Search Results - JURCZENKO, Emmanuel

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  1. 1
    Moment Component Analysis: An Illustration With International Stock Markets

    Moment Component Analysis: An Illustration With International Stock Markets by Jondeau, Eric, Jurczenko, Emmanuel, Rockinger, Michael

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  2. 2
    Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting Framework

    Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting Framework by Jurczenko, Emmanuel, Teiletche, Jérôme

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  3. 3
    Private Equity Performance around the World

    Private Equity Performance around the World by Ain Tommar, Sara, Darolles, Serge, Jurczenko, Emmanuel

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  4. 4
    Active Risk-Based Investing

    Active Risk-Based Investing by Jurczenko, Emmanuel, Teiletche, Jérôme

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  5. 5
    A unified framework for risk-based investing

    A unified framework for risk-based investing by Jurczenko, Emmanuel, Michel, Thierry, Teiletche, Jérôme

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  6. 6
    A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction

    A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction by Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan

    Published in Quantitative finance
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  7. 7
    A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction

    A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction by Negrea, Bogdan, Jurczenko, Emmanuel, Maillet, Bertrand

    Published in Quantitative finance
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  8. 8
    The approximate option pricing model: performances and dynamic properties

    The approximate option pricing model: performances and dynamic properties by Capelle-Blancard, Gunther, Jurczenko, Emmanuel, Maillet, Bertrand

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  9. 9
    La volatilité des marchés augmente-elle ?

    La volatilité des marchés augmente-elle ? by Chauveau, Thierry, Friederich, Sylvain, Héricourt, Jérôme, Jurczenko, Emmanuel, Lubochinsky, Catherine, Maillet, Bertrand, Moussu, Christophe, Négréa, Bogdan, Raymond Feingold, Hélène

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  10. 10
    La volatilité des marchés augmente-t-elle ?

    La volatilité des marchés augmente-t-elle ? by CHAUVEAU, Thierry, FRIEDERICH, Sylvain, HÉRICOURT, Jérôme, JURCZENKO, Emmanuel, LUBOCHINSKY, Catherine, MAILLET, Bertrand, MOUSSU, Christophe, NÉGRÉA, Bogdan, RAYMOND-FEINGOLD, Hélène

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  11. 11
    La volatilité des marchés augmente-t-elle ?

    La volatilité des marchés augmente-t-elle ? by Chauveau, Thierry, Friederich, Sylvain, Héricourt, Jérôme, Jurczenko, Emmanuel, Lubochinsky, Catherine, Maillet, Bertrand, Moussu, Christophe, Négréa, Bogdan, Raymond-Feingold, Hélène

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