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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Gouriéroux, Christian"
~subject:"Markov-Kette"
~type_genre:"Amtsdruckschrift"
~type_genre:"Collection of articles written by one author"
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Portfolio-Management
Markov-Kette
Theorie
130
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130
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33
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33
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15
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15
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14
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Gouriéroux, Christian
Fabozzi, Frank J.
43
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Siu, Tak Kuen
24
Elliott, Robert J.
22
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Tsionas, Efthymios G.
20
Wang, Ruodu
18
Forsyth, Peter A.
17
Platen, Eckhard
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Pham, Huyên
14
Rüschendorf, Ludger
14
Sass, Jörn
14
Guidolin, Massimo
13
Kwon, Roy H.
13
Račev, Svetlozar T.
13
Yang, Hailiang
13
Zeng, Yan
13
Zhou, Guofu
13
Bielecki, Tomasz R.
12
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12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of empirical finance
4
Journal of banking & finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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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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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
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:
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
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:
5
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:
6
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
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:
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