Profil

PETITJEAN Simon, Paul

Main Referenced Co-authors
SCHILTZ, Jean  (2)
Main Referenced Keywords
accounting mistakes (1); benchmarking (1); fair value pricing error (1); financial time series (1); fund administration (1);
Main Referenced Disciplines
Finance (3)

Publications (total 3)


PETITJEAN, S. P. (2023). Detection of Net Asset Value Computation Errors in the Context of the Control of UCITS Funds' Values [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/58122

Petitjean, S. P., & Schiltz, J. (12 July 2019). Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition [Paper presentation]. 23rd International Congress on Insurance: Mathematics and Economics, München, Germany.

Petitjean, S. P., & Schiltz, J. (08 July 2019). Financial markets dependence modeling using vine copulae - Preliminary work for vine copula modeling in finance [Paper presentation]. Workshop on Vine Copulas, München, Germany.

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