Jerome Teiletche

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20 Publications

Publication								Year
Regime-Based Strategic Asset Allocation Authors : Eric Bouyé , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 36								2024
The risky asymmetry of low bond yields Authors : Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 8								2023
Macro Factor Mimicking Portfolios Authors : Emmanuel Jurczenko , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 20								2019
Active Risk-Based Investing Authors : Emmanuel Jurczenko , Jerome Teiletche Journal : SSRN Electronic Journal								2015
Active Risk-Based Investing Authors : Emmanuel Jurczenko , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 39								2015
Generalized Risk-Based Investing Authors : Emmanuel Jurczenko , Thierry Michel , Jerome Teiletche Journal : SSRN Electronic Journal								2013
The determinants of extreme dependence in financial markets Authors : Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 51								2012
Hedge Fund Replication: Does Model Combination Help? Authors : Jerome Teiletche Journal : SSRN Electronic Journal								2011
Foreign-Exchange Intervention Strategies and Market Expectations: Insights from Japan Authors : Jean-Yves Gnabo , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 34								2008
An Alternative Approach to Alternative Beta Authors : Thierry Roncalli , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 23								2007
Reconsidering Asset Allocation Involving Illiquid Assets Authors : Dan Vu Cao , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 14								2007
A Conditional Approach to Hedge Fund Risk Authors : Jerome Teiletche , FLORENT POCHON Journal : SSRN Electronic Journal Journal Reference count : 18								2006
An Empirical Investigation of the VaR of Hedge Funds Authors : Jerome Teiletche , FLORENT POCHON Journal : SSRN Electronic Journal Journal Reference count : 22								2006
Do Interventions in Foreign Exchange Markets Modify Investors' Expectations? The Experience of Japan between 1992 and 2003 Authors : Jerome Teiletche , Christophe Morel Journal : SSRN Electronic Journal Journal Reference count : 34								2005
The Ultra-High Frequency Dynamics of European Bond Yields Authors : Jerome Teiletche , Charlotte Lespagnol Journal : SSRN Electronic Journal Journal Reference count : 58								2004
Le taux de change euro/dollar: Une perspective de long terme Authors : Jerome Teiletche Journal : Revue économique Volume : 54 Pages : 295								2003
Performances of Hedge Funds and Standard Assets: A Systematic Investigation Authors : Jerome Teiletche , Yann Tampereau Journal : SSRN Electronic Journal Journal Reference count : 35								2003
The Euro-Dollar Exchange Rate: A Long Term Perspective Authors : Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 42								2000
Revisiting the Dependence between Financial Markets with Copulas Authors : Arnaud Costinot , Thierry Roncalli , Jerome Teiletche Journal : SSRN Electronic Journal Journal Reference count : 77								2000
Salaires relatifs, commerce Nord-Sud et progrès technique: Un modèle stylisé d'équilibre général Authors : Jean-Marie Cardebat , Jérôme Teiletche , Jerome Teiletche Journal : Revue économique Volume : 48 Pages : 1337								1997

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Jerome teiletche

20 Publications

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Jerome teiletche

20 Publications

You can also search
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