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Articles

• Un nouveau paradigme de la dynamique des rendements immobiliers parisiens Barthélémy Fabrice, Charles-Olivier Amédée-Manesme , Revue economique, 7 , p.279-294, 2020
• Proper use of the modified Sharpe ratios in performance measurement : rearranging the Cornish Fisher expansion Barthélémy Fabrice, C-O. Amédée-Manesme , Annals of operations research, p.1-22, 2020
• Mixed-asset portfolio allocation under mean-reverting asset returns Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Philippe Bertrand , Annals of operations research, 281 (1-2), p.65-98, 2019
• Market Heterogeneity, Investment Risk and Portfolio Allocation – Applying Quantile Regression to the Paris Apartment Market Barthélémy Fabrice, C-O. Amédée-Manesme, F. Des Rosiers , International Journal of Housing Markets and Analysis, 10 (5), 2017
• Market heterogeneity and the determinants of Paris apartment prices : A quantile regression approach Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, François des Rosiers , Urban studies, 54 (14), p.3260-3280, 2017
• Real estate investment : Market volatility and optimal holding period under risk aversion Barthélémy Fabrice, C. Amédée-Manesme , Economic modelling, 58 , p.543-555, 2016
• Cornish Fisher Expansion for Real Estate Value at Risk Barthélémy Fabrice, Keenan Donald, Charles-Olivier Amédée-Manesme , Journal of Real Estate Economics and Finance, 50 (4), p.439-464, 2015
• The impact of lease structures on the optimal holding period for a commercial real estate portfolio Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Mahdi Mokrane , Journal of Property Investment and Finance, 33 (2), p.121-139, 2015
• Ex-ante real estate Value at Risk calculation method Barthélémy Fabrice, Charles-Olivier Amédée-Manesme , Annals of operations research, 2015
• Referendum Paradox and the U.S Presidential Elections Barthélémy Fabrice, Ashley Piggins , Electoral Studies, 34 , p.111-118, 2014
• The size of the House of Representatives, not the American people, can determine the outcome of presidential elections Barthélémy Fabrice, Ashley Piggins , LSE Reseacrh Online, 2014
• Combining Monte-Carlo Simulations and Options to Manage Risk of Real Estate Portfolios Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Étienne Dupuy , Journal of Property Investment and Finance, 31 (4), p.360-389, 2013
• On the likelihood of dummy players in weighed majority game Barthélémy Fabrice, Lepelley, Dominique; Mathieu Martin , Social choice and welfare, 41 , p.263-279, 2012
• Analyse spatiale du vote dans le cas d’intercommunalité du Val d’Oise Barthélémy Fabrice, Barthélémy, Fabrice; Martin, Mathieu , Economie publique, 1-2 , p.129-168, 2011
• A Repeat Sales Index Robust to Small Datasets Barthélémy Fabrice, M. Mokrane , Journal of Property Investment and Finance, 29 (1), p.35-48, 2011
• A Comparison Between the Methods of Apportionment Using Power Indices : the Case of the U.S. Presidential Elections Barthélémy Fabrice, Mathieu Martin , Annales d’economie et statistiques, 101/102 , p.87-106, 2011
• La loi LRU a-t-elle modifié la distribution du pouvoir au sein des universités françaises ? Barthélémy Fabrice, Revue economique, 60 (2009-15), p.1469-1482, 2009
• Optimal Time to Sell in Real Estate Portfolio Management Barthélémy Fabrice, Journal of real estate finance and economics, 38 (1), p.59-87, 2009
• What Discount Rate should Bankruptcy Judges Use ? Estimates from Canadian Reorganization Data Barthélémy Fabrice, Fischer T. , International review of law and economics, 29 (1), p.67-72, 2009
• Loi relative aux libertés et aux responsabilités des universités (LRU), élection du président et conseil d’administration : une analyse en terme de pouvoirs Barthélémy Fabrice, Barthélémy, Fabrice; Béraud, Alain; Martin, Mathieu , Revue d’economie politique, 3 , p.299-316, 2008
• Is it Possible to Construct Derivatives for the Paris Residential Market ? Barthélémy Fabrice, M. Mokrane , Journal of real estate finance and economics, 37 (3), p.233-264, 2008
• Un nouvel indice de risque immobilier pour le marché résidentiel parisien Barthélémy Fabrice, Mokrane M. , Revue economique, 59 (1), p.99-118, 2008
• Optimal Holding Period of a Real Estate Portfolio Barthélémy Fabrice, Mokrane M. , Journal of Property Investment and Finance, 25 (6), p.603-625, 2007
• Répartition des sièges au sein des structures intercommunales du Val d’Oise Barthélémy Fabrice, Revue economique, 58 (2), p.399-425, 2007
• Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation Barthélémy Fabrice, Baroni M., Mokrane M. , Property Management, 25 (5), p.462-486, 2007
• La rénovation de la Goutte d’Or est-elle un succès ? Un diagnostic à l’aide d’indices de prix immobiliers Barthélémy Fabrice, Michelangeli A., Trannoy A. , Economie et prévision, 180/181 ((4-5)), p.107-126, 2007
• A PCA Repeat Sales Index to Forecast Apartment Prices in Paris (France) Barthélémy Fabrice, Mokrane M. , Journal of real estate research, 29 (2), p.137-158, 2007
• Using rents and price dynamics in real estate portfolio valuation Barthélémy Fabrice, M. Mokrane , Property Management, 25 (5), 2007
• La Goutte d’Or. Impact d’une rénovation sur le marché immobilier Barthélémy Fabrice, Michelangeli A., Trannoy A. , Études Foncières, 9-10 (121), 2006
• Real Estate Prices : A Paris Repeat Sales Residential Index Barthélémy Fabrice, Mokrane M. , Journal of real estate literature, 13 (3), p.303-321, 2005
• Tests de racines unitaires multiples et saisonnalit Barthélémy Fabrice, Lubrano M. , Revue economique, 48 (3), p.673-683, 1997
• Unit Roots Tests and SARIMA Models Barthélémy Fabrice, Lubrano M. , Economics letters, 50 , p.147-154, 1996

