Gregory Mathieu Jannin : Citation Profile


Are you Gregory Mathieu Jannin?

Université Paris 1 (Panthéon-Sorbonne)

2

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 15
   Journals where Gregory Mathieu Jannin has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (3.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja406
   Updated: 2019-12-07    RAS profile: 2018-03-24    
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Relations with other researchers


Works with:

Maillet, Bertrand (7)

Caporin, Massimiliano (3)

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)

HOANG, Thi Hong Van (3)

Wong, Wing-Keung (3)

Jimenez-Martin, Juan (3)

Billio, Monica (2)

Moreno, Manuel (2)

Prigent, Jean-Luc (2)

Maillet, Bertrand (2)

Costola, Michele (1)

Fouilloux, Jessica (1)

Canepa, Alessandra (1)

Cites to:

Kerstens, Kristiaan (7)

Prigent, Jean-Luc (6)

Maillet, Bertrand (6)

tibiletti, luisa (5)

Caporin, Massimiliano (5)

darolles, serge (4)

gourieroux, christian (4)

Kahneman, Daniel (3)

merton, robert (3)

Jasiak, Joann (3)

Ledoit, Olivier (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 (2018 and 2017)


YearTitle of citing document
2019Screening rules and portfolio performance. (2019). Nieto, Belen ; Navarro, Lluis ; Leon, Angel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2017Risk aversion vs. the Omega ratio: Consistency results. (2017). Balder, Sven ; Schweizer, Nikolaus. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:78-84.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2017Mutual Funds Performance Assessment Techniques: Comparative Analysis. (2017). Olkova, Anna E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170307:p:85-95.

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2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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2018Unequal Returns: Using the Atkinson Index to Measure Financial Risk. (2018). Fischer, Thomas ; Lundtofte, Frederik . In: Working Papers. RePEc:hhs:lunewp:2018_025.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2019Nonparametric Assessment of Hedge Fund Performance. (2019). Garcia, René ; Ardison, Kim ; Almeida, Caio. In: TSE Working Papers. RePEc:tse:wpaper:123176.

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2019Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201902.

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Works by Gregory Mathieu Jannin:


YearTitleTypeCited
2014A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES In: Journal of Economic Surveys.
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article24
2014A Survey on the Four Families of Performance Measures.(2014) In: Post-Print.
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This paper has another version. Agregated cites: 24
paper
2013An Economic Evaluation of Model Risk in Long-term Asset Allocations In: Review of International Economics.
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article0
2013An Economic Evaluation of Model Risk in Long-term Asset Allocations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013An Economic Evaluation of Model Risk In Long-term Asset Allocations.(2013) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure In: Working Papers.
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paper2
2015On the (Ab)Use of Omega? In: Working Papers.
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paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team