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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
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Econometrics of efficient fitted portfolios
Gouriéroux, Christian; Jouneau, Frédéric - In: Journal of empirical finance 6 (1999) 1, pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715