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Employment (1)

Université Laval: Québec, Quebec, CA

2013-07-13 to present | Professor (Finance, insurance and real estate)
Employment
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Works (13)

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion

Annals of Operations Research
2022-06 | Journal article | Author
DOI: 10.1007/s10479-020-03858-4
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Contributors: Charles-Olivier Amédée-Manesme; Fabrice Barthélémy
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Un nouveau paradigme de la dynamique des rendements immobiliers parisiens

Revue économique
2020-06-30 | Journal article
DOI: 10.3917/reco.pr2.0146
Part of ISSN: 0035-2764
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Michel Baroni; Fabrice Barthélémy
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Heterogeneity and fine wine prices: application of the quantile regression approach

Applied Economics
2020-06-02 | Journal article | Author
DOI: 10.1080/00036846.2019.1696937
Part of ISSN: 0003-6846
Part of ISSN: 1466-4283
Contributors: Charles-Olivier Amédée-Manesme; Benoit Faye; Eric Le Fur
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR

Annals of Operations Research
2019-10 | Journal article
DOI: 10.1007/s10479-018-2792-4
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Didier Maillard
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Mixed-asset portfolio allocation under mean-reverting asset returns

Annals of Operations Research
2019-10 | Journal article
DOI: 10.1007/s10479-018-2761-y
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Philippe Bertrand; Jean-Luc Prigent
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Ex-ante real estate Value at Risk calculation method

Annals of Operations Research
2018-03 | Journal article
DOI: 10.1007/s10479-015-2046-7
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Fabrice Barthélémy
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach

Urban Studies
2017-11 | Journal article
DOI: 10.1177/0042098016665955
Part of ISSN: 0042-0980
Part of ISSN: 1360-063X
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Michel Baroni; Fabrice Barthélémy; Francois des Rosiers
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Market heterogeneity, investment risk and portfolio allocation

International Journal of Housing Markets and Analysis
2017-10-02 | Journal article
DOI: 10.1108/ijhma-04-2017-0040
Part of ISSN: 1753-8270
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Michel Baroni; Fabrice Barthélémy; François Des Rosiers
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Real estate investment: Market volatility and optimal holding period under risk aversion

Economic Modelling
2016-11 | Journal article
DOI: 10.1016/j.econmod.2015.10.033
Part of ISSN: 0264-9993
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Jean-Luc Prigent
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

The pricing of embedded lease options

Finance Research Letters
2015-11 | Journal article
DOI: 10.1016/j.frl.2015.10.001
Part of ISSN: 1544-6123
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; François des Rosiers; Philippe Grégoire
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Cornish-Fisher Expansion for Commercial Real Estate Value at Risk

The Journal of Real Estate Finance and Economics
2015-05 | Journal article
DOI: 10.1007/s11146-014-9476-x
Part of ISSN: 0895-5638
Part of ISSN: 1573-045X
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Donald Keenan
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

The impact of lease structures on the optimal holding period for a commercial real estate portfolio

Journal of Property Investment & Finance
2015-03-02 | Journal article
DOI: 10.1108/jpif-02-2014-0010
Part of ISSN: 1463-578X
Contributors: Charles-Olivier Amédée-Manesme; Charles-Olivier Amédée-Manesme; Michel Baroni; Fabrice Barthélémy; Mahdi Mokrane
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Combining Monte Carlo simulations and options to manage the risk of real estate portfolios

Journal of Property Investment & Finance
2013-07-05 | Journal article
DOI: 10.1108/jpif-09-2012-0042
Part of ISSN: 1463-578X
Contributors: Charles-Olivier Amédée-Manesme; Charles‐Olivier Amédée‐Manesme; Fabrice Barthélémy; Michel Baroni; Etienne Dupuy
Source: Self-asserted source
Charles-Olivier Amédée-Manesme

Peer review (20 reviews for 4 publications/grants)

Review activity for Annals of operation research. (17)
Review activity for Finance research letters. (1)
Review activity for Journal of asset management (1)
Review activity for The journal of real estate finance and economics. (1)
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