3
H index
2
i10 index
59
Citations
Gregory Mathieu Jannin : Citation Profile
Université Paris 1 (Panthéon-Sorbonne) | RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2013 - 2015). 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:
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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 | Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372. Full description at Econpapers || Download paper |
| 2024 | Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561. Full description at Econpapers || Download paper |
| 2024 | Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453. 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 | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team