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Finance internationale H Bourguinat, J Téïletche, M Dupuy (No Title), 1992 | 293 | 1992 |
Revisiting the dependence between financial markets with copulas A Costinot, T Roncalli, J Teiletche Available at SSRN 1032535, 2000 | 86 | 2000 |
An alternative approach to alternative beta T Roncalli, J Teiletche Available at SSRN 1035521, 2007 | 60 | 2007 |
Generalized risk-based investing E Jurczenko, T Michel, J Teiletche Available at SSRN 2205979, 2013 | 39 | 2013 |
Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004 C Morel, J Teiletche Journal of Empirical Finance 15 (2), 211-231, 2008 | 22 | 2008 |
Active risk-based investing E Jurczenko, J Teiletche SSRN, 2019 | 21 | 2019 |
Foreign-exchange intervention strategies and market expectations: insights from Japan JY Gnabo, J Teiletche Journal of International Financial Markets, Institutions and Money 19 (3 …, 2009 | 18 | 2009 |
Reconsidering asset allocation involving illiquid assets D Cao, J Teïletche Journal of Asset Management 8, 267-282, 2007 | 18 | 2007 |
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La parité euro/dollar durant les décennies 80 et 90: peut-on trouver une spécification raisonnable et à quel horizon J Teïletche Ronéoté, décembre, 2000 | 16 | 2000 |
Alternative risk premia timing: A point-in-time macro, sentiment, valuation analysis O Blin, F Ielpo, J Lee, J Teiletche Forthcoming in Journal of Systematic Investing, 2020 | 12 | 2020 |
Expected Shortfall asset allocation: A multi-dimensional risk-budgeting framework E Jurczenko, J Teiletche The Journal of Alternative Investments 22 (2), 7-22, 2019 | 12 | 2019 |
A unified framework for risk-based investing E Jurczenko, M Thierry, J Teiletche Journal of Investments Strategies, 2015 | 12 | 2015 |
The properties of equally-weighted risk contributions portfolios J Teiletche, T Roncalli, S Maillard Economics Papers from University Paris Dauphine, 2010 | 12 | 2010 |
Salaires relatifs, commerce Nord-Sud et progrès technique: un modèle stylisé d'équilibre général JM Cardebat, J Teiletche Revue économique, 1337-1359, 1997 | 11 | 1997 |
Macro factor-mimicking portfolios E Jurczenko, J Teiletche Available at SSRN 3363598, 2022 | 10 | 2022 |
Les hedge funds J Teïletche La Découverte, 2009 | 10 | 2009 |
La dynamique à très haute fréquence de l'indice CAC 40 J Teiletche FINANCE-PARIS- 19 (2), 197-220, 1998 | 10 | 1998 |
Bâle II et la procyclicité F Beranger, J Teiletche Revue d'économie financière, 227-250, 2003 | 9 | 2003 |