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CAPM
Theorie
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113
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61
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61
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51
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Gouriéroux, Christian
27
Monfort, Alain
16
Gagliardini, Patrick
11
Pegoraro, Fulvio
9
Renault, Eric
6
Sufana, Razvan
5
Bertholon, Henri
4
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3
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2
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2
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11
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2
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2
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2
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ECONIS (ZBW)
36
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1
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
2
Prediction of contingent price measures
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000863427
Saved in:
3
Prevision de mesures de prix contingents
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000869422
Saved in:
4
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
5
Infrequent extreme risks
Gouriéroux, Christian
;
Monfort, Alain
- In:
The Geneva papers on risk and insurance theory
29
(
2004
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10002140986
Saved in:
6
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:
7
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
8
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, A.
;
Sufana, Razvan
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1727-1751
Persistent link: https://www.econbiz.de/10009239629
Saved in:
9
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
10
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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