Christophe Morel

Université Paris Dauphine - DRM-CEREG

place du Maréchal de Lattre de Tassigny

cedex 16

Paris, 75775

France

SCHOLARLY PAPERS

2

DOWNLOADS

456

SSRN RANKINGS

Top 33,051

in Total Papers Citations

6

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Scholarly Papers (2)

1.

A Volatility Driven Asset Allocation

Number of pages: 19 Posted: 13 Nov 2010
Laurent Michel, Thierry Michel and Christophe Morel
Lombard Odier & Cie, Lombard Odier & Cie and Université Paris Dauphine - DRM-CEREG
Downloads 386 (74,523)

Abstract:

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asset allocation, rebalancing strategy, volatility

2.

Do Interventions in Foreign Exchange Markets Modify Investors' Expectations? The Experience of Japan between 1992 and 2003

CEREG - Cahier de recherche No. 2005-04
Number of pages: 38 Posted: 25 Mar 2008
Jerome Teiletche and Christophe Morel
Unigestion and Université Paris Dauphine - DRM-CEREG
Downloads 70 (323,703)

Abstract:

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FX interventions, risk-neutral density, event study, bootstrap, Bank of Japan