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Managing Sovereign Credit Risk...
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Roncalli, Thierry
8
Frachot, Antoine
2
Baud, Nicolas
1
Demey, Paul
1
Jouanin, Jean-Frédéric
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Maillard, Sébastien
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Pennequin, Maxime
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Pentecôte, Jean-Sébastien
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Roget, Céline
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Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
3
Journal / The Capco Institute : journal of financial transformation
2
Economie & prévision : EP
1
Risk : managing risk in the world's financial markets
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The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
ECONIS (ZBW)
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1
THE PROPERTIES OF EQUALLY WEIGHTED RISK CONTRIBUTION PORTFOLIOS
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
4
,
pp. 60-71
Persistent link: https://www.econbiz.de/10008445483
Saved in:
2
An alternative approach to alternative beta
Roncalli, Thierry
;
Tei͏̈letche, Jérôme
- In:
Journal / The Capco Institute : journal of financial …
24
(
2008
),
pp. 43-52
Persistent link: https://www.econbiz.de/10009895883
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3
Tracking problems, hedge fund replication, and alternative beta
Roncalli, Thierry
;
Weisang, Guillaume
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 19-29
Persistent link: https://www.econbiz.de/10009895975
Saved in:
4
MÉTIERS & FONCTIONS - RISQUE ET PRUDENTIEL - L'utilisation des données externes pour le risque opérationnel : comment économiser des fonds propres ?
Baud, Nicolas
;
Frachot, Antoine
;
Roncalli, Thierry
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2002
)
641
,
pp. 66-67
Persistent link: https://www.econbiz.de/10006438475
Saved in:
5
RISQUE ET PRUDENTIEL - La construction des modèles internes du risque opérationnel
Frachot, Antoine
;
Roncalli, Thierry
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2002
)
635
,
pp. 54-55
Persistent link: https://www.econbiz.de/10006441032
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6
Credit risk: Maximum likelihood estimate of default correlations - Estimating asset correlations is difficult. The authors present a tractable version of the multi-factor Merton mo...
Demey, Paul
;
Jouanin, Jean-Frédéric
;
Roget, Céline
; …
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
11
,
pp. 104-109
Persistent link: https://www.econbiz.de/10007025245
Saved in:
7
Retour à la moyenne dans les cours du change du mécanisme de change europeen: 1987-1995
Pentecôte, Jean-Sébastien
;
Roncalli, Thierry
- In:
Economie & prévision : EP
(
1996
)
123-124
,
pp. 189-206
Persistent link: https://www.econbiz.de/10007935648
Saved in:
8
MÉTIERS & FONCTIONS - RISQUE ET PRUDENTIEL - Ratio de solvabilité : la prise en compte de la diversification des risques opérationnels
Pennequin, Maxime
;
Roncalli, Thierry
;
Salomon, Eric
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2004
)
660
,
pp. 52-55
Persistent link: https://www.econbiz.de/10007788083
Saved in:
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