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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: the new benchmark for managing financial risk
P Jorion
The McGraw-Hill Companies, Inc., 2007
9015*2007
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27641997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27641997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27351997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27301997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27291997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27291997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27291997
Value at risk: the new benchmark for controlling market risk
P Jorion
Irwin Professional Pub., 1997
27291997
The exchange-rate exposure of US multinationals
P Jorion
Journal of business, 331-345, 1990
19611990
Purchasing power parity in the long run
N Abuaf, P Jorion
The Journal of Finance 45 (1), 157-174, 1990
14001990
Financial risk manager handbook
P Jorion
John Wiley & Sons, 2007
1255*2007
Bayes-Stein estimation for portfolio analysis
P Jorion
Journal of Financial and Quantitative analysis 21 (3), 279-292, 1986
12021986
Financial risk manager handbook
P Jorion
John Wiley & Sons, 2007
11272007
Financial risk manager handbook
P Jorion
John Wiley & Sons, 2007
11052007
Financial risk manager handbook
P Jorion
John Wiley & Sons, 2007
11052007
Predicting volatility in the foreign exchange market
P Jorion
The Journal of Finance 50 (2), 507-528, 1995
10971995
On jump processes in the foreign exchange and stock markets
P Jorion
The Review of Financial Studies 1 (4), 427-445, 1988
9881988
International portfolio diversification with estimation risk
P Jorion
Journal of Business, 259-278, 1985
9741985
The pricing of exchange rate risk in the stock market
P Jorion
Journal of financial and quantitative analysis 26 (3), 363-376, 1991
9511991
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Articles 1–20