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~person:"Gouriéroux, Christian"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Gouriéroux, Christian
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ECONIS (ZBW)
10
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1
Econometrics of efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
Saved in:
2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
3
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
4
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:
5
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
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
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
Saved in:
8
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:
9
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
10
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
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