on the bootstrapMissing: On robust regression with high-dimensional predictorsEl Karoui and Quenez (1995) only considered superstrate- gies, which are strategies with a positive tracking error, and defined the upper price for each. Optimal Revelated Utilities and Convex Pricing kernels| Show results with: Financial Crisis and Mathematics - IJCLab Events Directory (Indico)karaoui Can We Trust the Bootstrap in High-dimensions? The Case of ...Missing: A new approach to the Skorohod problem, and its applicationsAlso, this analysis can be used to justify rigorously some of the claims made in El Karoui et al. (2011). Finally, it may prove useful in some bootstrap studies. a stochastic representation theorem with applications to optimization ...| Show results with: Affine long term yield curveskaraoui On the impact of predictor geometry on the performance on high ...Missing: Why Students Of Prof. El Karoui Are In DemandEl Karoui, 61 years old, has become an unlikely player in the business. Her courses at the prestigious Ecole Polytechnique and a state ...
