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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
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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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Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian; Monfort, Alain - 2002
Persistent link: https://www.econbiz.de/10001742494
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The econometrics of efficient frontiers
Gouriéroux, Christian; Monfort, Alain - 1998
Persistent link: https://www.econbiz.de/10000994750
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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
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Modèles arch et applications financières
Gouriéroux, Christian - 1992
Persistent link: https://www.econbiz.de/10013556272
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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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The portfolio composition of households : a scoring analysis from French data
Gouriéroux, Christian; Tiomo, André; Trognon, Alain - 1997
Persistent link: https://www.econbiz.de/10000961965
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Value at risk
Gouriéroux, Christian; Jasiak, Joann - 2010
Persistent link: https://www.econbiz.de/10003900686