Documents de travail

• Dummy players and the quota in weighted voting games : some further results
  Barthélémy Fabrice, Martin Mathieu, 2020-01, 2020
• Modified Sharpe Ratios in Real Estate Performance Measurement : Beyond the Standard Cornish Fisher Expansion
  Barthélémy Fabrice, Prigent Jean-Luc, Keenan Donald, Charles-Olivier Amédée-Manesme, Mahdi Mokrane , 2017-20, 2017
• Computation of the Corrected Cornish- Fisher Expansion using the Response Surface Methodology : Application to V aR and CV aR
  Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Didier Maillard , 2017-21, 2017
• Trump’s victory like Harrison, not Hayes and Bush
  Barthélémy Fabrice, Martin Mathieu, Ashley Piggins , 2017-22, 2017
• Market heterogeneity and the determinants of Paris apartment prices : A quantile regression approach
  Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Michel Baroni, François Des Rosiers , 2016-11, 2016
• Real Estate Investment : Market Volatility and Optimal Holding Period under Risk Aversion
  Barthélémy Fabrice, Prigent Jean-Luc, Charles-Olivier Amédée-Manesme , 2015-21, 2015
• Cornish-Fisher Expansion for Commercial Real Estate Value at Risk
  Barthélémy Fabrice, Keenan Donald, Charles-Olivier Amédée-Manesme , 2014-29, 2014
• The Optimal Holding Period for a Commercial Real Estate Portfolio : Taking the Lease Structure into Account
  Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Michel Baroni , 2014-30, 2014
• Real Estate Portfolio Management : Optimization under Risk Aversion Barthélémy Fabrice, Prigent Jean-Luc, 2011-12, 2011
• A comparison between the methods of apportionment using power indices : the case of the U.S presidential elections Barthélémy Fabrice, Martin Mathieu, 2011-13, 2011
• Some conjectures on the two main power indices Barthélémy Fabrice, Martin Mathieu, Bertrand Tchantcho , 2011-14, 2011
• Fair Apportionment in the Italian Senate : Which Reform Should Be Implemented ? Barthélémy Fabrice, Martin Mathieu, Gabriel Esposito, Vincent Merlin , 2011-16, 2011
• On the likelihood of Dummy players in Weighted Majority Games Barthélémy Fabrice, Martin Mathieu, Dominique Lepelley , 2011-17, 2011
• U.S Presidential Elections and the Referendum Paradox Barthélémy Fabrice, Martin Mathieu, Ashley Piggins , 2011-15, 2011
• La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ? Barthélémy Fabrice, BERAUD Alain, MARTIN Mathieu , 2009-15, 2009
• A Repeat Sales Index Robust to Small Datasets Barthélémy Fabrice, Baroni M., Mokrane M. , 2009-16, 2009
• Optimal Time to Sell in Real Estate Portfolio Management Barthélémy Fabrice, Jean luc Prigent , 2008-13, 2008
• Italian Senate apportionment : is the 2007 proposal fair ? Barthélémy Fabrice, Gabriele ESPOSITO, Mathieu MARTIN , 2008-28, 2008
• Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration : une analyse en termes de pouvoir Barthélémy Fabrice, 2008-04, 2008
• A comparison between the methods of apportionment using power indices : the case of the U.S presidential election Barthélémy Fabrice, Martin Mathieu, Games and Economic Behavior, Document de travail THEMA, 2007-26, 2007
• Configurations study for the Banzhaf and Shapley-Shubik indices of power Barthélémy Fabrice, Martin Mathieu, Theory and decision, Document de travail THEMA, 2007-7, 2007
• Analyse spatiale du vote dans le cas d’intercommunalité dans le département du Val d’Oise Barthélémy Fabrice, Martin Mathieu, 4or : a quarterly journal of operations research, THEMA Working Papers, 2006-17, 2006
• The Paris Residential Market : Driving Factors and Market Behaviour 1973-2001 Barthélémy Fabrice, Baroni M., Mokrane M. , Document de travail THEMA, 2004-18, 2004
• Estimates of Creditors ? Discount Rates in Court-Supervised Reorganisation Decisions Barthélémy Fabrice, Martel Jocelyn, Fisher T. , Document de travail THEMA, 2004-16, 2004
• Which Capital Growth Index for Paris ? Barthélémy Fabrice, Baroni M., Mokrane M. , DT Thema, 2004-04, 2004
• Indice de l’immobilier physique et facteurs systématiques de risques Barthélémy Fabrice, Baroni M., Mokrane M. , 4or : a quarterly journal of operations research, DT Thema, 2001-23, 2001
• Strategies optimales d’allocation de portefeuilles internationaux avec contraintes Barthélémy Fabrice, Prigent Jean-Luc, Mokrane M. , THEMA Working Papers, 2000-32, 2000