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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
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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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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge; Gouriéroux, Christian - In: Journal of banking & finance 34 (2010) 3, pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
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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/10009574513