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Signori, Ombretta's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,583 |
Total
Citations
20 |
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1.
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Signori, Ombretta AXA Investment Managers Briere, Marie Amundi Asset Management Burgues, Alexandre Amundi Asset Management
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395
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3
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variance swap, volatility risk premium, higher moments, portfolio choice, Value at Risk
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2.
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Inflation and Individual Equities
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Ang, Andrew Columbia Business School - Finance and Economics Briere, Marie Amundi Asset Management Signori, Ombretta AXA Investment Managers
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Posted:
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12 Apr 11
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Last Revised:
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07 Feb 12
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336
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3
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Ang, Andrew Columbia Business School - Finance and Economics Briere, Marie Amundi Asset Management Signori, Ombretta AXA Investment Managers
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22
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Ang, Andrew Columbia Business School - Finance and Economics Briere, Marie Amundi Asset Management Signori, Ombretta AXA Investment Managers
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78
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Ang, Andrew Columbia Business School - Finance and Economics Briere, Marie Amundi Asset Management Signori, Ombretta AXA Investment Managers
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236
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3.
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Signori, Ombretta AXA Investment Managers Briere, Marie Amundi Asset Management
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269
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1
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inflation hedge, pension finance, shortfall risk, portfolio optimisation
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4.
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Briere, Marie Amundi Asset Management Fermanian, Jean-David CREST Malongo, Hassan Amundi Asset Management Signori, Ombretta AXA Investment Managers
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19 Oct 11
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Last Revised:
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27 Oct 11
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178
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Investment strategy, Portfolio choice, Conditional Value-at-Risk, Implied volatility, Hedging
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5.
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Briere, Marie Amundi Asset Management Signori, Ombretta AXA Investment Managers
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174
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1
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inflation hedge, pension finance, shortfall risk, portfolio optimisation
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6.
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Signori, Ombretta AXA Investment Managers Brière, Marie affiliation not provided to SSRN
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128
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3
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inflation hedge, pension finance, shortfall risk, portfolio optimisation
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7.
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Aglietta, Michel affiliation not provided to SSRN Briere, Marie Amundi Asset Management Sandra, Rigot French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN) Signori, Ombretta AXA Investment Managers
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09 Jun 12
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Last Revised:
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27 Jun 12
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99
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pension funds, active management, investment policy
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8.
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Brière, Marie affiliation not provided to SSRN Signori, Ombretta AXA Investment Managers
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4
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9
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Records 1 -
8
of 8 matches
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1
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