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Mathieu Gatumel
Mathieu Gatumel
Assistant Professor of Finance
Verified email at univ-savoie.fr - Homepage
Title
Cited by
Cited by
Year
Commodity markets through the business cycle
J Chevallier, M Gatumel, F Ielpo
Commodities, 439-468, 2022
212022
Understanding and Monitoring reinsurance Counterparty risk
M Gatumel, S Lemoyne de Forges
Bulletin Français d'Actuariat 13 (26), 121-138, 2013
92013
Understanding momentum in commodity markets
J Chevallier, M Gatumel, F Ielpo
Applied Economics Letters 20 (15), 1383-1402, 2013
62013
The number of regimes across asset returns: identification and economic value
M Gatumel, F Ielpo
International Journal of Theoretical and Applied Finance 17 (06), 1450040, 2014
32014
Measuring Risk Appetite from Financial Assets' Excess Returns
M Gatumel, F Ielpo
Available at SSRN 2334180, 2015
22015
Is the Insurance Cost-of-Capital Fair?
M Gatumel
Available at SSRN 1924919, 2011
12011
Valorisation du risque en assurance non-vie
M Gatumel
Paris 1, 2009
2009
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Articles 1–7