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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Journal of banking & finance"
~person:"Gouriéroux, Christian"
~person:"Koopman, Siem Jan"
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Portfolio-Management
Stochastischer Prozess
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4
Theory
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Credit risk
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3
Ansteckungseffekt
1
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Gouriéroux, Christian
Koopman, Siem Jan
Branger, Nicole
6
Post, Thierry
4
Alexander, Gordon J.
3
Baptista, Alexandre M.
3
Fabozzi, Frank J.
3
Kwan, Clarence C. Y.
3
Munk, Claus
3
Nogales, Francisco J.
3
An, Yunbi
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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2
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2
Cui, Xueting
2
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2
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2
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2
Elton, Edwin J.
2
Escobar, Marcos
2
Faff, Robert W.
2
Fooladi, Iraj J.
2
Garcia, René
2
Geman, Hélyette
2
Giesecke, Kay
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2
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2
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2
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Journal of banking & finance
Discussion paper / Tinbergen Institute
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Econometric reviews
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Journal of econometrics
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Princeton series in finance
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Tinbergen Institute Discussion Paper
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Annales d'économie et de statistique
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Cahier / Département de Sciences Économiques, Université de Montréal
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International journal of forecasting
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The review of financial studies
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Tinbergen Institute Discussion Paper 11-175/5/DSF28
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ECONIS (ZBW)
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1
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
2
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
3
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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