Concepedia

Jean‐Paul Laurent

JL

Statistics

Publications

48

Citations

2.5K

H-Index

24

Active since

1973

Affiliations

University of Mons(Current)

Interuniversity Institute for High Energies

European Organization for Nuclear Research

Université Paris 1 Panthéon-Sorbonne

BNP Paribas (France)

Jean‐Paul Laurent is an author at University of Mons specializing in natural sciences, physics, and business.

Publications per year

1973–2024

48

Publications

48

Sensitivity analysis of Values at Risk

Christian Gouriéroux, Jean‐Paul Laurent, Olivier Scaillet · Journal of Empirical Finance · 2000 · 415 citations · Full text

Business, Biostatistics, Decision Analysis +10

Basket default swaps, CDOs and factor copulas

Jean‐Paul Laurent, Jon Gregory · The Journal of Risk · 2005 · 265 citations

Business, Business Economics, Data Analytics +7

Mean‐Variance Hedging and Numéraire

Christian Gouriéroux, Jean‐Paul Laurent, Huyên Pham · Mathematical Finance · 1998 · 186 citations

Business, Economics, Finance +17

Dynamic programming and mean-variance hedging

Jean‐Paul Laurent, Huy x EA n Pham · Finance and Stochastics · 1999 · 162 citations

Business, Finance, Financial Management +14

Spectral risk measures and portfolio selection

Alexandre Adam, Mohamed Houkari, Jean‐Paul Laurent · Journal of Banking & Finance · 2008 · 133 citations

Business, Finance, Risk Management +14

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