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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~isPartOf:"NBER working paper series"
~isPartOf:"The European journal of finance"
~person:"Gouriéroux, Christian"
~subject:"Value-of-the firm model"
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Portfolio-Management
Value-of-the firm model
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Ansteckungseffekt
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Gouriéroux, Christian
Mitchell, Olivia S.
9
Lo, Andrew W.
7
Maurer, Raimond
7
Branger, Nicole
5
Escobar, Marcos
5
Ferson, Wayne E.
5
Friedman, Benjamin M.
5
Harvey, Campbell R.
5
MacKinlay, A. Craig
5
Pedersen, Lasse H.
5
Shleifer, Andrei
5
Van Nieuwerburgh, Stijn
5
Alexander, Gordon J.
4
Ang, Andrew
4
Bodie, Zvi
4
Campbell, John Y.
4
Cooper, Russell
4
Dumas, Bernard
4
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4
Horneff, Wolfram J.
4
Modest, David M.
4
Munk, Claus
4
Pastor, Lubos
4
Rogalla, Ralph
4
Roley, V. Vance
4
Zhang, Lu
4
Baptista, Alexandre M.
3
Barberis, Nicholas
3
Bonaparte, Yosef
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Brandt, Michael W.
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Fernholz, Robert
3
Gorton, Gary
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He, Xue-zhong
3
Kane, Alex
3
Karatzas, Ioannis
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Kwan, Clarence C. Y.
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3
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Annals of finance
Journal of banking & finance
NBER working paper series
The European journal of finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Journal of empirical finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Princeton series in finance
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Cahier / Département de Sciences Économiques, Université de Montréal
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Collection "Economie et statistiques avancées"
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Discussion paper
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Documents de travail / Banque de France
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
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2
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
3
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
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