Sébastien Page

Finance · 2006–2012

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #4,533 of 10,518 by trust here, #4,732 by citations
• Economics and Econometrics — 28 citations into it; #11,724 of 23,481 by trust here, #13,596 by citations

Whom Sébastien Page trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew Ang

Who trusts Sébastien Page overall

1. Jakša Cvitanić
2. Vassilios G. Polimenis
3. Fernando Zapatero
4. Yuliya Plyakha

Papers from Sébastien Page's perspective

Ordered by how strongly the researchers Sébastien Page trusts endorse each paper. Same corpus, a different order for every researcher.

1. International Asset Allocation With Regime Shifts
2. Deciphering the Liquidity and Credit Crunch 2007-08
3. Generalized autoregressive conditional heteroskedasticity
4. International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
5. Consumption, aggregate wealth and expected stock returns
6. Investing for the Long Run When Returns are Predictable
7. Term Structure Dynamics in Theory and Reality
8. The Pricing of Options and Corporate Liabilities
9. Contagion as a Wealth Effect
10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers

• In Defense of Optimization: The Fallacy of 1/N (2010) — 153 citations
• Principal Components as a Measure of Systemic Risk (2011) — 360 citations
• Optimal Hedge Fund Allocations: Do Higher Moments Matter? (2006) — 47 citations
• Regime Shifts: Implications for Dynamic Strategies (corrected) (2012) — 145 citations