CENESIZOGLU, Tolga, PAPAGEORGIOU, Nicolas, REEVES, Jonathan, WU, Haifeng;
« An analysis on the predictability of CAPM beta for momentum returns »,
Journal of Forecasting, vol. 38, no 2, 2019, p. 136-153.
RÉMILLARD, Bruno, HOCQUARD, Alexandre, LAMARRE, Hugo, PAPAGEORGIOU, Nicolas;
« Option Pricing and Hedging for Discrete Time Regime-Switching Models »,
Modern Economy, vol. 8, no 8, 2017, p. 1005-1032.
PAPAGEORGIOU, Nicolas, REEVES, Jonathan, XIE, Xuan;
« Betas and the myth of market neutrality »,
International Journal of Forecasting, vol. 32, no 2, 2016, p. 548-558.
DUPUIS, Debbie J., PAPAGEORGIOU, Nicolas, RÉMILLARD, Bruno;
« Robust Conditional Variance and Value-at-Risk Estimation »,
Journal of Financial Econometrics, vol. 13, no 4, 2015, p. 896-921.
