//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~subject:"France"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Innovation
France
Portfolio-Management
Theorie
145
Theory
145
Estimation theory
40
Schätztheorie
40
Time series analysis
15
Zeitreihenanalyse
15
Portfolio selection
14
Credit risk
13
Kreditrisiko
13
Volatility
10
Volatilität
10
Yield curve
10
Zinsstruktur
10
CAPM
9
Derivat
8
Derivative
8
Estimation
8
Schätzung
8
Econometrics
7
Risikoprämie
7
Risk premium
7
Statistical theory
7
Statistische Methodenlehre
7
Stochastic process
7
Stochastischer Prozess
7
Ökonometrie
7
Adverse Selektion
6
Adverse selection
6
Core
6
Correlation
6
Frankreich
6
Korrelation
6
Probability theory
6
Risikomaß
6
Risk measure
6
Wahrscheinlichkeitsrechnung
6
Börsenkurs
5
Markov chain
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
8
Type of publication (narrower categories)
All
Aufsatz im Buch
Amtsdruckschrift
Aufsatz in Zeitschrift
Arbeitspapier
17
Working Paper
17
Graue Literatur
16
Non-commercial literature
16
Article in journal
12
Government document
8
Lehrbuch
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
more ...
less ...
Language
All
English
17
French
3
Author
All
Gouriéroux, Christian
Fabozzi, Frank J.
63
Korn, Ralf
30
Escobar, Marcos
27
Malerba, Franco
26
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Stadler, Manfred
20
Cantner, Uwe
19
Audretsch, David B.
18
Lambertini, Luca
18
Wang, Ruodu
18
Antonelli, Cristiano
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Wong, Hoi Ying
17
Baumol, William J.
16
Post, Thierry
16
Sass, Jörn
16
Artus, Patrick
15
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Annales d'économie et de statistique
3
Journal of banking & finance
3
Journal of empirical finance
3
Econometric reviews
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
2
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
3
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
Saved in:
4
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:
5
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
6
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
Saved in:
7
La corrélation de migration : méthode d'estimation et application aux historiques de notation des entreprises françaises
Foulcher, S.
;
Gouriéroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 71-101
Persistent link: https://www.econbiz.de/10003510993
Saved in:
8
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
9
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
10
Intraday transaction price dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
LeFol, Gaëlle
- In:
Annales d'économie et de statistique
(
2000
),
pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->