Citation profile for Gregory Mathieu Jannin

Gregory Mathieu Jannin : Citation Profile

Université Paris 1 (Panthéon-Sorbonne)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 25
   Journals where Gregory Mathieu Jannin has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (1.92 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja406
   Updated: 2024-11-08    RAS profile: 2020-07-18
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gregory Mathieu Jannin.

Is cited by:

Caporin, Massimiliano (10)

Billio, Monica (5)

Wong, Wing-Keung (5)

HOANG, Thi Hong Van (3)

Pelizzon, Loriana (3)

Paterlini, Sandra (3)

Benhamou, Eric (2)

Maillet, Bertrand (2)

Moreno, Manuel (2)

Fischer, Thomas (2)

Canepa, Alessandra (2)

Cites to:

Prigent, Jean-Luc (12)

Kerstens, Kristiaan (7)

Maillet, Bertrand (6)

tibiletti, luisa (5)

Caporin, Massimiliano (5)

Lisi, Francesco (4)

Ledoit, Olivier (4)

Jasiak, Joann (4)

darolles, serge (3)

Kahneman, Daniel (3)

merton, robert (3)

Main data

Where Gregory Mathieu Jannin has published?

Working Papers Series with more than one paper published	# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"	2

Recent works citing Gregory Mathieu Jannin (2024 and 2023)

Year	Title of citing document
2023	Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market. (2023). Bastani, Ali Foroush ; Alipour, Peyman. In: Papers. RePEc:arx:papers:2305.12539. Full description at Econpapers \|\| Download paper
2024	Computational dynamics of information ratios. (2024). Marohn, Marcel ; Auer, Benjamin R. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000946. Full description at Econpapers \|\| Download paper
2023	Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers \|\| Download paper

Works by Gregory Mathieu Jannin:

Year	Title	Type	Cited
2014	A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES In: Journal of Economic Surveys. [Full Text][Citation analysis]	article	39
2014	A Survey on the Four Families of Performance Measures.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 39	paper
2013	An Economic Evaluation of Model Risk in Long-term Asset Allocations In: Review of International Economics. [Full Text][Citation analysis]	article	0
2013	An Economic Evaluation of Model Risk in Long-term Asset Allocations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2013	An Economic Evaluation of Model Risk In Long-term Asset Allocations.(2013) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2013	Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure In: Working Papers. [Full Text][Citation analysis]	paper	5
2015	On the (Ab)Use of Omega? In: Working Papers. [Full Text][Citation analysis]	paper	7