フォロー
Nabil Bouamara
Nabil Bouamara
Economist, Researcher in Economics
確認したメール アドレス: nbb.be - ホームページ
タイトル
引用先
引用先
PeerPerformance: Luck-corrected peer performance analysis in R
D Ardia, K Boudt, N Bouamara
URL: https://github. com/ArdiaD/PeerPerformance, 2020
62020
The alpha and beta of equity hedge UCITS funds: Implications for momentum investing
N Bouamara, K Boudt, B Peeters, J Thewissen
Factor Investing, 415-446, 2017
42017
Decomposing the non-normality in portfolio risk
N Bouamara, K Boudt, J Vandenbroucke
Available at SSRN 3242137, 2022
1*2022
The impact of climate transition policies on Belgian firms – what can we learn from a survey?
R Basselier, N Bouamara, G Langenus, G Peersman, P Reusens
NBB Working papers, 2024
2024
Stepwise Cauchy Combination test for multiple testing problems with financial applications
N Bouamara, S Laurent, S Shi
2023
Unraveling financial risk
N Bouamara
KU Leuven, Vrije Universiteit Brussel, 2022
2022
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
N Bouamara, K Boudt, S Laurent, CJ Neely
2022
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論文 1–7