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Details about Gregory Mathieu Jannin

Homepage:http://www.univ-paris1.gregoryjannin.com
Workplace:Pôle de Recherche Interdisciplinaire en Management (PRISM) (Interdisciplinary Research Focus on Management), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)

Access statistics for papers by Gregory Mathieu Jannin.

Last updated 2018-03-24. Update your information in the RePEc Author Service.

Short-id: pja406


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Working Papers

2015

  1. On the (Ab)Use of Omega?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)

2014

  1. A Survey on the Four Families of Performance Measures
    Post-Print, HAL View citations (8)
    See also Journal Article in Journal of Economic Surveys (2014)

2013

  1. 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 Downloads
    Also in Working Papers, HAL (2013) Downloads

    See also Journal Article in Review of International Economics (2013)
  2. Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (4)

Journal Articles

2014

  1. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
    Journal of Economic Surveys, 2014, 28, (5), 917-942 Downloads View citations (25)
    See also Working Paper (2014)

2013

  1. An Economic Evaluation of Model Risk in Long-term Asset Allocations
    Review of International Economics, 2013, 21, (3), 475-491 Downloads
    See also Working Paper (2013)
 
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