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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~person:"Gouriéroux, Christian"
~subject:"Portfolio-Management"
~subject:"Risk measure"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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15
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Gouriéroux, Christian
Fabozzi, Frank J.
67
Korn, Ralf
30
Escobar, Marcos
29
Račev, Svetlozar T.
27
Malerba, Franco
26
Li, Duan
25
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25
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25
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24
Zagst, Rudi
24
Aghion, Philippe
23
Prigent, Jean-Luc
22
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21
Gollier, Christian
20
Stadler, Manfred
20
Audretsch, David B.
18
Cantner, Uwe
18
Chen, Zhiping
18
Lambertini, Luca
18
Rüschendorf, Ludger
18
Antonelli, Cristiano
17
Dosi, Giovanni
17
Forsyth, Peter A.
17
Maurer, Raimond
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Satchell, Stephen
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Tan, Ken Seng
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17
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16
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16
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15
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of banking & finance
3
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3
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3
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ECONIS (ZBW)
19
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1
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10
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19
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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
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:
3
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:
4
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:
5
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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