| . |
Teiletche, Jerome's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
7,412 |
Total
Citations
49 |
|
|
|
|
|
1.
|
|
|
Maillard, Sébastien
Lyxor Asset Management Roncalli, Thierry
Universite d'Evry Teiletche, Jerome
Lombard Odier Investment Managers
|
| Posted: |
|
23 Sep 08
|
|
Last Revised:
|
|
05 Jun 09
|
|
3,439
(1,084)
|
20
|
|
| |
|
| |
Asset allocation, risk contributions, minimum-variance, portfolio construction, risk budgeting, portfolio diversification
|
|
|
2.
|
|
|
Roncalli, Thierry
Universite d'Evry Teiletche, Jerome
Lombard Odier Investment Managers
|
|
1,085
(8,113)
|
9
|
|
| |
|
| |
Hedge funds, factor models, beta, alpha, replication, Kalman filter
|
|
|
3.
|
|
|
Jurczenko, Emmanuel
ESCP Europe Michel, Thierry
Lombard Odier & Cie Teiletche, Jerome
Lombard Odier Investment Managers
|
| Posted: |
|
24 Jan 13
|
|
Last Revised:
|
|
20 Apr 13
|
|
834
(12,347)
|
|
|
| |
|
| |
Risk-Based Investing, Minimum Variance, Risk Parity, Maximum Diversification, Equal-Weight, Low-Vol Anomaly
|
|
|
4.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers POCHON, FLORENT
affiliation not provided to SSRN
|
|
346
(40,696)
|
|
|
| |
|
| |
Value at Risk, Hedge Funds, GARCH, Backtesting
|
|
|
5.
|
|
|
Costinot, Arnaud
University of California, San Diego (UCSD) - Department of Economics Roncalli, Thierry
Universite d'Evry Teiletche, Jerome
Lombard Odier Investment Managers
|
| Posted: |
|
26 Nov 07
|
|
Last Revised:
|
|
03 Apr 09
|
|
323
(44,175)
|
8
|
|
| |
|
| |
Linear correlation, extreme value theory, quantile regression, concordance order, Deheuvels copula, contagion, Asian crisis
|
|
|
6.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers
|
|
306
(47,049)
|
|
|
| |
|
| |
real exchange rate, fundamentals, cointegration, forecasting, bootstrap
|
|
|
7.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers POCHON, FLORENT
affiliation not provided to SSRN
|
|
254
(58,183)
|
1
|
|
| |
|
| |
hedge funds, risk, mixture models, stress tests
|
|
|
8.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers Lespagnol, Charlotte
affiliation not provided to SSRN
|
|
248
(59,734)
|
|
|
| |
|
| |
C14, C22, G14
|
|
|
9.
|
|
|
Cao, Dan Vu
Georgetown University - Department of Economics Teiletche, Jerome
Lombard Odier Investment Managers
|
|
224
(66,573)
|
|
|
| |
|
| |
illiquidity, smoothing, alternative assets
|
|
|
10.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers Tampereau, Yann
affiliation not provided to SSRN
|
|
143
(102,098)
|
1
|
|
| |
|
| |
Hedge funds, asset allocation, extreme risk, factor models
|
|
|
11.
|
|
|
Laurent, Pierre
affiliation not provided to SSRN Teiletche, Jerome
Lombard Odier Investment Managers
|
|
86
(149,436)
|
|
|
| |
|
| |
|
|
|
12.
|
|
|
Gnabo, Jean-Yves
Facultés Universitaires Notre-Dame de la Paix (FUNDP) Teiletche, Jerome
Lombard Odier Investment Managers
|
|
69
(170,691)
|
4
|
|
| |
|
| |
Central Bank Interventions, Event Studies, Communication Policy, Risk Neutral Density
|
|
|
13.
|
|
|
Teiletche, Jerome
Lombard Odier Investment Managers Morel, Christophe
Université Paris-Dauphine - DRM-CEREG
|
|
55
(191,823)
|
6
|
|
| |
|
| |
FX interventions, risk-neutral density, event study, bootstrap, Bank of Japan
|
|
Records 1 -
13
of 13 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 0.188 seconds
|
