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person:"Gouriéroux, Christian"
subject:"Portfolio-Management"
~isPartOf:"Operations research letters"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Wong, Hoi Ying"
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Portfolio-Management
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68
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68
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16
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16
Portfolio selection
11
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9
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9
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Gouriéroux, Christian
Wong, Hoi Ying
Koehl, Pierre-François
3
Lim, Andrew E. B.
3
Chiu, Mei Choi
2
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2
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2
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Operations research letters
Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
4
Journal of banking & finance
3
Journal of empirical finance
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Princeton series in finance
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
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1
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1
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1
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1
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In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
11
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1
Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
Saved in:
2
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
3
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10009720178
Saved in:
4
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:
5
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
6
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
9
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
10
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
1
2
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