Details about Gregory Mathieu Jannin

Access statistics for papers by Gregory Mathieu Jannin.

Last updated 2020-07-18. Update your information in the RePEc Author Service.

Short-id: pja406

Working Papers

2015

1. On the (Ab)Use of Omega?
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (7)

2014

2. A Survey on the Four Families of Performance Measures
   Post-Print, HAL View citations (24)
   See also Journal Article A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES, Journal of Economic Surveys, Wiley Blackwell (2014) View citations (40) (2014)

2013

3. An Economic Evaluation of Model Risk In Long-term Asset Allocations
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans View citations (1)
   Also in Working Papers, HAL (2013) View citations (1)
   See also Journal Article An Economic Evaluation of Model Risk in Long-term Asset Allocations, Review of International Economics, Wiley Blackwell (2013) View citations (1) (2013)
4. Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)

Journal Articles

2014

1. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
   Journal of Economic Surveys, 2014, 28, (5), 917-942 View citations (40)
   See also Working Paper A Survey on the Four Families of Performance Measures, Post-Print (2014) View citations (24) (2014)

2013

2. An Economic Evaluation of Model Risk in Long-term Asset Allocations
   Review of International Economics, 2013, 21, (3), 475-491 View citations (1)
   See also Working Paper An Economic Evaluation of Model Risk In Long-term Asset Allocations, LEO Working Papers / DR LEO (2013) View citations (1) (2013)