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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Innovation
Kreditrisiko
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Theorie
145
Theory
145
Estimation theory
40
Schätztheorie
40
Time series analysis
15
Zeitreihenanalyse
15
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14
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13
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10
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10
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10
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English
21
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4
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Gouriéroux, Christian
Fabozzi, Frank J.
69
Korn, Ralf
30
Jarrow, Robert A.
29
Escobar, Marcos
28
Malerba, Franco
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
25
Markowitz, Harry
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Gollier, Christian
20
Stadler, Manfred
20
Capponi, Agostino
19
Audretsch, David B.
18
Cantner, Uwe
18
Jeanblanc, Monique
18
Lambertini, Luca
18
Wang, Ruodu
18
Wong, Hoi Ying
18
Antonelli, Cristiano
17
Bielecki, Tomasz R.
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Cvitanić, Jakša
16
Kraft, Holger
16
Post, Thierry
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Siu, Tak Kuen
16
Baumol, William J.
15
Chen, Zhiping
15
Das, Sanjiv R.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Annales d'économie et de statistique
1
Econometric reviews
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
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1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
25
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
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:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
4
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
5
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:
6
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
7
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:
8
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Saved in:
9
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:
10
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:
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