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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Gouriéroux, Christian"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio selection
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Gouriéroux, Christian
Baptista, Alexandre M.
7
Alexander, Gordon J.
5
Branger, Nicole
5
Munk, Claus
5
Zenios, Stauros Andrea
5
Fabozzi, Frank J.
4
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3
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Rockafellar, Ralph Tyrrell
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Journal of banking & finance
Journal of empirical finance
3
Econometric reviews
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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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