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person:"Gouriéroux, Christian"
subject:"Portfolio-Management"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Ang, Andrew"
~subject:"Zinsstruktur"
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Portfolio-Management
Zinsstruktur
Theorie
66
Theory
66
Estimation theory
16
Schätztheorie
16
Portfolio selection
9
Time series analysis
9
Zeitreihenanalyse
9
CAPM
8
Yield curve
8
Derivat
6
Derivative
6
Volatility
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Volatilität
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Risikoprämie
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Risk premium
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Statistical theory
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Statistische Methodenlehre
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Börsenkurs
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Credit risk
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Econometrics
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Frankreich
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Method of moments
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Option pricing theory
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Optionspreistheorie
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Risikomaß
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Risk measure
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Schätzung
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Share price
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Ökonometrie
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Arbeitslosigkeit
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English
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French
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Gouriéroux, Christian
Ang, Andrew
Monfort, Alain
6
Scaillet, Olivier
4
Koehl, Pierre-François
3
Bronsard, Camille
2
Jouini, Elyès
2
Jouneau, Frédéric
2
Lasserre, Guillaume
2
Polimenis, Vassilis
2
Allard, Marie
1
Bec, Frédérique
1
Bertail, Patrice
1
Carassus, Laurence
1
Clément, Emmanuelle
1
Dubec, Simon
1
Dubecq, Simon
1
El Karoui, Nicole
1
Fermanian, Jean-David
1
Fougère, Denis
1
Frachot, Antoine
1
Gagliardini, Patrick
1
Geman, Hélyette
1
Grasselli, M.
1
Guay, Alain
1
Guerre, Emmanuel
1
Häfke, Christian
1
Laurent, Jean-Paul
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Leblanc, Boris
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Liu, Wei
1
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Pham, Huyên
1
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1
Rosenwald, Fabienne
1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Columbia Business School Research Paper
5
NBER working paper series
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working paper / National Bureau of Economic Research, Inc.
5
Journal of empirical finance
4
NBER Working Paper
4
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3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Netspar Discussion Paper
3
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Princeton series in finance
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
Dynamique des marchés financiers et prévisions
1
Econometric reviews
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1
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1
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1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper series / Swiss Finance Institute
1
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1
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1
The journal of investing : JOI
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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The journal of wealth management
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ECONIS (ZBW)
17
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1
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:
2
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
3
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:
4
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
5
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
6
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
7
Whishart quadratic term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2003
Persistent link: https://www.econbiz.de/10002170564
Saved in:
8
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
Saved in:
9
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:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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