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Jerome Teiletche
Jerome Teiletche
在 worldbank.org 的电子邮件经过验证
标题
引用次数
引用次数
年份
The properties of equally weighted risk contribution portfolios
S Maillard, T Roncalli, J Teïletche
Journal of Portfolio Management 36 (4), 60, 2010
9522010
Finance internationale
H Bourguinat, J Téïletche, M Dupuy
(No Title), 1992
2931992
Revisiting the dependence between financial markets with copulas
A Costinot, T Roncalli, J Teiletche
Available at SSRN 1032535, 2000
862000
An alternative approach to alternative beta
T Roncalli, J Teiletche
Available at SSRN 1035521, 2007
602007
Generalized risk-based investing
E Jurczenko, T Michel, J Teiletche
Available at SSRN 2205979, 2013
392013
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
222008
Active risk-based investing
E Jurczenko, J Teiletche
SSRN, 2019
212019
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
182009
Reconsidering asset allocation involving illiquid assets
D Cao, J Teïletche
Journal of Asset Management 8, 267-282, 2007
182007
Les hedge funds et la crise financiere internationale
A Cartapanis, J Teïletche
Revue d'économie financière, 185-193, 2008
172008
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
162000
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
122020
Expected Shortfall asset allocation: A multi-dimensional risk-budgeting framework
E Jurczenko, J Teiletche
The Journal of Alternative Investments 22 (2), 7-22, 2019
122019
A unified framework for risk-based investing
E Jurczenko, M Thierry, J Teiletche
Journal of Investments Strategies, 2015
122015
The properties of equally-weighted risk contributions portfolios
J Teiletche, T Roncalli, S Maillard
Economics Papers from University Paris Dauphine, 2010
122010
Salaires relatifs, commerce Nord-Sud et progrès technique: un modèle stylisé d'équilibre général
JM Cardebat, J Teiletche
Revue économique, 1337-1359, 1997
111997
Macro factor-mimicking portfolios
E Jurczenko, J Teiletche
Available at SSRN 3363598, 2022
102022
Les hedge funds
J Teïletche
La Découverte, 2009
102009
La dynamique à très haute fréquence de l'indice CAC 40
J Teiletche
FINANCE-PARIS- 19 (2), 197-220, 1998
101998
Bâle II et la procyclicité
F Beranger, J Teiletche
Revue d'économie financière, 227-250, 2003
92003
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