Concepedia

Emmanuel Jurczenko

EJ

12

Publications

325

Citations

11

H-Index

2001

Active since

Affiliations

Glion Institute of Higher Education(Current)

University of Lausanne

Ecole des Hautes Etudes Commerciales du Nord

École de management de Lyon

Centre National de la Recherche Scientifique

Emmanuel Jurczenko is an author at Glion Institute of Higher Education specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementAsset AllocationFinancial EconomicsPortfolio SelectionFinancial EngineeringAccounting

Publications per year

2001–2019

12

Publications

12

Multi-moment Asset Allocation and Pricing Models

Bertrand Maillet, Emmanuel Jurczenko · HAL (Le Centre pour la Communication Scientifique Directe) · 2006 · 95 citations

Economics, Portfolio Optimization, Financial Economics +14

Moment Component Analysis: An Illustration With International Stock Markets

Éric Jondeau, Emmanuel Jurczenko, Michael Rockinger · Journal of Business and Economic Statistics · 2016 · 43 citations

Empirical Finance, Standard Pca, Asset Pricing +12

A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*

Emmanuel Jurczenko, Bertrand Maillet, Bogdan Négréa · Quantitative Finance · 2004 · 36 citations

Price Options, Volatility Modeling, Option Pricing +14

Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier

Emmanuel Jurczenko, Bertrand Maillet, Paul M. Merlin · SSRN Electronic Journal · 2005 · 27 citations · Full text

Generalized Risk-Based Investing

Emmanuel Jurczenko, Michel Thierry, Jérôme Teïletche · SSRN Electronic Journal · 2013 · 22 citations · Full text

Investment Strategy, Economics, Asset Pricing +5

Rows per page

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