Concepedia

Jacques Pézier

JP

7

Publications

195

Citations

7

H-Index

1979

Active since

Affiliations

University of Reading(Current)

ICMA Centre

Jacques Pézier is an author at University of Reading specializing in asset pricing, business, and finance.

Top concepts

Publications per year

1979–2013

7

Publications

7

The Relative Merits of Alternative Investments in Passive Portfolios

Jacques Pézier, Anthony G White · The Journal of Alternative Investments · 2008 · 46 citations

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The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios

Jacques Pézier, Anthony G White · RePEc: Research Papers in Economics · 2006 · 44 citations

Best portfolio insurance for long-term investment strategies in realistic conditions

Jacques Pézier, Johanna Scheller · Insurance Mathematics and Economics · 2013 · 32 citations

, , +11

On the Aggregation of Firm-Wide Market and Credit Risks

Carol Alexander, Jacques Pézier · SSRN Electronic Journal · 2003 · 30 citations · Full text

The dangerous quest for certainty in market forecasting

Robert Abt, Mg. Franklin Antonio Molina Borja, Michael M. Menke et al. · Long Range Planning · 1979 · 17 citations

, , +8

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