3
H index
2
i10 index
54
Citations
Université Paris 1 (Panthéon-Sorbonne) | 3 H index 2 i10 index 54 Citations RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY: 2 years (2013 - 2015). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pja406 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
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 |
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 |
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 |
Year | Title | Type | Cited |
---|---|---|---|
2014 | A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 37 |
2014 | A Survey on the Four Families of Performance Measures.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 37 | 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 | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team