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subject:"Portfolio-Management"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Portfolio-Management
Theorie
609
Theory
609
Estimation theory
155
Schätztheorie
155
Time series analysis
49
Zeitreihenanalyse
49
Statistical theory
45
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45
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40
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40
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29
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Portfolio selection
19
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16
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Optionspreistheorie
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Asymmetric information
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Nichtparametrisches Verfahren
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17
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Gouriéroux, Christian
9
Koehl, Pierre-François
3
Jouini, Elyès
2
Jouneau, Frédéric
2
Lasserre, Guillaume
2
Monfort, Alain
2
Allard, Marie
1
Bertail, Patrice
1
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1
Carassus, Laurence
1
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1
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1
Fougère, Denis
1
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1
Grasselli, M.
1
Häfke, Christian
1
Laurent, Jean-Paul
1
Liu, Wei
1
Pham, Huyên
1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Finance research letters
147
International journal of theoretical and applied finance
145
Research paper series / Swiss Finance Institute
120
Quantitative finance
118
The review of financial studies
99
Journal of financial economics
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
91
Discussion paper / Centre for Economic Policy Research
85
Swiss Finance Institute Research Paper
83
Economic modelling
80
Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Computational economics
69
Mathematical methods of operations research
68
The journal of asset management
68
International review of financial analysis
66
SpringerLink / Bücher
64
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
59
Journal of mathematical finance
57
Applied economics
56
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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
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
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
Market equilibrium with insider trading and bid-ask prices
Lasserre, Guillaume
-
2003
Persistent link: https://www.econbiz.de/10001771873
Saved in:
6
Partial asymmetric information and equilibrium in a continuous time model
Lasserre, Guillaume
-
2002
Persistent link: https://www.econbiz.de/10001716697
Saved in:
7
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
8
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:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
A stability result for the HARA class with stochastic interest rates
Grasselli, M.
-
2000
Persistent link: https://www.econbiz.de/10001491371
Saved in:
11
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
12
An econometric analysis of household portfolio allocation
Fougère, Denis
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000980275
Saved in:
13
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
14
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
15
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
16
Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence
;
Jouini, Elyès
-
1995
Persistent link: https://www.econbiz.de/10000926245
Saved in:
17
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
Saved in:
18
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
19
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:
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