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~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Acharya, Viral V.
44
Adrian, Tobias
30
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28
Lo, Andrew W.
25
Battiston, Stefano
24
Engle, Robert F.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
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1
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1
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
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
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, Jean-Cyprian
;
Monfort, Alain
-
2013
Persistent link: https://www.econbiz.de/10009753234
Saved in:
4
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
5
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
6
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:
7
Allocating systematic and unsystematic risks in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
-
2011
Persistent link: https://www.econbiz.de/10009406397
Saved in:
8
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
9
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
10
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:
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