//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfoliomanagement"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
25
Portfolio-Management
25
Theorie
19
Theory
19
Risikomaß
5
Risk measure
5
CAPM
3
Credit risk
3
Estimation theory
3
Kreditrisiko
3
Schätztheorie
3
Systemic risk
3
Systemrisiko
3
Asymmetric information
2
Asymmetrische Information
2
Equilibrium theory
2
Euro area
2
Eurozone
2
Financial market
2
Finanzmarkt
2
France
2
Frankreich
2
Gleichgewichtstheorie
2
Household
2
Measurement
2
Messung
2
Privater Haushalt
2
Risikomanagement
2
Risk management
2
Transaction costs
2
Transaktionskosten
2
1980-2006
1
1992
1
Allocation
1
Allokation
1
Asset/Liability Management
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
25
Graue Literatur
22
Non-commercial literature
22
Amtsdruckschrift
10
Government document
10
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
23
French
2
Author
All
Gouriéroux, Christian
14
Koehl, Pierre-François
3
Gagliardini, Patrick
2
Jouini, Elyès
2
Jouneau, Frédéric
2
Lasserre, Guillaume
2
Liu, Wei
2
Monfort, Alain
2
Allard, Marie
1
Bertail, Patrice
1
Bronsard, Camille
1
Carassus, Laurence
1
Christev, Atanas
1
Darolles, Serge
1
Dubecq, Simon
1
Fermanian, Jean-David
1
Fougère, Denis
1
Grasselli, M.
1
Heam, J.-C.
1
Häfke, Christian
1
Jay, Emmanuelle
1
Laurent, Jean-Paul
1
Mélitz, Jacques
1
Pham, Huyên
1
Politis, Dimitris N.
1
Scaillet, Olivier
1
Tiomo, André
1
Touzi, Nizar
1
Trognon, Alain
1
White, Halbert
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
460
Research paper series / Swiss Finance Institute
220
Discussion paper / Centre for Economic Policy Research
208
Swiss Finance Institute Research Paper
145
Working paper
118
Discussion paper / Tinbergen Institute
106
CESifo working papers
99
Discussion papers / CEPR
99
Working paper / Centre for Financial Research
82
Discussion paper
75
Working papers
72
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
71
Working paper series / European Central Bank
67
Discussion paper / Center for Economic Research, Tilburg University
66
IMF working papers
62
Finance and economics discussion series
60
Working papers on finance
53
NBER working paper series
51
Working paper series
48
SAFE working paper
47
CFS working paper series
42
Discussion paper / The Pensions Institute, Cass Business School, City University
40
Working papers / Rodney L. White Center for Financial Research
38
Discussion paper / Deutsche Bundesbank
36
IMF working paper
36
SFB 649 discussion paper
35
International finance discussion papers
33
Discussion paper series / IZA
32
ERIM report series research in management
30
IFA working paper
30
Working papers / Financial Institutions Center
30
Discussion paper / LSE Financial Markets Group
29
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
29
Econometric Institute research papers
27
Fisher College of Business working paper series
26
Policy research working paper : WPS
26
Working paper series / University of Zurich, Department of Economics
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Document de travail
23
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
25
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Robust portfolio allocation with systematic risk contribution restrictions
Darolles, Serge
;
Gouriéroux, Christian
;
Jay, Emmanuelle
-
2012
Persistent link: https://www.econbiz.de/10010188791
Saved in:
3
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
4
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
5
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
6
EMU, EU, capital market integration and consumption smoothing
Christev, Atanas
;
Mélitz, Jacques
-
2010
Persistent link: https://www.econbiz.de/10003988276
Saved in:
7
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:
8
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
9
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
10
Market equilibrium with insider trading and bid-ask prices
Lasserre, Guillaume
-
2003
Persistent link: https://www.econbiz.de/10001771873
Saved in:
11
Partial asymmetric information and equilibrium in a continuous time model
Lasserre, Guillaume
-
2002
Persistent link: https://www.econbiz.de/10001716697
Saved in:
12
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:
13
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:
14
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
15
A stability result for the HARA class with stochastic interest rates
Grasselli, M.
-
2000
Persistent link: https://www.econbiz.de/10001491371
Saved in:
16
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
17
The portfolio composition of households : a scoring analysis from French data
Gouriéroux, Christian
;
Tiomo, André
;
Trognon, Alain
-
1997
Persistent link: https://www.econbiz.de/10000961965
Saved in:
18
An econometric analysis of household portfolio allocation
Fougère, Denis
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000980275
Saved in:
19
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
20
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
21
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
22
Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence
;
Jouini, Elyès
-
1995
Persistent link: https://www.econbiz.de/10000926245
Saved in:
23
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
Saved in:
24
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
25
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->