Philippe Jorion
Philippe Jorion
Professor of Finance, University of Californa at Irvine
Verified email at uci.edu - Homepage
Title
Cited by
Cited by
Year
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8615*2000
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8615*2000
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8615*2000
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8595*2000
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8590*2000
Value at risk
P Jorion
McGraw-Hill Professional Publishing, 2000
8590*2000
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
26581997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
26581997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
26581997
The exchange-rate exposure of US multinationals
P Jorion
Journal of business, 331-345, 1990
18941990
Purchasing power parity in the long run
N Abuaf, P Jorion
The Journal of Finance 45 (1), 157-174, 1990
13661990
Bayes-Stein estimation for portfolio analysis
P Jorion
Journal of Financial and Quantitative analysis 21 (3), 279-292, 1986
11501986
Financial risk manager handbook
P Jorion
John Wiley & Sons, 2007
1123*2007
Risk management lessons from long‐term capital management
P Jorion
European financial management 6 (3), 277-300, 2000
10762000
Predicting volatility in the foreign exchange market
P Jorion
The Journal of Finance 50 (2), 507-528, 1995
10571995
On jump processes in the foreign exchange and stock markets
P Jorion
The Review of Financial Studies 1 (4), 427-445, 1988
9701988
International portfolio diversification with estimation risk
P Jorion
Journal of Business, 259-278, 1985
9331985
The pricing of exchange rate risk in the stock market
P Jorion
Journal of financial and quantitative analysis 26 (3), 363-376, 1991
9321991
Firm value and hedging: Evidence from US oil and gas producers
Y Jin, P Jorion
The journal of Finance 61 (2), 893-919, 2006
8882006
Valor en riesgo/por Philippe Jorión.
P Jorion
7782003
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Articles 1–20