Christian Gouriéroux

Publication Activity (10 Years)

Years Active: 2011-2017
Publications (10 Years): 2

Top Topics

Maximum Entropy

Learning Scheme

General Loss Functions

Portfolio Selection

Top Venues

Int. J. Approx. Reason.

Ann. Oper. Res.

Publications

Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. Ann. Oper. Res. 256 (2) (2017)
Serge Darolles, Christian Gouriéroux
Performance fees and hedge fund return dynamics. Int. J. Approx. Reason. 65 (2015)
Serge Darolles, Christian Gouriéroux
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme. TES (2014)
Serge Darolles, Christian Gouriéroux
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme. TES (2014)
Patrick Gagliardini, Christian Gouriéroux
Granularity adjustment for risk measures: Systematic vs unsystematic risks. Int. J. Approx. Reason. 54 (6) (2013)
Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux
-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. CAMSAP (2011)