It is investment in TIMOs or Fmos...you had this to add some diversification...totally uncorrelated to any over asset class...S

<t>Hello,I am looking for an article entittled " Timber as an Institutional Investment" Could Find it in the journal of alternative investment... but have to pay for it... so if one of you have free access...I am more than interested in...If somes have-or have heard - about working papers, studies, ...

Tks a lot for having taken the risk...your article is going to be very helpfull...

Rajneesh, Your article looks interesting...but it is still impossible to download the other article from www.ecwmoneymanagers.com...so if you could attach it in one of your next message it would be healthy...Sam

Sorry for delay... thanks a lot Anne-so...but their web site seems to have some pb because I have not succeeded to be registered despite the fact i filled all the fields...so maybe could you attach the article on your next message...Many thanks,Sam.

Hi,Does anybody know how to implement the omega ratio ?I would like to settle a method to realize a screening of HF...so if you have any article do not hesitate...Tks

<t>Well I did the same kind of study on an index volatility for my DEA's final report and reached the same conclusion... I tried Egarch and all other X-garch model under a T and GED distribution...even if bic, aic and other Kolmogorov tests are better than for a GARCH model, I concluded that the inf...

I have not found any article using hight frequency datas...so if one of U knows about one don't hesitate ...

Thx for your reactivity the article is quite interesting. If you have others which are not mentioned in this one don't hesitate...Regards,Sam

<t>Hello,I would like to study the impact of option hedging on the cash market...For exemple if I buy a call I have to sell delta stocks in order to be delta flat ..; but the seller of the option have to do the opposite that means to buy stoks... so I would like to see for exemple if market bid/ask ...

<t>Hello,I have the Ms in Finance from ESSEC... if you want to work as a quant U 'd better do a PHD... in another hand if you want to be a trader that's a good choice but courses are in french... anyway with Essec you can benefit an important network of alumnies but for the moment it does not help v...

For that kind of question send me an e-mail to my essec adress... But to answer your question I did a Magistère in Modélisation before the Ms... I really recommand U vincent Lacoste's courses in Exotic Option ...

I have the Master in Finance and U ?

With CIC PAris on your CV it is going to be fingers in the nose to find a job for you On which desk R U?

<t>Hy,they are going to ask U questions about the relation between the rate of recovery and the default probability (if one increase what happen to the other )and question about correlation relation between assets in order to price basket of assets...if one default what happen to the others (it depe...