Gregory Mathieu Jannin

University Paris-1 Panthéon-Sorbonne

Teaching Assistant

Department of Management Sciences (PRISM-Sorbonne)

17 rue de la Sorbonne

Paris, 75005

France

http://www.univ-paris1.gregoryjannin.com

ABN AMRO ADVISORS - QCG

Quantitative Analyst

3 avenue hoche

Paris, 75008

France

http://www.abnamro.com

SCHOLARLY PAPERS

4

DOWNLOADS

257

SSRN CITATIONS
Rank 32,101

SSRN RANKINGS

Top 32,101

in Total Papers Citations

2

CROSSREF CITATIONS

17

Scholarly Papers (4)

1.

On the (Ab)Use of Omega?

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 02/WP/2015
Number of pages: 73 Posted: 03 Feb 2015 Last Revised: 12 Jul 2016
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE, University Paris-1 Panthéon-Sorbonne and EMLyon Business School (Paris Campus)
Downloads 170 (177,294)
Citation 1

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Performance Measure, Omega, Return Distribution, Risk, Stochastic Dominance

2.

Portfolio Performance Measure and a New Generalized Utility-Based N-Moment Measure

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 22
Number of pages: 34 Posted: 11 Nov 2013
Monica Billio, Gregory Mathieu Jannin, Bertrand B. Maillet and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University Paris-1 Panthéon-Sorbonne, EMLyon Business School (Paris Campus) and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 87 (292,357)

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Utility Function, Performance Measures, Agents’ Preferences, Portfolio Ranking

3.

A Survey on the Four Families of Performance Measures

Journal of Economic Surveys, Vol. 28, Issue 5, pp. 917-942, 2014
Number of pages: 26 Posted: 28 Oct 2014
University of Padua - Department of Statistical Sciences, University Paris-1 Panthéon-Sorbonne, University of Padua - Department of Statistical Sciences and EMLyon Business School (Paris Campus)
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Fund selection, Performance measures, Ranking, Return Distribution, Risk

4.

An Economic Evaluation of Model Risk in Long‐Term Asset Allocations

Review of International Economics, Vol. 21, Issue 3, pp. 475-491, 2013
Number of pages: 17 Posted: 16 Jul 2013
University of Lorraine, University Paris-1 Panthéon-Sorbonne, University of Lorraine - CEREFIGE and EMLyon Business School (Paris Campus)
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