Commodity markets through the business cycle J Chevallier, M Gatumel, F Ielpo Commodities, 439-468, 2022 | 21 | 2022 |
Understanding and Monitoring reinsurance Counterparty risk M Gatumel, S Lemoyne de Forges Bulletin Français d'Actuariat 13 (26), 121-138, 2013 | 9 | 2013 |
Understanding momentum in commodity markets J Chevallier, M Gatumel, F Ielpo Applied Economics Letters 20 (15), 1383-1402, 2013 | 6 | 2013 |
The number of regimes across asset returns: identification and economic value M Gatumel, F Ielpo International Journal of Theoretical and Applied Finance 17 (06), 1450040, 2014 | 3 | 2014 |
Measuring Risk Appetite from Financial Assets' Excess Returns M Gatumel, F Ielpo Available at SSRN 2334180, 2015 | 2 | 2015 |
Is the Insurance Cost-of-Capital Fair? M Gatumel Available at SSRN 1924919, 2011 | 1 | 2011 |
Valorisation du risque en assurance non-vie M Gatumel Paris 1, 2009 | | 2009 |