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Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003422288
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A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - 2002
Persistent link: https://www.econbiz.de/10001720937
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
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Actifs financiers et théorie de la consommation
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000952886
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Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick; Gouriéroux, Christian - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003988308
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Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553170
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Partial asymmetric information and equilibrium in a continuous time model
Lasserre, Guillaume - 2002
Persistent link: https://www.econbiz.de/10001716697
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Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian; Monfort, Alain - 2002
Persistent link: https://www.econbiz.de/10001742494