Gregory Mathieu Jannin : Citation Profile


Are you Gregory Mathieu Jannin?

Université Paris 1 (Panthéon-Sorbonne)

3

H index

2

i10 index

59

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 29
   Journals where Gregory Mathieu Jannin has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja406
   Updated: 2024-11-04    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 (11)

Billio, Monica (7)

Wong, Wing-Keung (5)

Pelizzon, Loriana (5)

Paterlini, Sandra (3)

HOANG, Thi Hong Van (3)

Garcia, René (2)

Fischer, Thomas (2)

Benhamou, Eric (2)

Maillet, Bertrand (2)

Vanduffel, Steven (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)

merton, robert (3)

gourieroux, christian (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)


YearTitle of citing document
2023Value-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

2024Computational 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

2023Worst-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.

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2024Comparative 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.

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2024Selling 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

2023Omega 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.

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Works by Gregory Mathieu Jannin:


YearTitleTypeCited
2014A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article39
2014A Survey on the Four Families of Performance Measures.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2013An Economic Evaluation of Model Risk in Long-term Asset Allocations In: Review of International Economics.
[Full Text][Citation analysis]
article0
2013An 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
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 nother version. Agregated cites: 0
paper
2013Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure In: Working Papers.
[Full Text][Citation analysis]
paper5
2015On the (Ab)Use of Omega? In: Working Papers.
[Full Text][Citation analysis]
paper15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team