Barthélémy Fabrice

Chercheur Associé
Associé

Contact

Adresse:
Université de Versailles Saint-Quentin-en-Yveline - 47 Boulevard Vauban
GUYANCOURT Cedex

Articles

  • 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
  • Un nouveau paradigme de la dynamique des rendements immobiliers parisiens Barthélémy Fabrice, Charles-Olivier Amédée-Manesme , Revue economique, 7 , p.279-294, 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 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
  • 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
  • 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
  • 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
  • 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
  • Un nouvel indice de risque immobilier pour le marché résidentiel parisien Barthélémy Fabrice, Mokrane M. , Revue economique, 59 (1), p.99-118, 2008
  • 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
  • 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

https://www.high-endrolex.com/1
https://www.high-endrolex.com/1