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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Estimation theory
91
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47
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47
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35
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15
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15
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15
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15
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Gouriéroux, Christian
34
Gagliardini, Patrick
5
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5
Monfort, Alain
5
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4
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3
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3
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2
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2
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2
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2
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2
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2
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1
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
14
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4
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3
Journal of empirical finance
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
Princeton series in finance
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
34
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1
Modèles arch et applications financières
Gouriéroux, Christian
-
1992
Persistent link: https://www.econbiz.de/10013556272
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2
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:
3
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
4
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
Saved in:
5
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
6
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
7
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574513
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