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Empirical evaluation of the asset-allocation puzzle
Chakroun, Oussama; Dionne, Georges; Dugas-Sampara, Amélie - In: Economics letters 100 (2008) 2, pp. 304-307
Persistent link: https://www.econbiz.de/10003768286
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Conditions ensuring the decomposition of asset demand for all risk-averse investors
Dachraoui, Kaïs; Dionne, Georges - In: The European journal of finance 13 (2007) 5/6, pp. 397-404
Persistent link: https://www.econbiz.de/10003570541
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Performance analysis of a collateralized fund obligation (CFO) equity tranche
Aboul-Enein, Shady; Dionne, Georges; Papageorgiou, Nicolas - In: The European journal of finance 19 (2013) 5/6, pp. 518-553
Persistent link: https://www.econbiz.de/10010243597
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Conditions ensuring the separability of asset demand for all risk-averse investors
Dachraoui, Kaïs (contributor); Dionne, Georges (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436234
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A model of comparative statics for changes in stochastic returns with dependent risky assets
Dionne, Georges - In: Journal of risk and uncertainty : JRU 13 (1996) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10001208950
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Stochastic dominance and optimal portfolio
Dachraoui, Kaïs (contributor); Dionne, Georges (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661207
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A model of comparative statics for changes in stochastic returns with dependent risky assets
Dionne, Georges; Gollier, Christian - 1995
Persistent link: https://www.econbiz.de/10001512802
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Stochastic dominance and optimal portfolio
Dachraoui, Kaïs; Dionne, Georges - In: Economics letters 71 (2001) 3, pp. 347-354
Persistent link: https://www.econbiz.de/10001574262
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The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012545817
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Coherent diversification measures in portfolio theory : an axiomatic foundation
Koumou, Gilles Boevi; Dionne, Georges - 2019
Persistent link: https://www.econbiz.de/10012139165